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MyTrendTimer :
Dow Jones Industrial Average
analysis of
June 10, 2015 |
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 | 0,6 |
Date | June 10, 2015 |
|
Generated Signals Chart |
 |
|
Generated Signals |
Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
Buy | 11.05.2001 | 000 | 10Â 869,00 | +0,00 |
Sell | 20.07.2001 | 070 | 10Â 600,00 | -2,47 |
Buy | 28.12.2001 | 161 | 10Â 115,00 | -4,58 |
Sell | 05.02.2002 | 039 | 9Â 655,00 | -4,55 |
Buy | 22.02.2002 | 017 | 9Â 985,00 | +3,42 |
Sell | 04.06.2002 | 101 | 9Â 695,00 | -2,90 |
Buy | 07.05.2003 | 337 | 8Â 560,63 | -11,70 |
Sell | 20.07.2004 | 440 | 10Â 149,07 | +18,56 |
Buy | 15.11.2004 | 118 | 10Â 550,24 | +3,95 |
Sell | 18.04.2005 | 153 | 10Â 071,25 | -4,54 |
Buy | 21.06.2005 | 064 | 10Â 599,67 | +5,25 |
Sell | 27.06.2005 | 006 | 10Â 290,78 | -2,91 |
Buy | 18.07.2005 | 021 | 10Â 574,99 | +2,76 |
Sell | 06.10.2005 | 080 | 10Â 287,10 | -2,72 |
Buy | 15.11.2005 | 040 | 10Â 715,00 | +4,16 |
Sell | 18.07.2006 | 244 | 10Â 795,00 | +0,75 |
Buy | 02.08.2006 | 015 | 11Â 160,00 | +3,38 |
Sell | 23.11.2007 | 478 | 12Â 980,88 | +16,32 |
Buy | 16.05.2008 | 174 | 12Â 986,80 | +0,05 |
Sell | 02.06.2008 | 017 | 12Â 503,82 | -3,72 |
Buy | 02.06.2009 | 365 | 8Â 740,87 | -30,09 |
Sell | 07.06.2010 | 370 | 9Â 816,49 | +12,31 |
Buy | 20.09.2010 | 105 | 10Â 753,62 | +9,55 |
Sell | 08.08.2011 | 322 | 10Â 809,85 | +0,52 |
Buy | 07.12.2011 | 121 | 12Â 196,37 | +12,83 |
Sell | 11.06.2012 | 186 | 12Â 411,23 | +1,76 |
Buy | 20.06.2012 | 009 | 12Â 824,39 | +3,33 |
Sell | 22.06.2012 | 002 | 12Â 640,78 | -1,43 |
Buy | 02.07.2012 | 010 | 12Â 871,39 | +1,82 |
Sell | 26.11.2012 | 147 | 12Â 967,37 | +0,75 |
Buy | 12.12.2012 | 016 | 13Â 245,45 | +2,14 |
Sell | 22.10.2014 | 678 | 16Â 461,32 | +24,28 |
Buy | 28.10.2014 | 006 | 17Â 005,75 | +3,31 |
Info : Current | 09.06.2015 | 223 | 17Â 764,04 | +4,46 |
|
Return and result of the differents strategies |
Time Weighted Return of | Value (over the Period) |
Buy and Hold | +55,08 |
Model Buy and Hold | +63,44 |
Model Long Only | +61,43 |
Model Short Only | -1,24 |
Model Long and Short | +59,42 |
|
Time Weighted Return of | Value (Annualized) |
Buy and Hold | +3,86 |
Model Buy and Hold | +4,45 |
Model Long Only | +4,31 |
Model Short Only | -0,09 |
Model Long and Short | +4,17 |
|
Model OverPerf vs Model Buy and Hold | Value (Annualized) |
Model Long vs Model Buy and Hold | -0,14 |
Model Short vs Model Buy and Hold | -4,53 |
Model Long and Short vs Model Buy and Hold | -0,28 |
|
Model OverPerf vs Buy and Hold | Value (Annualized) |
Model Long vs Buy and Hold | +0,45 |
Model Short vs Buy and Hold | -3,95 |
Model Long and Short vs Buy and Hold | +0,30 |
|
|
Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 18Â 091,84 |
Standard Deviation | 169,95 |
Lowest quote | 17Â 764,04 |
Highest quote | 18Â 312,39 |
Median | 18Â 038,21 |
Max Daily Loose percent | -1,04 |
Max Daily Gain percent | 1,06 |
Simple Perf. | -1,88 |
|
Last 5 quotes Statistics | Value |
Mean quote | 17Â 895,64 |
Standard Deviation | 128,35 |
Lowest quote | 17Â 764,04 |
Highest quote | 18Â 076,27 |
Median | 17Â 920,15 |
Max Daily Loose percent | -0,94 |
Max Daily Gain percent | 0,36 |
Simple Perf. | -1,38 |
|
Previous year Statistics | Value |
Mean quote | 16Â 774,38 |
Standard Deviation | 550,67 |
Lowest quote | 15Â 373,00 |
Highest quote | 18Â 053,71 |
Median | 16Â 713,36 |
Max Daily Loose percent | -2,08 |
Max Daily Gain percent | 2,43 |
Simple Perf. | 7,52 |
First quote | 16Â 577,00 |
Last quote | 17Â 823,07 |
|
Current year Statistics | Value |
Mean quote | 17Â 906,01 |
Standard Deviation | 252,93 |
Lowest quote | 17Â 164,95 |
