Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 734.88 |
Standard Deviation | 12.04 |
Lowest quote | 707.92 |
Highest quote | 763.27 |
Median | 735.59 |
Max Daily Loose percent | -3.00 |
Max Daily Gain percent | 2.63 |
Simple Perf. | -3.60 |
|
Last 5 quotes Statistics | Value |
Mean quote | 726.43 |
Standard Deviation | 11.30 |
Lowest quote | 707.92 |
Highest quote | 737.83 |
Median | 722.88 |
Max Daily Loose percent | -1.65 |
Max Daily Gain percent | 0.97 |
Simple Perf. | -3.89 |
|
Previous year Statistics | Value |
Mean quote | 804.42 |
Standard Deviation | 27.90 |
Lowest quote | 735.07 |
Highest quote | 855.77 |
Median | 795.42 |
Max Daily Loose percent | -3.97 |
Max Daily Gain percent | 3.97 |
Simple Perf. | -2.75 |
First quote | 787.66 |
Last quote | 766.03 |
|
Current year Statistics | Value |
Mean quote | 710.80 |
Standard Deviation | 23.59 |
Lowest quote | 643.97 |
Highest quote | 766.03 |
Median | 705.00 |
Max Daily Loose percent | -3.14 |
Max Daily Gain percent | 4.83 |
Simple Perf. | -7.59 |
First quote | 766.03 |
Last quote | 707.92 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | +3.91 | 9 | +0.43 |
February | -0.47 | 9 | -0.05 |
March | +0.73 | 9 | +0.08 |
April | +4.90 | 9 | +0.54 |
May | +12.51 | 9 | +1.39 |
June | +9.33 | 9 | +1.04 |
July | -26.53 | 8 | -3.32 |
August | +10.70 | 8 | +1.34 |
September | -18.45 | 8 | -2.31 |
October | +20.84 | 8 | +2.60 |
November | +17.32 | 8 | +2.17 |
December | +12.82 | 8 | +1.60 |
|
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 | -2.75 |
2008 | -7.59 |
|
Year 2005 to 2006 Monthly performance |
Month | Year | Performance |
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 |
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 |
|
Year 2007 to 200n Monthly performance |
Month | Year | Performance |
January | 2007 | +1.61 |
February | 2007 | -0.88 |
March | 2007 | +0.93 |
April | 2007 | +1.73 |
May | 2007 | +4.00 |
June | 2007 | -1.59 |
July | 2007 | -6.91 |
August | 2007 | +2.16 |
September | 2007 | +1.59 |
October | 2007 | +2.80 |
November | 2007 | -7.28 |
December | 2007 | -0.23 |
January | 2008 | -6.88 |
February | 2008 | -3.80 |
March | 2008 | +0.26 |
April | 2008 | +4.10 |
May | 2008 | +4.48 |
June | 2008 | -5.39 |
|
Quotes Used | Value |
Link on Quote File | RUS2000_20080625.csv |
Quote File Used | /local/java/TrendTimer/quote_data/RUS2000_20080625.csv |
# of Quotes | 2120 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 496.42 |
File last date (dd.MM.yyyy) | 24.06.2008 |
File last quote | 707.92 |
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) | 13.07.2007 |
Max Quote value | 855.77 |
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 | 40 |
Avg # op. by year | 4.91 |
# Days | 2931 |
# Days in years | 8.14 |
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 |
|