Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 3'688.58 |
Variance | 11'318.58 |
Standard Deviation | 106.39 |
Lowest quote | 3'504.87 |
Highest quote | 3'838.58 |
Median | 3'671.73 |
Max Daily Loose percent | -2.86 |
Max Daily Gain percent | 1.88 |
Simple Perf. | -6.84 |
|
Last 5 quotes Statistics | Value |
Mean quote | 3'595.89 |
Variance | 3'867.63 |
Standard Deviation | 62.19 |
Lowest quote | 3'504.87 |
Highest quote | 3'675.32 |
Median | 3'590.10 |
Max Daily Loose percent | -2.86 |
Max Daily Gain percent | 1.88 |
Simple Perf. | -2.99 |
|
Previous year Statistics | Value |
Mean quote | 3'499.20 |
Variance | 15'604.70 |
Standard Deviation | 124.92 |
Lowest quote | 3'204.35 |
Highest quote | 3'739.41 |
Median | 3'471.88 |
Max Daily Loose percent | -2.94 |
Max Daily Gain percent | 2.13 |
Simple Perf. | 10.39 |
First quote | 3'349.10 |
Last quote | 3'697.22 |
|
Current year Statistics | Value |
Mean quote | 3'742.90 |
Variance | 7'189.26 |
Standard Deviation | 84.79 |
Lowest quote | 3'504.87 |
Highest quote | 3'841.19 |
Median | 3'673.03 |
Max Daily Loose percent | -2.86 |
Max Daily Gain percent | 1.88 |
Simple Perf. | -3.57 |
First quote | 3'697.22 |
Last quote | 3'565.40 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -8.21 | 8 | -1.03 |
February | -3.37 | 8 | -0.42 |
March | -4.75 | 8 | -0.59 |
April | +15.36 | 7 | +2.19 |
May | -10.74 | 7 | -1.53 |
June | -7.62 | 7 | -1.09 |
July | -6.43 | 7 | -0.92 |
August | -5.12 | 7 | -0.73 |
September | -22.93 | 7 | -3.28 |
October | +30.51 | 7 | +4.36 |
November | +2.49 | 7 | +0.36 |
December | +2.39 | 7 | +0.34 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | -3.55 |
2001 | -18.57 |
2002 | -35.60 |
2003 | +11.08 |
2004 | +4.30 |
2005 | +20.70 |
2006 | +10.39 |
2007 | -3.57 |
|
Year 2004 to 2005 Monthly performance |
Month | Year | Performance |
January | 2004 | +1.35 |
February | 2004 | +1.94 |
March | 2004 | -3.10 |
April | 2004 | +1.67 |
May | 2004 | -1.42 |
June | 2004 | +0.69 |
July | 2004 | -1.39 |
August | 2004 | -1.14 |
September | 2004 | +1.85 |
October | 2004 | +0.88 |
November | 2004 | +1.69 |
December | 2004 | +1.36 |
January | 2005 | +1.60 |
February | 2005 | +2.60 |
March | 2005 | -0.92 |
April | 2005 | -1.70 |
May | 2005 | +4.16 |
June | 2005 | +3.47 |
July | 2005 | +3.39 |
August | 2005 | -0.80 |
September | 2005 | +4.72 |
October | 2005 | -1.82 |
November | 2005 | +1.96 |
December | 2005 | +2.59 |
|
Year 2006 to 200n Monthly performance |
Month | Year | Performance |
January | 2006 | +2.90 |
February | 2006 | +0.68 |
March | 2006 | +1.09 |
April | 2006 | +0.83 |
May | 2006 | -5.01 |
June | 2006 | +0.59 |
July | 2006 | +2.08 |
August | 2006 | +2.14 |
September | 2006 | +0.80 |
October | 2006 | +3.33 |
November | 2006 | -1.83 |
December | 2006 | +2.64 |
January | 2007 | +1.72 |
February | 2007 | -2.55 |
March | 2007 | -2.72 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/DJSTOXX_20070319.csv |
# of Quotes | 1801 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 4'735.00 |
File last date (dd.MM.yyyy) | 16.03.2007 |
File last quote | 3'565.40 |
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 |
|
Signals Statistics | Value |
# Generated Signals | 8 |
Avg # op. by year | 1.58 |
# Days | 1827 |
# Days in years | 5.08 |
Biggest loose (Long only) | -2.72 |
Min # days uninvested (before Buy Signal) | 71 |
Max # days uninvested (before Buy Signal) | 411 |
Min # days invested (before Sell Signal) | 40 |
Max # days invested (before Sell Signal) | 616 |
|