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MyTrendTimer :
Dow Jones Industrial Average
analysis of
November 9, 2009 |
Description of this asset/index |
The Dow Jones Industrial Average, also called the DJIA, Dow 30, or informally the Dow Jones or The Dow) is one of several stock market indices created by nineteenth century Wall Street Journal editor and Dow Jones and Company co-founder Charles Dow. Dow compiled the index as a way to gauge the performance of the industrial component of America's stock markets. It is the oldest continuing U.S. market index, aside from the Dow Jones Transportation Average, which Dow also created.
Today, the average consists of 30 of the largest and most widely held public companies in the United States. The "industrial" portion of the name is largely historicalâmany of the 30 modern components have little to do with heavy industry. The average is price-weighted. To compensate for the effects of stock splits and other adjustments, it is currently a scaled average, not the actual average of the prices of its component stocksâthe sum of the component prices is divided by a divisor, which changes whenever one of the component stocks has a stock split or stock dividend, to generate the value of the index. Since the divisor is currently less than one, the value of the index is higher than the sum of the component prices. |
|
Financial Instrument | Value |
Asset Name | Dow Jones Industrial Average |
Symbol | DJI |
Currency | USD |
Underlying instrument | DIAMONDS Trust, Series 1 (DIA) |
|
Trend/Signal | Value |
Current Trend/Signal |
Bullish (last signal was a Buy)
|
Strength | 3.1 |
Date | November 9, 2009 |
|
Generated Signals Chart |
 |
|
Generated Signals |
Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
Buy | 11.05.2001 | 000 | 10'869.00 | +0.00 |
Sell | 20.07.2001 | 070 | 10'600.00 | -2.47 |
Buy | 28.12.2001 | 161 | 10'115.00 | -4.58 |
Sell | 05.02.2002 | 039 | 9'655.00 | -4.55 |
Buy | 22.02.2002 | 017 | 9'985.00 | +3.42 |
Sell | 04.06.2002 | 101 | 9'695.00 | -2.90 |
Buy | 07.05.2003 | 337 | 8'560.63 | -11.70 |
Sell | 20.07.2004 | 440 | 10'149.07 | +18.56 |
Buy | 15.11.2004 | 118 | 10'550.24 | +3.95 |
Sell | 18.04.2005 | 153 | 10'071.25 | -4.54 |
Buy | 21.06.2005 | 064 | 10'599.67 | +5.25 |
Sell | 27.06.2005 | 006 | 10'290.78 | -2.91 |
Buy | 18.07.2005 | 021 | 10'574.99 | +2.76 |
Sell | 06.10.2005 | 080 | 10'287.10 | -2.72 |
Buy | 15.11.2005 | 040 | 10'715.00 | +4.16 |
Sell | 18.07.2006 | 244 | 10'795.00 | +0.75 |
Buy | 02.08.2006 | 015 | 11'160.00 | +3.38 |
Sell | 23.11.2007 | 478 | 12'980.88 | +16.32 |
Buy | 16.05.2008 | 174 | 12'986.80 | +0.05 |
Sell | 02.06.2008 | 017 | 12'503.82 | -3.72 |
Buy | 02.06.2009 | 365 | 8'740.87 | -30.09 |
Info : Current | 06.11.2009 | 157 | 10'023.42 | +14.67 |
|
Return and result of the differents strategies |
Time Weighted Return of | Value (over the Period) |
Buy and Hold | -12.50 |
Model Buy and Hold | -7.78 |
Model Long Only | +24.99 |
Model Short Only | +26.22 |
Model Long and Short | +57.77 |
|
Time Weighted Return of | Value (Annualized) |
Buy and Hold | -1.45 |
Model Buy and Hold | -0.90 |
Model Long Only | +2.91 |
Model Short Only | +3.05 |
Model Long and Short | +6.71 |
|
Model OverPerf vs Model Buy and Hold | Value (Annualized) |
Model Long vs Model Buy and Hold | +3.81 |
Model Short vs Model Buy and Hold | +3.95 |
Model Long and Short vs Model Buy and Hold | +7.62 |
|
Model OverPerf vs Buy and Hold | Value (Annualized) |
Model Long vs Buy and Hold | +4.36 |
Model Short vs Buy and Hold | +4.50 |
Model Long and Short vs Buy and Hold | +8.17 |
|
|
Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 9'924.48 |
Standard Deviation | 114.06 |
Lowest quote | 9'712.73 |
Highest quote | 10'092.19 |
Median | 9'902.46 |
Max Daily Loose percent | -2.51 |
Max Daily Gain percent | 2.08 |
Simple Perf. | 1.61 |
|
Last 5 quotes Statistics | Value |
Mean quote | 9'850.93 |