Highest quote | 18Â 312,39 |
Median | 17Â 738,67 |
Max Daily Loose percent | -2,00 |
Max Daily Gain percent | 1,84 |
Simple Perf. | -0,33 |
First quote | 17Â 823,07 |
Last quote | 17Â 764,04 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -19,81 | 16 | -1,24 |
February | -6,33 | 16 | -0,40 |
March | +24,26 | 16 | +1,52 |
April | +36,31 | 16 | +2,27 |
May | -4,20 | 16 | -0,26 |
June | -21,03 | 16 | -1,31 |
July | +13,40 | 15 | +0,89 |
August | -1,65 | 15 | -0,11 |
September | -19,83 | 15 | -1,32 |
October | +23,19 | 15 | +1,55 |
November | +21,74 | 15 | +1,45 |
December | +20,14 | 15 | +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 | +6,43 |
2008 | -33,84 |
2009 | +18,82 |
2010 | +11,02 |
2011 | +5,53 |
2012 | +7,26 |
2013 | +26,50 |
2014 | +7,52 |
2015 | -0,33 |
|
Year 2011 to 2012 Monthly performance |
Month | Year | Performance |
January | 2011 | +2,72 |
February | 2011 | +2,81 |
March | 2011 | +0,76 |
April | 2011 | +3,98 |
May | 2011 | -1,88 |
June | 2011 | -1,24 |
July | 2011 | -2,18 |
August | 2011 | -4,36 |
September | 2011 | -6,03 |
October | 2011 | +9,54 |
November | 2011 | +0,76 |
December | 2011 | +1,43 |
January | 2012 | +3,40 |
February | 2012 | +2,53 |
March | 2012 | +2,01 |
April | 2012 | +0,01 |
May | 2012 | -6,21 |
June | 2012 | +3,93 |
July | 2012 | +1,00 |
August | 2012 | +0,63 |
September | 2012 | +2,65 |
October | 2012 | -2,54 |
November | 2012 | -0,54 |
December | 2012 | +0,60 |
|
Year 2013 to 201n Monthly performance |
Month | Year | Performance |
January | 2013 | +5,77 |
February | 2013 | +1,40 |
March | 2013 | +3,73 |
April | 2013 | +1,79 |
May | 2013 | +1,86 |
June | 2013 | -1,36 |
July | 2013 | +3,96 |
August | 2013 | -4,45 |
September | 2013 | +2,16 |
October | 2013 | +2,75 |
November | 2013 | +3,54 |
December | 2013 | +2,98 |
January | 2014 | -5,30 |
February | 2014 | +3,97 |
March | 2014 | +0,83 |
April | 2014 | +0,75 |
May | 2014 | +0,82 |
June | 2014 | +0,65 |
July | 2014 | -1,56 |
August | 2014 | +3,23 |
September | 2014 | -0,32 |
October | 2014 | +2,04 |
November | 2014 | +2,52 |
December | 2014 | -0,03 |
January | 2015 | -3,69 |
February | 2015 | +5,64 |
March | 2015 | -1,97 |
April | 2015 | +0,36 |
May | 2015 | +0,95 |
June | 2015 | -1,37 |
|
Quotes Used | Value |
Link on Quote File | DJX_20150610.csv |
Quote File Used | /local/java/TrendTimer/quote_data/DJX_20150610.csv |
# of Quotes | 3826 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 11Â 455,00 |
File last date (dd.MM.yyyy) | 09.06.2015 |
File last quote | 17Â 764,04 |
First data considered (dd.MM.yyyy) | 19.05.2000 |
First data considered | 10Â 700,00 |
Min. Quote date (dd.MM.yyyy) | 09.03.2009 |
Min. Quote value | 6Â 547,05 |
Max Quote date (dd.MM.yyyy) | 19.05.2015 |
Max Quote value | 18Â 312,39 |
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 | 33 |
Avg # op. by year | 2,31 |
# Days | 5135 |
# Days in years | 14,26 |
Biggest loose (Long only) | -4,55 |
Min # days uninvested (before Buy Signal) | 6 |
Max # days uninvested (before Buy Signal) | 365 |
Min # days invested (before Sell Signal) | 2 |
Max # days invested (before Sell Signal) | 678 |
|
|
Technical | Value |
Program Name | MyTrendTimer v0.99.98.3 |
Java Version | 1.7.0_79 |
OS Name | Linux |
OS Version | 3.15.10-201.fc20.i686 |
User Name | marc |
Calculation Time (Ms) | 1209 |
Tech Id | 476267860-146960 |
XML output file | DJX_20150610.xml |
Web Root | http://www.MyTrendTimer.com/ |
Complete Xml URL | http://www.MyTrendTimer.com/xml/DJX_20150610.xml |
# Warnings found | 10 |
Generated on (dd.MM.yyyy HH:mm:ss) | 10.06.2015 19:05:02 |
|
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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