AXA Rosenberg (Ireland) Backtesting

IE0031069499 -- Ireland Fund  

EUR 78.38  2.79  3.69%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of AXA Rosenberg Pac ex Jap Sm Cp Alp B and determine expected loss or profit from investing in AXA Rosenberg over given investment horizon. Please also check 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

June 17, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 17, 2018
0.00
If you would invest  0.00  in AXA Rosenberg on June 17, 2018 and sell it all today you would earn a total of 0.00 from holding AXA Rosenberg Pac ex Jap Sm Cp Alp B or generate 0.0% return on investment in AXA Rosenberg over 30 days. The investment objective of the Sub-Fund is to provide long-term capital appreciation with a total return greater than t...

AXA Rosenberg Upside/Downside Indicators

  

AXA Rosenberg Market Premium Indicators

AXA Rosenberg Pac Backtested Returns

Macroaxis considers AXA Rosenberg to be not too risky. AXA Rosenberg Pac retains Efficiency (Sharpe Ratio) of -0.1001 which signifies that AXA Rosenberg Pac had -0.1001% 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 Pac ex Jap Sm Cp Alp B 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 Pac 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(0.33) 

Poor reverse predictability

AXA Rosenberg Pac ex Jap Sm Cp Alp B has poor reverse predictability. Overlapping area represents the amount of predictability between AXA Rosenberg time series from June 17, 2018 to July 2, 2018 and July 2, 2018 to July 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 Pac price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current AXA Rosenberg price fluctuation can be explain by its past prices. Given that AXA Rosenberg Pac ex Jap Sm Cp Alp B 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 -0.33
Spearman Rank Test -0.54
Price Variance 2.5
Lagged Price Variance 4.49

AXA Rosenberg Pac 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 - IE0031069499

AXA Rosenberg Pac Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in AXA Rosenberg Pac ex Jap Sm Cp Alp B. What is your sentiment towards investing in AXA Rosenberg Pac ex Jap Sm Cp Alp B? Are you bullish or bearish?
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Please also check 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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.