Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 12'537.69 |
Variance | 6'688.11 |
Standard Deviation | 81.78 |
Lowest quote | 12'398.01 |
Highest quote | 12'673.68 |
Median | 12'535.84 |
Max Daily Loose percent | -0.94 |
Max Daily Gain percent | 0.79 |
Simple Perf. | 2.13 |
|
Last 5 quotes Statistics | Value |
Mean quote | 12'604.12 |
Variance | 6'056.20 |
Standard Deviation | 77.82 |
Lowest quote | 12'490.78 |
Highest quote | 12'673.68 |
Median | 12'582.23 |
Max Daily Loose percent | -0.16 |
Max Daily Gain percent | 0.79 |
Simple Perf. | 1.37 |
|
Previous year Statistics | Value |
Mean quote | 11'423.14 |
Variance | 239'904.00 |
Standard Deviation | 489.80 |
Lowest quote | 10'667.39 |
Highest quote | 12'510.57 |
Median | 11'588.98 |
Max Daily Loose percent | -2.12 |
Max Daily Gain percent | 2.98 |
Simple Perf. | 16.29 |
First quote | 10'717.50 |
Last quote | 12'463.15 |
|
Current year Statistics | Value |
Mean quote | 12'529.58 |
Variance | 6'303.42 |
Standard Deviation | 79.39 |
Lowest quote | 12'398.01 |
Highest quote | 12'673.68 |
Median | 12'535.84 |
Max Daily Loose percent | -0.94 |
Max Daily Gain percent | 0.79 |
Simple Perf. | 1.59 |
First quote | 12'463.15 |
Last quote | 12'661.74 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -6.75 | 8 | -0.84 |
February | -6.20 | 8 | -0.77 |
March | +3.39 | 7 | +0.48 |
April | +5.84 | 7 | +0.83 |
May | +1.40 | 7 | +0.20 |
June | -6.85 | 7 | -0.98 |
July | -2.23 | 7 | -0.32 |
August | +1.94 | 7 | +0.28 |
September | -24.23 | 7 | -3.46 |
October | +23.94 | 7 | +3.42 |
November | +19.43 | 7 | +2.78 |
December | +9.37 | 7 | +1.34 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | -5.15 |
2001 | -8.19 |
2002 | -16.37 |
2003 | +25.32 |
2004 | +3.15 |
2005 | -0.61 |
2006 | +16.29 |
2007 | +1.59 |
|
Year 2000 to 2003 Monthly performance |
Month | Year | Performance |
January | 2000 | -3.80 |
February | 2000 | -7.60 |
March | 2000 | +8.66 |
April | 2000 | -2.28 |
May | 2000 | -2.47 |
June | 2000 | -0.10 |
July | 2000 | +0.79 |
August | 2000 | +5.62 |
September | 2000 | -3.92 |
October | 2000 | +2.27 |
November | 2000 | -5.27 |
December | 2000 | +4.08 |
January | 2001 | +0.32 |
February | 2001 | -3.67 |
March | 2001 | -5.10 |
April | 2001 | +9.13 |
May | 2001 | +0.32 |
June | 2001 | -3.14 |
July | 2001 | -0.35 |
August | 2001 | -5.20 |
September | 2001 | -11.49 |
October | 2001 | +2.49 |
November | 2001 | +8.78 |
December | 2001 | +1.27 |
January | 2002 | -0.65 |
February | 2002 | +1.97 |
March | 2002 | +2.62 |
April | 2002 | -4.19 |
May | 2002 | -0.34 |
June | 2002 | -6.83 |
July | 2002 | -5.29 |
August | 2002 | -0.84 |
September | 2002 | -12.37 |
October | 2002 | +10.60 |
November | 2002 | +5.94 |
December | 2002 | -6.23 |
January | 2003 | -3.45 |
February | 2003 | -2.02 |
March | 2003 | +1.28 |
April | 2003 | +6.11 |
May | 2003 | +4.37 |
June | 2003 | +1.53 |
July | 2003 | +2.76 |
August | 2003 | +1.97 |
September | 2003 | -1.49 |
October | 2003 | +5.67 |
November | 2003 | -0.19 |
December | 2003 | +6.86 |
|
Year 2004 to 200n Monthly performance |
Month | Year | Performance |
January | 2004 | +0.33 |
February | 2004 | +0.91 |
March | 2004 | -2.14 |
April | 2004 | -1.28 |
May | 2004 | -0.36 |
June | 2004 | +2.42 |
July | 2004 | -2.83 |
August | 2004 | +0.34 |
September | 2004 | -0.92 |
October | 2004 | -0.52 |
November | 2004 | +3.99 |
December | 2004 | +3.40 |
January | 2005 | -2.72 |
February | 2005 | +2.63 |
March | 2005 | -2.44 |
April | 2005 | -2.96 |
May | 2005 | +2.70 |
June | 2005 | -1.84 |
July | 2005 | +3.56 |
August | 2005 | -1.50 |
September | 2005 | +0.83 |
October | 2005 | -1.22 |
November | 2005 | +4.53 |
December | 2005 | -1.79 |
January | 2006 | +1.91 |
February | 2006 | +1.52 |
March | 2006 | +1.03 |
April | 2006 | +1.91 |
May | 2006 | -2.62 |
June | 2006 | +1.22 |
July | 2006 | -0.60 |
August | 2006 | +1.87 |
September | 2006 | +3.33 |
October | 2006 | +2.95 |
November | 2006 | +0.83 |
December | 2006 | +1.97 |
January | 2007 | +1.27 |
February | 2007 | +0.32 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/DJX_20070206.csv |
# of Quotes | 1767 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 11'455.00 |
File last date (dd.MM.yyyy) | 05.02.2007 |
File last quote | 12'661.74 |
First data considered (dd.MM.yyyy) | 19.05.2000 |
First data considered | 10'700.00 |
Min. Quote date (dd.MM.yyyy) | 09.10.2002 |
Min. Quote value | 7'286.27 |
Max Quote date (dd.MM.yyyy) | 01.02.2007 |
Max Quote value | 12'673.68 |
Max daily drop date (dd.MM.yyyy) | 14.04.2000 |
Max Daily Drop percent | -6.07 |
Max daily gain date (dd.MM.yyyy) | 24.07.2002 |
Max daily Gain percent | 6.35 |
|
Signals Statistics | Value |
# Generated Signals | 18 |
Avg # op. by year | 3.10 |
# Days | 2093 |
# Days in years | 5.81 |
Biggest loose (Long only) | -4.55 |
Min # days uninvested (before Buy Signal) | 15 |
Max # days uninvested (before Buy Signal) | 337 |
Min # days invested (before Sell Signal) | 6 |
Max # days invested (before Sell Signal) | 440 |
|