Stockholm Hype Analysis, Stockholm Correlation, Portfolio Optimization, Stockholm Volatility as well as analyze Stockholm Alpha and Beta and Stockholm Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Stockholm and determine expected loss or profit from investing in Stockholm over given investment horizon. See also
|Horizon||30 Days Login to change|
Stockholm 'What if' Analysis
June 20, 20190.00
September 18, 20190.00
If you would invest 0.00 in Stockholm on June 20, 2019 and sell it all today you would earn a total of 0.00 from holding Stockholm or generate 0.0% return on investment in Stockholm over 90 days.
Stockholm Upside/Downside Indicators
|Value At Risk||(1.24)|
Stockholm Market Premium Indicators
|Risk Adjusted Performance||0.0478|
|Total Risk Alpha||0.0058|
Stockholm Backtested Returns
Stockholm owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.017 which indicates the organization had 0.017% of return per unit of risk over the last 3 months. Our philosophy towards measuring volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Stockholm which you can use to evaluate future volatility of the index. The entity has beta of 0.0 which indicates the returns on MARKET and Stockholm are completely uncorrelated. Although it is extremely important to respect Stockholm current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Stockholm technical indicators you can presently evaluate if the expected return of 0.0147% will be sustainable into the future.
|15 days auto-correlation||(0.38)|
|Spearman Rank Test||-0.32|
Stockholm lagged returns against current returns
Current and Lagged Values
Stockholm regressed lagged prices vs. current prices
Current vs Lagged Prices
Stockholm Lagged Returns
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Sold over 200 shares of
Purchased over 100 shares of
See also Stockholm Hype Analysis, Stockholm Correlation, Portfolio Optimization, Stockholm Volatility as well as analyze Stockholm Alpha and Beta and Stockholm Performance. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.