Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 833.88 |
Standard Deviation | 11.74 |
Lowest quote | 814.18 |
Highest quote | 855.09 |
Median | 834.64 |
Max Daily Loose percent | -1.89 |
Max Daily Gain percent | 1.21 |
Simple Perf. | 1.32 |
|
Last 5 quotes Statistics | Value |
Mean quote | 839.73 |
Standard Deviation | 10.78 |
Lowest quote | 825.32 |
Highest quote | 855.09 |
Median | 840.21 |
Max Daily Loose percent | -1.89 |
Max Daily Gain percent | 1.21 |
Simple Perf. | -2.56 |
|
Previous year Statistics | Value |
Mean quote | 734.66 |
Standard Deviation | 32.96 |
Lowest quote | 671.94 |
Highest quote | 797.73 |
Median | 734.83 |
Max Daily Loose percent | -3.19 |
Max Daily Gain percent | 3.82 |
Simple Perf. | 17.00 |
First quote | 673.22 |
Last quote | 787.66 |
|
Current year Statistics | Value |
Mean quote | 809.88 |
Standard Deviation | 21.33 |
Lowest quote | 760.06 |
Highest quote | 855.09 |
Median | 807.58 |
Max Daily Loose percent | -3.77 |
Max Daily Gain percent | 2.48 |
Simple Perf. | 5.78 |
First quote | 787.66 |
Last quote | 833.18 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | +11.59 | 8 | +1.45 |
February | +3.47 | 8 | +0.43 |
March | +0.47 | 8 | +0.06 |
April | +0.77 | 8 | +0.10 |
May | +7.68 | 8 | +0.96 |
June | +15.49 | 8 | +1.94 |
July | -21.08 | 7 | -3.01 |
August | +8.36 | 7 | +1.19 |
September | -19.73 | 7 | -2.82 |
October | +17.54 | 7 | +2.51 |
November | +26.53 | 7 | +3.79 |
December | +13.07 | 7 | +1.87 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | -2.60 |
2001 | +1.03 |
2002 | -21.58 |
2003 | +45.37 |
2004 | +17.00 |
2005 | +3.32 |
2006 | +17.00 |
2007 | +5.78 |
|
Year 2004 to 2005 Monthly performance |
Month | Year | Performance |
January | 2004 | +4.28 |
February | 2004 | +0.83 |
March | 2004 | +0.81 |
April | 2004 | -5.17 |
May | 2004 | +1.51 |
June | 2004 | +4.09 |
July | 2004 | -6.80 |
August | 2004 | -0.61 |
September | 2004 | +4.56 |
October | 2004 | +1.89 |
November | 2004 | +8.56 |
December | 2004 | +2.81 |
January | 2005 | -4.23 |
February | 2005 | +1.61 |
March | 2005 | -2.99 |
April | 2005 | -5.80 |
May | 2005 | +6.44 |
June | 2005 | +3.72 |
July | 2005 | +6.27 |
August | 2005 | -1.95 |
September | 2005 | +0.19 |
October | 2005 | -3.17 |
November | 2005 | +4.74 |
December | 2005 | -0.60 |
|
Year 2006 to 200n Monthly performance |
Month | Year | Performance |
January | 2006 | +8.91 |
February | 2006 | -0.35 |
March | 2006 | +4.72 |
April | 2006 | -0.08 |
May | 2006 | -5.69 |
June | 2006 | +0.51 |
July | 2006 | -3.33 |
August | 2006 | +2.85 |
September | 2006 | +0.70 |
October | 2006 | +5.69 |
November | 2006 | +2.51 |
December | 2006 | +0.20 |
January | 2007 | +1.61 |
February | 2007 | -0.88 |
March | 2007 | +0.93 |
April | 2007 | +1.73 |
May | 2007 | +4.00 |
June | 2007 | -1.65 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/RUS2000_20070612.csv |
# of Quotes | 1858 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 496.42 |
File last date (dd.MM.yyyy) | 11.06.2007 |
File last quote | 833.18 |
First data considered (dd.MM.yyyy) | 08.02.2000 |
First data considered | 537.49 |
Min. Quote date (dd.MM.yyyy) | 09.10.2002 |
Min. Quote value | 327.04 |
Max Quote date (dd.MM.yyyy) | 04.06.2007 |
Max Quote value | 855.09 |
Max daily drop date (dd.MM.yyyy) | 04.04.2000 |
Max Daily Drop percent | -6.96 |
Max daily gain date (dd.MM.yyyy) | 18.04.2000 |
Max daily Gain percent | 8.70 |
|
Signals Statistics | Value |
# Generated Signals | 35 |
Avg # op. by year | 4.94 |
# Days | 2553 |
# Days in years | 7.09 |
Biggest loose (Long only) | -4.72 |
Min # days uninvested (before Buy Signal) | 9 |
Max # days uninvested (before Buy Signal) | 163 |
Min # days invested (before Sell Signal) | 2 |
Max # days invested (before Sell Signal) | 355 |
|