Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 632.00 |
Variance | 82.11 |
Standard Deviation | 9.06 |
Lowest quote | 614.80 |
Highest quote | 646.70 |
Median | 630.75 |
Max Daily Loose percent | -1.74 |
Max Daily Gain percent | 1.83 |
Simple Perf. | -1.30 |
|
Last 5 quotes Statistics | Value |
Mean quote | 623.32 |
Variance | 45.07 |
Standard Deviation | 6.71 |
Lowest quote | 614.80 |
Highest quote | 629.20 |
Median | 622.00 |
Max Daily Loose percent | -1.60 |
Max Daily Gain percent | 0.16 |
Simple Perf. | -2.13 |
|
Previous year Statistics | Value |
Mean quote | 443.98 |
Variance | 733.79 |
Standard Deviation | 27.09 |
Lowest quote | 412.20 |
Highest quote | 537.60 |
Median | 474.90 |
Max Daily Loose percent | -3.00 |
Max Daily Gain percent | 2.86 |
Simple Perf. | 18.55 |
First quote | 436.20 |
Last quote | 517.10 |
|
Current year Statistics | Value |
Mean quote | 602.19 |
Variance | 1'582.41 |
Standard Deviation | 39.78 |
Lowest quote | 514.60 |
Highest quote | 713.10 |
Median | 613.85 |
Max Daily Loose percent | -5.06 |
Max Daily Gain percent | 4.68 |
Simple Perf. | 18.89 |
First quote | 517.10 |
Last quote | 614.80 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | +5.30 | 7 | +0.76 |
February | +3.31 | 7 | +0.47 |
March | -0.36 | 7 | -0.05 |
April | +4.93 | 7 | +0.70 |
May | +13.52 | 7 | +1.93 |
June | -6.33 | 7 | -0.90 |
July | -1.91 | 7 | -0.27 |
August | +15.97 | 7 | +2.28 |
September | +20.15 | 7 | +2.88 |
October | -8.66 | 7 | -1.24 |
November | +26.56 | 7 | +3.79 |
December | +11.50 | 7 | +1.64 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | -5.56 |
2001 | +2.29 |
2002 | +24.58 |
2003 | +19.56 |
2004 | +5.08 |
2005 | +18.55 |
2006 | +18.89 |
|
Year 2000 to 2003 Monthly performance |
Month | Year | Performance |
January | 2000 | -1.99 |
February | 2000 | +3.80 |
March | 2000 | -5.79 |
April | 2000 | -0.54 |
May | 2000 | -0.93 |
June | 2000 | +5.95 |
July | 2000 | -4.21 |
August | 2000 | +0.00 |
September | 2000 | -0.90 |
October | 2000 | -3.34 |
November | 2000 | +2.13 |
December | 2000 | +0.72 |
January | 2001 | -2.55 |
February | 2001 | +0.56 |
March | 2001 | -3.48 |
April | 2001 | +2.37 |
May | 2001 | +0.74 |
June | 2001 | +1.83 |
July | 2001 | -1.44 |
August | 2001 | +2.85 |
September | 2001 | +6.45 |
October | 2001 | -4.28 |
November | 2001 | -1.93 |
December | 2001 | +1.68 |
January | 2002 | +1.22 |
February | 2002 | +5.10 |
March | 2002 | +1.96 |
April | 2002 | +2.02 |
May | 2002 | +5.80 |
June | 2002 | -3.92 |
July | 2002 | -3.29 |
August | 2002 | +3.10 |
September | 2002 | +3.68 |
October | 2002 | -1.97 |
November | 2002 | +0.41 |
December | 2002 | +8.84 |
January | 2003 | +5.85 |
February | 2003 | -4.82 |
March | 2003 | -4.00 |
April | 2003 | +0.86 |
May | 2003 | +7.59 |
June | 2003 | -5.10 |
July | 2003 | +2.37 |
August | 2003 | +5.99 |
September | 2003 | +2.56 |
October | 2003 | -0.23 |
November | 2003 | +3.70 |
December | 2003 | +4.27 |
|
Year 2004 to 200n Monthly performance |
Month | Year | Performance |
January | 2004 | -3.23 |
February | 2004 | -1.39 |
March | 2004 | +7.78 |
April | 2004 | -9.30 |
May | 2004 | +1.68 |
June | 2004 | -0.36 |
July | 2004 | -0.36 |
August | 2004 | +4.83 |
September | 2004 | +2.12 |
October | 2004 | +1.72 |
November | 2004 | +5.94 |
December | 2004 | -3.28 |
January | 2005 | -3.21 |
February | 2005 | +3.10 |
March | 2005 | -2.00 |
April | 2005 | +1.88 |
May | 2005 | -4.10 |
June | 2005 | +4.41 |
July | 2005 | -1.33 |
August | 2005 | +1.26 |
September | 2005 | +7.98 |
October | 2005 | -0.81 |
November | 2005 | +6.42 |
December | 2005 | +4.34 |
January | 2006 | +9.86 |
February | 2006 | -2.69 |
March | 2006 | +6.01 |
April | 2006 | +8.40 |
May | 2006 | +2.47 |
June | 2006 | -8.47 |
July | 2006 | +6.74 |
August | 2006 | -2.79 |
September | 2006 | -2.86 |
October | 2006 | +0.05 |
November | 2006 | +7.64 |
December | 2006 | -4.93 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/GC_20061219.csv |
# of Quotes | 1798 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 288.50 |
File last date (dd.MM.yyyy) | 18.12.2006 |
File last quote | 614.80 |
First data considered (dd.MM.yyyy) | 25.08.2000 |
First data considered | 273.60 |
Min. Quote date (dd.MM.yyyy) | 02.04.2001 |
Min. Quote value | 255.30 |
Max Quote date (dd.MM.yyyy) | 12.05.2006 |
Max Quote value | 713.10 |
Max daily drop date (dd.MM.yyyy) | 15.05.2006 |
Max Daily Drop percent | -5.06 |
Max daily gain date (dd.MM.yyyy) | 18.05.2001 |
Max daily Gain percent | 5.03 |
|
Operations Statistics | Value |
# Generated operations | 6 |
Avg # op. by year | 1.05 |
# Days | 2065 |
# Days in years | 5.74 |
Biggest loose (Long only) | +0.00 |
Min # days uninvested (before Buy operation) | 3 |
Max # days uninvested (before Buy operation) | 44 |
Min # days invested (before Sell operation) | 331 |
Max # days invested (before Sell operation) | 1127 |
|