Sanlam FOUR (Ireland) Backtesting

IE00B5M48M23 -- Ireland Fund  

GBp 16.76  0.0423  0.25%

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

Sanlam FOUR 'What if' Analysis

December 25, 2018
0.00
No Change 0.00  0.0%
In 2 months and 1 day
February 23, 2019
0.00
If you would invest  0.00  in Sanlam FOUR on December 25, 2018 and sell it all today you would earn a total of 0.00 from holding Sanlam FOUR Global Equity A GBP or generate 0.0% return on investment in Sanlam FOUR over 60 days. Sanlam FOUR is related to or competes with Brandes Global, and . The objective of the Fund is to target capital growth over the long term

Sanlam FOUR Upside/Downside Indicators

  

Sanlam FOUR Market Premium Indicators

Sanlam FOUR Global Backtested Returns

Sanlam FOUR is abnormally risky given 2 months investment horizon. Sanlam FOUR Global owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.2478 which indicates the organization had 0.2478% of return per unit of risk over the last 2 months. Our philosophy towards measuring volatility of a fund is to use Sanlam FOUR Global market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 66.1513% are justified by taking the suggested risk. Use Sanlam FOUR Global to evaluate company specific risk that cannot be diversified away. The entity has beta of 0.0 which indicates the returns on MARKET and Sanlam FOUR are completely uncorrelated. Although it is essential to pay attention to Sanlam FOUR Global current price movements, it is also good to be reasonable about what you can actually do with equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Sanlam FOUR Global Equity A GBP expected return of 66.1513 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.12 
correlation synergy

Insignificant predictability

Sanlam FOUR Global Equity A GBP has insignificant predictability. Overlapping area represents the amount of predictability between Sanlam FOUR time series from December 25, 2018 to January 24, 2019 and January 24, 2019 to February 23, 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 Sanlam FOUR Global price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Sanlam FOUR price fluctuation can be explain by its past prices.
Correlation Coefficient0.12
Spearman Rank Test0.52
Residual Average0.0
Price Variance0.08

Sanlam FOUR Global lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Sanlam FOUR regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Sanlam FOUR Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - IE00B5M48M23

Sanlam FOUR Global Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Sanlam FOUR Global Equity A GBP. What is your outlook on investing in Sanlam FOUR Global Equity A GBP? Are you bullish or bearish?
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Please also check Sanlam FOUR Hype Analysis, Sanlam FOUR Correlation, Portfolio Optimization, Sanlam FOUR Volatility as well as analyze Sanlam FOUR Alpha and Beta and Sanlam FOUR Performance. Please also try CEO Directory module to screen ceos from public companies around the world.
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