Swiss Mrt Hype Analysis, Swiss Mrt Correlation, Portfolio Optimization, Swiss Mrt Volatility as well as analyze Swiss Mrt Alpha and Beta and Swiss Mrt Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Swiss Mrt and determine expected loss or profit from investing in Swiss Mrt over given investment horizon. See also
|Horizon||30 Days Login to change|
Swiss Mrt 'What if' Analysis
June 20, 20190.00
September 18, 20190.00
If you would invest 0.00 in Swiss Mrt on June 20, 2019 and sell it all today you would earn a total of 0.00 from holding Swiss Mrt or generate 0.0% return on investment in Swiss Mrt over 90 days.
Swiss Mrt Upside/Downside Indicators
|Value At Risk||(1.17)|
Swiss Mrt Market Premium Indicators
|Risk Adjusted Performance||0.0332|
|Total Risk Alpha||(0.006661)|
Swiss Mrt Backtested Returns
Swiss Mrt owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0114 which indicates the organization had 0.0114% 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-eight technical indicators for Swiss Mrt 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 Swiss Mrt are completely uncorrelated. Although it is extremely important to respect Swiss Mrt 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 Swiss Mrt technical indicators you can presently evaluate if the expected return of 0.0083% will be sustainable into the future.
|15 days auto-correlation||(0.17)|
|Spearman Rank Test||-0.15|
Swiss Mrt lagged returns against current returns
Current and Lagged Values
Swiss Mrt regressed lagged prices vs. current prices
Current vs Lagged Prices
Swiss Mrt Lagged Returns
Also Currentnly Active
Sold over 200 shares of
Purchased over 100 shares of
See also Swiss Mrt Hype Analysis, Swiss Mrt Correlation, Portfolio Optimization, Swiss Mrt Volatility as well as analyze Swiss Mrt Alpha and Beta and Swiss Mrt Performance. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..