GAM Star (Ireland) Backtesting

F00000QIGC -- Ireland Fund  

USD 16.69  1.62  8.85%

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

GAM Star 'What if' Analysis

July 18, 2018
0.00
No Change 0.00  0.0%
In 31 days
August 17, 2018
0.00
If you would invest  0.00  in GAM Star on July 18, 2018 and sell it all today you would earn a total of 0.00 from holding GAM Star Global Quality Instl USD Acc or generate 0.0% return on investment in GAM Star over 30 days. The investment objective of the Fund is to provide capital appreciation primarily through investment in quoted equity an...

GAM Star Upside/Downside Indicators

  

GAM Star Market Premium Indicators

GAM Star Global Backtested Returns

Macroaxis considers GAM Star to be not very volatile. GAM Star Global holds Efficiency (Sharpe) Ratio of -0.051 which attests that GAM Star Global had -0.051% of return per unit of risk over the last 1 month. Macroaxis approach towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. GAM Star Global exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GAM Star to validate risk estimate we provide. The entity retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and GAM Star are completely uncorrelated. Even though it is essential to pay attention to GAM Star Global current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis approach towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. GAM Star Global exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.42) 

Modest reverse predictability

GAM Star Global Quality Instl USD Acc has modest reverse predictability. Overlapping area represents the amount of predictability between GAM Star time series from July 18, 2018 to August 2, 2018 and August 2, 2018 to August 17, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GAM Star Global price movement. The serial correlation of -0.42 indicates that just about 42.0% of current GAM Star price fluctuation can be explain by its past prices. Given that GAM Star Global Quality Instl USD Acc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of GAM Star for similar time interval.
Correlation Coefficient -0.42
Spearman Rank Test -0.36
Price Variance 0.45
Lagged Price Variance 0.01

GAM Star Global lagged returns against current returns

 Current and Lagged Values 
      Timeline 

GAM Star regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

GAM Star Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally see GAM Star Hype Analysis, GAM Star Correlation, Portfolio Optimization, GAM Star Volatility as well as analyze GAM Star Alpha and Beta and GAM Star Performance. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.