Baillie Gifford (Ireland) Backtesting

IE00B3ZRM669 -- Ireland Fund  

GBp 1,366  2.00  0.15%

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

Baillie Gifford 'What if' Analysis

June 22, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 22, 2018
0.00
If you would invest  0.00  in Baillie Gifford on June 22, 2018 and sell it all today you would earn a total of 0.00 from holding Baillie Gifford Wldwd Glb Crd C GBP Acc or generate 0.0% return on investment in Baillie Gifford over 30 days. The investment objective of the Fund is to achieve a high level of total return by investing in a diversified portfolio ...

Baillie Gifford Upside/Downside Indicators

  

Baillie Gifford Market Premium Indicators

Baillie Gifford Wldwd Backtested Returns

We consider Baillie Gifford not too risky. Baillie Gifford Wldwd secures Sharpe Ratio (or Efficiency) of 0.1238 which signifies that Baillie Gifford Wldwd had 0.1238% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Baillie Gifford Wldwd Glb Crd C GBP Acc which you can use to evaluate future volatility of the entity. Please confirm Baillie Gifford Wldwd to double-check if risk estimate we provide are consistent with the epected return of 0.0371%. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Baillie Gifford are completely uncorrelated. Although it is extremely important to respect Baillie Gifford Wldwd historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Baillie Gifford Wldwd technical indicators you can presently evaluate if the expected return of 0.0371% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.84) 

Excellent reverse predictability

Baillie Gifford Wldwd Glb Crd C GBP Acc has excellent reverse predictability. Overlapping area represents the amount of predictability between Baillie Gifford time series from June 22, 2018 to July 7, 2018 and July 7, 2018 to July 22, 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 Baillie Gifford Wldwd price movement. The serial correlation of -0.84 indicates that around 84.0% of current Baillie Gifford price fluctuation can be explain by its past prices. Given that Baillie Gifford Wldwd Glb Crd C GBP Acc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Baillie Gifford for similar time interval.
Correlation Coefficient -0.84
Spearman Rank Test 0.5
Price Variance 6.22
Lagged Price Variance 9.56

Baillie Gifford Wldwd lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Baillie Gifford regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Baillie Gifford Lagged Returns

 Regressed Prices 
      Timeline 

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Please also check Baillie Gifford Hype Analysis, Baillie Gifford Correlation, Portfolio Optimization, Baillie Gifford Volatility as well as analyze Baillie Gifford Alpha and Beta and Baillie Gifford Performance. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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