Principal Preferred (Ireland) Backtesting

IE00B5KPPF97 -- Ireland Fund  

JPY 1,593  0.45  0.0283%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Principal Preferred Secs I JPY Hdg Acc and determine expected loss or profit from investing in Principal Preferred over given investment horizon. Please also check Principal Preferred Hype Analysis, Principal Preferred Correlation, Portfolio Optimization, Principal Preferred Volatility as well as analyze Principal Preferred Alpha and Beta and Principal Preferred Performance.
Horizon     30 Days    Login   to change

Principal Preferred 'What if' Analysis

May 19, 2019
No Change 0.00  0.0%
In 2 months and 2 days
July 18, 2019
If you would invest  0.00  in Principal Preferred on May 19, 2019 and sell it all today you would earn a total of 0.00 from holding Principal Preferred Secs I JPY Hdg Acc or generate 0.0% return on investment in Principal Preferred over 60 days. The Fund seeks to provide an income return consistent with capital preservation

Principal Preferred Upside/Downside Indicators

Principal Preferred Market Premium Indicators

Principal Preferred Backtested Returns

Our philosophy towards forecasting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Principal Preferred which you can use to evaluate future volatility of the fund. Please check Principal Preferred to confirm if risk estimate we provide are consistent with the epected return of 0.0%. The fund holds Beta of 0.0 which implies the returns on MARKET and Principal Preferred are completely uncorrelated. Although it is extremely important to respect Principal Preferred current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Principal Preferred technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 
correlation synergy

No correlation between past and present

Principal Preferred Secs I JPY Hdg Acc has no correlation between past and present. Overlapping area represents the amount of predictability between Principal Preferred time series from May 19, 2019 to June 18, 2019 and June 18, 2019 to July 18, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Principal Preferred price movement. The serial correlation of 0.0 indicates that just 0.0% of current Principal Preferred price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

Principal Preferred lagged returns against current returns

 Current and Lagged Values 

Principal Preferred regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Principal Preferred Lagged Returns

 Regressed Prices 

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