Standard Deviation | 130.61 |
Lowest quote | 9'712.73 |
Highest quote | 10'023.42 |
Median | 9'868.08 |
Max Daily Loose percent | -0.18 |
Max Daily Gain percent | 2.08 |
Simple Perf. | 3.20 |
|
Previous year Statistics | Value |
Mean quote | 11'248.94 |
Standard Deviation | 1'556.10 |
Lowest quote | 7'552.29 |
Highest quote | 13'264.82 |
Median | 10'408.55 |
Max Daily Loose percent | -7.87 |
Max Daily Gain percent | 11.08 |
Simple Perf. | -33.84 |
First quote | 13'264.82 |
Last quote | 8'776.39 |
|
Current year Statistics | Value |
Mean quote | 8'627.72 |
Standard Deviation | 858.86 |
Lowest quote | 6'547.05 |
Highest quote | 10'092.19 |
Median | 8'319.62 |
Max Daily Loose percent | -4.62 |
Max Daily Gain percent | 6.84 |
Simple Perf. | 14.21 |
First quote | 8'776.39 |
Last quote | 10'023.42 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -18.93 | 10 | -1.89 |
February | -22.20 | 10 | -2.22 |
March | +12.13 | 10 | +1.21 |
April | +25.59 | 10 | +2.56 |
May | +9.05 | 10 | +0.90 |
June | -18.51 | 10 | -1.85 |
July | +4.75 | 10 | +0.48 |
August | +8.27 | 10 | +0.83 |
September | -24.23 | 10 | -2.42 |
October | +6.78 | 10 | +0.68 |
November | +12.02 | 10 | +1.20 |
December | +7.85 | 9 | +0.87 |
|
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 | +6.43 |
2008 | -33.84 |
2009 | +14.21 |
|
Year 2006 to 2007 Monthly performance |
Month | Year | Performance |
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 | -2.80 |
March | 2007 | +0.70 |
April | 2007 | +5.74 |
May | 2007 | +4.32 |
June | 2007 | -1.51 |
July | 2007 | -1.57 |
August | 2007 | +1.10 |
September | 2007 | +4.03 |
October | 2007 | +0.25 |
November | 2007 | -4.01 |
December | 2007 | -0.80 |
|
Year 2008 to 200n Monthly performance |
Month | Year | Performance |
January | 2008 | -4.63 |
February | 2008 | -3.04 |
March | 2008 | -0.03 |
April | 2008 | +4.54 |
May | 2008 | -0.95 |
June | 2008 | -10.62 |
July | 2008 | +0.25 |
August | 2008 | +1.46 |
September | 2008 | -6.01 |
October | 2008 | -14.06 |
November | 2008 | -5.32 |
December | 2008 | -0.60 |
January | 2009 | -8.84 |
February | 2009 | -11.72 |
March | 2009 | +7.73 |
April | 2009 | +7.35 |
May | 2009 | +4.07 |
June | 2009 | -0.63 |
July | 2009 | +8.58 |
August | 2009 | +3.54 |
September | 2009 | +2.27 |
October | 2009 | +0.00 |
November | 2009 | +3.20 |
|
Quotes Used | Value |
Link on Quote File | DJX_20091109.csv |
Quote File Used | /local/java/TrendTimer/quote_data/DJX_20091109.csv |
# of Quotes | 2459 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 11'455.00 |
File last date (dd.MM.yyyy) | 06.11.2009 |
File last quote | 10'023.42 |
First data considered (dd.MM.yyyy) | 19.05.2000 |
First data considered | 10'700.00 |
Min. Quote date (dd.MM.yyyy) | 09.03.2009 |
Min. Quote value | 6'547.05 |
Max Quote date (dd.MM.yyyy) | 09.10.2007 |
Max Quote value | 14'164.53 |
Max daily drop date (dd.MM.yyyy) | 15.10.2008 |
Max Daily Drop percent | -7.87 |
Max daily gain date (dd.MM.yyyy) | 13.10.2008 |
Max daily Gain percent | 11.08 |
|
Signals Statistics | Value |
# Generated Signals | 21 |
Avg # op. by year | 2.44 |
# Days | 3097 |
# Days in years | 8.60 |
Biggest loose (Long only) | -4.55 |
Min # days uninvested (before Buy Signal) | 15 |
Max # days uninvested (before Buy Signal) | 365 |
Min # days invested (before Sell Signal) | 6 |
Max # days invested (before Sell Signal) | 478 |
|
|
Technical | Value |
Program Name | MyTrendTimer v0.99.98.2 |
Java Version | 1.6.0_0 |
OS Name | Linux |
OS Version | 2.6.27.29-170.2.79.fc10.i686 |
User Name | marc |
Calculation Time (Ms) | 1449 |
Tech Id | 982992430-146960 |
XML output file | DJX_20091109.xml |
Web Root | http://www.MyTrendTimer.com/ |
Complete Xml URL | http://www.MyTrendTimer.com/xml/DJX_20091109.xml |
# Warnings found | 7 |
Generated on (dd.MM.yyyy HH:mm:ss) | 09.11.2009 19:11:15 |
|
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. |
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