Dimensional Emerg (Ireland) Backtesting

IE00B1W6DP85 -- Ireland Fund  

EUR 17.21  0.20  1.15%

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

Dimensional Emerg 'What if' Analysis

June 21, 2018
0.00
No Change 0.00  0.0%
In 30 days
July 21, 2018
0.00
If you would invest  0.00  in Dimensional Emerg on June 21, 2018 and sell it all today you would earn a total of 0.00 from holding Dimensional Emerg Mkt Targeted Val B or generate 0.0% return on investment in Dimensional Emerg over 30 days. The objective of this fund is to maximise long-term total return

Dimensional Emerg Upside/Downside Indicators

  

Dimensional Emerg Market Premium Indicators

Dimensional Emerg Mkt Backtested Returns

Macroaxis considers Dimensional Emerg to be not very risky. Dimensional Emerg Mkt secures Sharpe Ratio (or Efficiency) of -0.2957 which denotes Dimensional Emerg Mkt had -0.2957% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting 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. Dimensional Emerg Mkt Targeted Val B exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Dimensional Emerg Mkt to check risk estimate we provide. The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Dimensional Emerg are completely uncorrelated. Even though it is essential to pay attention to Dimensional Emerg Mkt historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. Dimensional Emerg Mkt Targeted Val B exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.30 

Below average predictability

Dimensional Emerg Mkt Targeted Val B has below average predictability. Overlapping area represents the amount of predictability between Dimensional Emerg time series from June 21, 2018 to July 6, 2018 and July 6, 2018 to July 21, 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 Dimensional Emerg Mkt price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Dimensional Emerg price fluctuation can be explain by its past prices.
Correlation Coefficient 0.3
Spearman Rank Test 0.3
Price Variance 0.05
Lagged Price Variance 0.15

Dimensional Emerg Mkt lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Dimensional Emerg regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Dimensional Emerg Lagged Returns

 Regressed Prices 
      Timeline 

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Please also check Dimensional Emerg Hype Analysis, Dimensional Emerg Correlation, Portfolio Optimization, Dimensional Emerg Volatility as well as analyze Dimensional Emerg Alpha and Beta and Dimensional Emerg Performance. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.
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