25808528 (Ireland) Backtesting

25808528 -- Ireland ETF  

EUR 11.11  0.67  5.69%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of 25808528 and determine expected loss or profit from investing in 25808528 over given investment horizon. Check also 25808528 Hype Analysis, 25808528 Correlation, Portfolio Optimization, 25808528 Volatility as well as analyze 25808528 Alpha and Beta and 25808528 Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

25808528 'What if' Analysis

May 22, 2019
0.00
No Change 0.00  0.0%
In 2 months and 2 days
July 21, 2019
0.00
If you would invest  0.00  in 25808528 on May 22, 2019 and sell it all today you would earn a total of 0.00 from holding 25808528 or generate 0.0% return on investment in 25808528 over 60 days.

25808528 Upside/Downside Indicators

Maximum Drawdown11.72
Value At Risk(5.69)
Potential Upside6.03

25808528 Market Premium Indicators

Risk Adjusted Performance0.01

25808528 Backtested Returns

Our way in which we are foreseeing volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 25808528 which you can use to evaluate future volatility of the entity. Please confirm 25808528 Coefficient Of Variation of (2,717) and Standard Deviation of 3.6 to double-check if risk estimate we provide are consistent with the epected return of 0.0%. The entity owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and 25808528 are completely uncorrelated. Although it is extremely important to respect 25808528 existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are foreseeing future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating 25808528 technical indicators you can at this moment evaluate if the expected return of 0.0% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 
correlation synergy

No correlation between past and present

25808528 has no correlation between past and present. Overlapping area represents the amount of predictability between 25808528 time series from May 22, 2019 to June 21, 2019 and June 21, 2019 to July 21, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of 25808528 price movement. The serial correlation of 0.0 indicates that just 0.0% of current 25808528 price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

25808528 lagged returns against current returns

 Current and Lagged Values 
      Timeline 

25808528 regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

25808528 Lagged Returns

 Regressed Prices 
      Timeline 

Did you try this?

Run Companies Directory Now

   

Companies Directory

Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
All  Next Launch Module

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked.
Explore Thematic Ideas
Explore Investing Ideas  
Check also 25808528 Hype Analysis, 25808528 Correlation, Portfolio Optimization, 25808528 Volatility as well as analyze 25808528 Alpha and Beta and 25808528 Performance. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
Search macroaxis.com