Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 799.56 |
Variance | 478.61 |
Standard Deviation | 21.88 |
Lowest quote | 760.06 |
Highest quote | 829.44 |
Median | 794.75 |
Max Daily Loose percent | -3.77 |
Max Daily Gain percent | 2.48 |
Simple Perf. | -4.55 |
|
Last 5 quotes Statistics | Value |
Mean quote | 779.86 |
Variance | 48.97 |
Standard Deviation | 7.00 |
Lowest quote | 769.12 |
Highest quote | 789.00 |
Median | 779.06 |
Max Daily Loose percent | -2.52 |
Max Daily Gain percent | 0.68 |
Simple Perf. | -1.25 |
|
Previous year Statistics | Value |
Mean quote | 734.66 |
Variance | 1'086.04 |
Standard Deviation | 32.96 |
Lowest quote | 671.94 |
Highest quote | 797.73 |
Median | 734.83 |
Max Daily Loose percent | -3.19 |
Max Daily Gain percent | 3.82 |
Simple Perf. | 17.00 |
First quote | 673.22 |
Last quote | 787.66 |
|
Current year Statistics | Value |
Mean quote | 795.66 |
Variance | 296.12 |
Standard Deviation | 17.21 |
Lowest quote | 760.06 |
Highest quote | 829.44 |
Median | 794.75 |
Max Daily Loose percent | -3.77 |
Max Daily Gain percent | 2.48 |
Simple Perf. | -2.35 |
First quote | 787.66 |
Last quote | 769.12 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | +11.59 | 8 | +1.45 |
February | +3.47 | 8 | +0.43 |
March | -3.49 | 8 | -0.44 |
April | -0.95 | 7 | -0.14 |
May | +3.54 | 7 | +0.51 |
June | +17.43 | 7 | +2.49 |
July | -21.08 | 7 | -3.01 |
August | +8.36 | 7 | +1.19 |
September | -19.73 | 7 | -2.82 |
October | +17.54 | 7 | +2.51 |
November | +26.53 | 7 | +3.79 |
December | +13.07 | 7 | +1.87 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | -2.60 |
2001 | +1.03 |
2002 | -21.58 |
2003 | +45.37 |
2004 | +17.00 |
2005 | +3.32 |
2006 | +17.00 |
2007 | -2.35 |
|
Year 2004 to 2005 Monthly performance |
Month | Year | Performance |
January | 2004 | +4.28 |
February | 2004 | +0.83 |
March | 2004 | +0.81 |
April | 2004 | -5.17 |
May | 2004 | +1.51 |
June | 2004 | +4.09 |
July | 2004 | -6.80 |
August | 2004 | -0.61 |
September | 2004 | +4.56 |
October | 2004 | +1.89 |
November | 2004 | +8.56 |
December | 2004 | +2.81 |
January | 2005 | -4.23 |
February | 2005 | +1.61 |
March | 2005 | -2.99 |
April | 2005 | -5.80 |
May | 2005 | +6.44 |
June | 2005 | +3.72 |
July | 2005 | +6.27 |
August | 2005 | -1.95 |
September | 2005 | +0.19 |
October | 2005 | -3.17 |
November | 2005 | +4.74 |
December | 2005 | -0.60 |
|
Year 2006 to 200n Monthly performance |
Month | Year | Performance |
January | 2006 | +8.91 |
February | 2006 | -0.35 |
March | 2006 | +4.72 |
April | 2006 | -0.08 |
May | 2006 | -5.69 |
June | 2006 | +0.51 |
July | 2006 | -3.33 |
August | 2006 | +2.85 |
September | 2006 | +0.70 |
October | 2006 | +5.69 |
November | 2006 | +2.51 |
December | 2006 | +0.20 |
January | 2007 | +1.61 |
February | 2007 | -0.88 |
March | 2007 | -3.05 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/RUS2000_20070314.csv |
# of Quotes | 1796 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 496.42 |
File last date (dd.MM.yyyy) | 13.03.2007 |
File last quote | 769.12 |
First data considered (dd.MM.yyyy) | 08.02.2000 |
First data considered | 537.49 |
Min. Quote date (dd.MM.yyyy) | 09.10.2002 |
Min. Quote value | 327.04 |
Max Quote date (dd.MM.yyyy) | 22.02.2007 |
Max Quote value | 829.44 |
Max daily drop date (dd.MM.yyyy) | 04.04.2000 |
Max Daily Drop percent | -6.96 |
Max daily gain date (dd.MM.yyyy) | 18.04.2000 |
Max daily Gain percent | 8.70 |
|
Signals Statistics | Value |
# Generated Signals | 34 |
Avg # op. by year | 4.97 |
# Days | 2464 |
# Days in years | 6.84 |
Biggest loose (Long only) | -4.72 |
Min # days uninvested (before Buy Signal) | 9 |
Max # days uninvested (before Buy Signal) | 163 |
Min # days invested (before Sell Signal) | 2 |
Max # days invested (before Sell Signal) | 355 |
|