OSE All Hype Analysis, OSE All Correlation, Portfolio Optimization, OSE All Volatility as well as analyze OSE All Alpha and Beta and OSE All Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of OSE All and determine expected loss or profit from investing in OSE All over given investment horizon. See also
|Horizon||30 Days Login to change|
OSE All 'What if' Analysis
March 25, 20190.00
May 24, 20190.00
If you would invest 0.00 in OSE All on March 25, 2019 and sell it all today you would earn a total of 0.00 from holding OSE All or generate 0.0% return on investment in OSE All over 60 days.
OSE All Upside/Downside Indicators
|Value At Risk||(1.03)|
OSE All Market Premium Indicators
|Risk Adjusted Performance||(0.05)|
|Total Risk Alpha||(0.06)|
OSE All Backtested Returns
OSE All maintains Sharpe Ratio (i.e. Efficiency) of 0.0153 which implies the entity had 0.0153% of return per unit of risk over the last 2 months. Our philosophy in forecasting 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-eight technical indicators for OSE All which you can use to evaluate future volatility of the index. The index holds Beta of 0.0 which implies the returns on MARKET and OSE All are completely uncorrelated. Although it is extremely important to respect OSE All current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy in forecasting 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 OSE All technical indicators you can now evaluate if the expected return of 0.0112% will be sustainable into the future.
|15 days auto-correlation||(0.57)|
|Spearman Rank Test||-0.65|
OSE All lagged returns against current returns
Current and Lagged Values
OSE All regressed lagged prices vs. current prices
Current vs Lagged Prices
OSE All Lagged Returns
Also Currentnly Active
Purchased over 100 shares of
Purchased few shares of
See also OSE All Hype Analysis, OSE All Correlation, Portfolio Optimization, OSE All Volatility as well as analyze OSE All Alpha and Beta and OSE All Performance. Please also try Crypto Portfolio Optimizer module to optimize portfolio of digital coins and token across multiple currency and exchanges.