|
MyTrendTimer :
DJ Stoxx 50
of
August 9, 2006 |
| Weekly Comment about this asset/index |
| Buoyant US economic growth, so far, has provided the European Central Bank (ECB) with the necessary global backdrop to raise interest rates from very low levels at a slow and steady pace that limits political friction with euro-zone political leaders but that gets the job done.
This interest rate hike was quite anticipated.
Trend reversed this week and a buy signal was issued.
The buy price is on the same level than the sell price we had 2 months ago, around 3400 points.
You have to be risk tolerant to exposed now... |
|
| Financial Instrument | Value |
| Instrument Name | DJ Stoxx 50 |
| Symbol | STOXX50 |
| Currency | EUR |
| Underlying instrument | iShares DJ STOXX 50 (EUN) |
|
| Trend/Signal | Value |
| Current Trend/Signal |
Bullish (last signal was a Buy)
|
| Strenght | Close to zero ! |
| Date (dd.MM.yyyy) | 09.08.2006 |
|
| Generated Operations Chart |
 |
|
| Generated Operations |
| Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
| Buy | 14.03.2002 | 000 | 3'644.00 | +0.00 |
| Sell | 24.04.2002 | 040 | 3'545.00 | -2.72 |
| Buy | 09.06.2003 | 411 | 2'375.02 | -33.00 |
| Sell | 08.07.2004 | 395 | 2'656.29 | +11.84 |
| Buy | 20.09.2004 | 074 | 2'705.50 | +1.85 |
| Sell | 29.05.2006 | 616 | 3'395.11 | +25.49 |
| Buy | 08.08.2006 | 071 | 3'421.50 | +0.78 |
| Out | 08.08.2006 | 000 | 3'421.50 | +0.00 |
|
| Return and result for this asset |
| Time Weighted Return of | Value (over the Period) |
| Buy and Hold | -27.74 |
| Model Buy and Hold | -6.11 |
| Model Long Only | +36.54 |
| Model Short Only | +31.23 |
| Model Long and Short | +79.18 |
|
| Time Weighted Return of | Value (Annualized) |
| Buy and Hold | -6.21 |
| Model Buy and Hold | -1.37 |
| Model Long Only | +8.19 |
| Model Short Only | +7.00 |
| Model Long and Short | +17.74 |
|
| Model OverPerf vs Model Buy and Hold | Value (Annualized) |
| Model Long vs Model Buy and Hold | +9.55 |
| Model Short vs Model Buy and Hold | +8.36 |
| Model Long and Short vs Model Buy and Hold | +19.11 |
|
| Model OverPerf vs Buy and Hold | Value (Annualized) |
| Model Long vs Buy and Hold | +14.40 |
| Model Short vs Buy and Hold | +13.21 |
| Model Long and Short vs Buy and Hold | +23.95 |
|
|
| Various statistical indicators for this asset |
| Last 20 quotes Statistics | Value |
| Mean quote | 3'389.00 |
| Variance | 3'156.13 |
| Standard Deviation | 56.18 |
| Lowest quote | 3'288.00 |
| Highest quote | 3'469.71 |
| Median | 3'378.85 |
| Max Daily Loose percent | -1.38 |
| Max Daily Gain percent | 2.13 |
| Simple Perf. | 1.22 |
|
| Last 5 quotes Statistics | Value |
| Mean quote | 3'430.82 |
| Variance | 387.95 |
| Standard Deviation | 19.70 |
| Lowest quote | 3'414.84 |
| Highest quote | 3'463.42 |
| Median | 3'439.13 |
| Max Daily Loose percent | -1.20 |
| Max Daily Gain percent | 1.37 |
| Simple Perf. | 0.20 |
|
| Previous year Statistics | Value |
| Mean quote | 3'049.28 |
| Variance | 32'001.71 |
| Standard Deviation | 178.89 |
| Lowest quote | 2'763.16 |
| Highest quote | 3'370.84 |
| Median | 3'067.00 |
| Max Daily Loose percent | -1.86 |
| Max Daily Gain percent | 2.24 |
| Simple Perf. | 20.70 |
| First quote | 2'774.77 |
| Last quote | 3'349.10 |
|
| Current year Statistics | Value |
| Mean quote | 3'430.11 |
| Variance | 8'312.82 |
| Standard Deviation | 91.17 |
| Lowest quote | 3'204.35 |
| Highest quote | 3'595.30 |
| Median | 3'399.83 |
| Max Daily Loose percent | -2.94 |
| Max Daily Gain percent | 2.13 |
| Simple Perf. | 2.16 |
| First quote | 3'349.10 |
| Last quote | 3'421.50 |
|
| Quotes Used | Value |
| Quote File Used | DJSTOXX_20060809.csv |
| # of Quotes | 1647 |
| File first date (dd.MM.yyyy) | 03.01.2000 |
| File first quote | 4'735.00 |
| File last date (dd.MM.yyyy) | 08.08.2006 |
| File last quote | 3'421.50 |
| First data considered (dd.MM.yyyy) | 25.05.2000 |
| First data considered | 4'825.00 |
| Min. Quote date (dd.MM.yyyy) | 12.03.2003 |
| Min. Quote value | 1'909.05 |
| Max Quote date (dd.MM.yyyy) | 04.09.2000 |
| Max Quote value | 5'198.00 |
| Max daily drop date (dd.MM.yyyy) | 22.07.2002 |
| Max Daily Drop percent | -7.32 |
| Max daily gain date (dd.MM.yyyy) | 11.10.2002 |
| Max daily Gain percent | 9.21 |
|
| Operations Statistics | Value |
| # Generated operations | 8 |
| Avg # op. by year | 1.79 |
| # Days | 1607 |
| # Days in years | 4.46 |
| Biggest loose (Long only) | -2.72 |
|
|
|
|
| Disclaimer |
| All information provided "as is" for informational purposes only, not intended for trading purposes or advice. Prior to execution of any security trade, you are advised to consult your authorized financial advisor to verify the accuracy of all information. Neither MyTrendTimer nor anyone is liable for any informational errors, incompleteness, or delays, or for any actions taken in reliance on information contained herein. You can freely redistribute the information found herein as long as this disclaimer is included unmodified. Past performance does not guarantee future results. Some indexes, benchmarks or brand names may be trademarks or registered trademarks of their respective owners. |
|
 |
