AXA Rosenberg (Ireland) Backtesting

F0GBR05L1V -- Ireland Fund  

EUR 11.44  0.14  1.21%

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

AXA Rosenberg '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 AXA Rosenberg on July 18, 2018 and sell it all today you would earn a total of 0.00 from holding AXA Rosenberg Eurobloc Eq Alpha E or generate 0.0% return on investment in AXA Rosenberg over 30 days. The investment objective of the AXA Rosenberg Eurobloc Equity Alpha Fund is to provide long-term capital appreciation wi...

AXA Rosenberg Upside/Downside Indicators

  

AXA Rosenberg Market Premium Indicators

AXA Rosenberg Eurobloc Backtested Returns

Macroaxis considers AXA Rosenberg to be not too volatile. AXA Rosenberg Eurobloc retains Efficiency (Sharpe Ratio) of -0.267 which signifies that AXA Rosenberg Eurobloc had -0.267% of return per unit of risk over the last 1 month. Macroaxis approach towards foreseeing 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. AXA Rosenberg exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AXA Rosenberg Eurobloc Eq Alpha E to double-check risk estimate we provide. The organization owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and AXA Rosenberg are completely uncorrelated. Even though it is essential to pay attention to AXA Rosenberg Eurobloc existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach towards foreseeing 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. AXA Rosenberg exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.84) 

Excellent reverse predictability

AXA Rosenberg Eurobloc Eq Alpha E has excellent reverse predictability. Overlapping area represents the amount of predictability between AXA Rosenberg 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 AXA Rosenberg Eurobloc price movement. The serial correlation of -0.84 indicates that around 84.0% of current AXA Rosenberg price fluctuation can be explain by its past prices. Given that AXA Rosenberg Eurobloc Eq Alpha E has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of AXA Rosenberg for similar time interval.
Correlation Coefficient -0.84
Spearman Rank Test 0.04
Price Variance 0.02
Average Price 11.69

AXA Rosenberg Eurobloc lagged returns against current returns

 Current and Lagged Values 
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AXA Rosenberg regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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AXA Rosenberg Lagged Returns

 Regressed Prices 
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Current Sentiment - F0GBR05L1V

AXA Rosenberg Eurobloc Investor Sentiment
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Additionally see AXA Rosenberg Hype Analysis, AXA Rosenberg Correlation, Portfolio Optimization, AXA Rosenberg Volatility as well as analyze AXA Rosenberg Alpha and Beta and AXA Rosenberg Performance. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.