Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 661.90 |
Variance | 193.61 |
Standard Deviation | 13.91 |
Lowest quote | 636.40 |
Highest quote | 686.25 |
Median | 661.33 |
Max Daily Loose percent | -3.31 |
Max Daily Gain percent | 3.08 |
Simple Perf. | -3.08 |
|
Last 5 quotes Statistics | Value |
Mean quote | 649.52 |
Variance | 13.10 |
Standard Deviation | 3.62 |
Lowest quote | 643.90 |
Highest quote | 653.90 |
Median | 648.90 |
Max Daily Loose percent | -0.98 |
Max Daily Gain percent | 0.42 |
Simple Perf. | -0.48 |
|
Previous year Statistics | Value |
Mean quote | 602.79 |
Variance | 1'553.54 |
Standard Deviation | 39.41 |
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. | 22.72 |
First quote | 517.10 |
Last quote | 634.60 |
|
Current year Statistics | Value |
Mean quote | 647.19 |
Variance | 407.26 |
Standard Deviation | 20.18 |
Lowest quote | 605.50 |
Highest quote | 686.25 |
Median | 645.88 |
Max Daily Loose percent | -3.31 |
Max Daily Gain percent | 3.08 |
Simple Perf. | 1.47 |
First quote | 634.60 |
Last quote | 643.90 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | +8.38 | 8 | +1.05 |
February | +5.88 | 8 | +0.74 |
March | -4.16 | 8 | -0.52 |
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 | +15.09 | 7 | +2.16 |
|
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 | +22.72 |
2007 | +1.47 |
|
Year 2004 to 2005 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 |
|
Year 2006 to 200n Monthly performance |
Month | Year | Performance |
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 | -1.87 |
January | 2007 | +2.93 |
February | 2007 | +2.49 |
March | 2007 | -3.82 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/GC_20070314.csv |
# of Quotes | 1855 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 288.50 |
File last date (dd.MM.yyyy) | 13.03.2007 |
File last quote | 643.90 |
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 |
|
Signals Statistics | Value |
# Generated Signals | 5 |
Avg # op. by year | 0.84 |
# Days | 2150 |
# Days in years | 5.97 |
Biggest loose (Long only) | +0.00 |
Min # days uninvested (before Buy Signal) | 3 |
Max # days uninvested (before Buy Signal) | 44 |
Min # days invested (before Sell Signal) | 331 |
Max # days invested (before Sell Signal) | 1127 |
|