|
MyTrendTimer :
Swiss Market Index
of
September 13, 2006 |
| Weekly Comment about this asset/index |
| On Monday, stocks retreated after a failed attack on the U.S. embassy in Syria rattled investors and boosted oil.
The U.S. trade deficit widened much more than expected in July to a record $68 billion dollars as record oil prices pushed America's monthly oil import bill to an all time high, a government report showed on Tuesday.
Stocks rallied Tuesday afternoon as tumbling crude prices and falling Treasury bond yields revived optimism about the economy and consumer spending.
A nearly three percent slide in oil prices and a fall in Treasury bond yields helped spark the rally.
Corporate news helped too, including an upbeat earnings report from Goldman Sachs and boardroom shakeups at Hewlett-Packard and Bristol-Myers Squibb.
Crude oil prices lost 2.8 percent, falling for the seventh day in a row. |
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| Financial Instrument | Value |
| Instrument Name | Swiss Market Index |
| Symbol | SSMI |
| Currency | CHF |
| Underlying instrument | XMTCH SMI (XMSMI) |
|
| Trend/Signal | Value |
| Current Trend/Signal |
Bullish (last signal was a Buy)
|
| Strenght | 2.2 |
| Date (dd.MM.yyyy) | 13.09.2006 |
|
| Generated Operations Chart |
 |
|
| Generated Operations |
| Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
| Buy | 11.03.2002 | 000 | 6'496.60 | +0.00 |
| Sell | 11.06.2002 | 091 | 6'330.30 | -2.56 |
| Buy | 13.05.2003 | 336 | 4'538.60 | -28.30 |
| Sell | 02.07.2004 | 416 | 5'606.80 | +23.54 |
| Buy | 15.11.2004 | 136 | 5'674.30 | +1.20 |
| Sell | 26.05.2006 | 556 | 7'679.47 | +35.34 |
| Buy | 01.08.2006 | 067 | 7'944.10 | +3.45 |
| Out | 12.09.2006 | 042 | 8'195.14 | +3.16 |
|
| Return and result for this asset |
| Time Weighted Return of | Value (over the Period) |
| Buy and Hold | +12.75 |
| Model Buy and Hold | +26.15 |
| Model Long Only | +68.06 |
| Model Short Only | +24.94 |
| Model Long and Short | +109.97 |
|
| Time Weighted Return of | Value (Annualized) |
| Buy and Hold | +2.79 |
| Model Buy and Hold | +5.73 |
| Model Long Only | +14.90 |
| Model Short Only | +5.46 |
| Model Long and Short | +24.08 |
|
| Model OverPerf vs Model Buy and Hold | Value (Annualized) |
| Model Long vs Model Buy and Hold | +9.18 |
| Model Short vs Model Buy and Hold | -0.26 |
| Model Long and Short vs Model Buy and Hold | +18.36 |
|
| Model OverPerf vs Buy and Hold | Value (Annualized) |
| Model Long vs Buy and Hold | +12.11 |
| Model Short vs Buy and Hold | +2.67 |
| Model Long and Short vs Buy and Hold | +21.29 |
|
|
| Various statistical indicators for this asset |
| Last 20 quotes Statistics | Value |
| Mean quote | 8'133.17 |
| Variance | 2'932.30 |
| Standard Deviation | 54.15 |
| Lowest quote | 8'055.32 |
| Highest quote | 8'230.15 |
| Median | 8'142.74 |
| Max Daily Loose percent | -0.89 |
| Max Daily Gain percent | 1.25 |
| Simple Perf. | 1.74 |
|
| Last 5 quotes Statistics | Value |
| Mean quote | 8'163.56 |
| Variance | 2'250.41 |
| Standard Deviation | 47.44 |
| Lowest quote | 8'094.07 |
| Highest quote | 8'226.22 |
| Median | 8'160.14 |
| Max Daily Loose percent | -0.89 |
| Max Daily Gain percent | 1.25 |
| Simple Perf. | -0.38 |
|
| Previous year Statistics | Value |
| Mean quote | 6'451.72 |
| Variance | 330'683.68 |
| Standard Deviation | 575.05 |
| Lowest quote | 5'669.60 |
| Highest quote | 7'619.96 |
| Median | 6'644.78 |
| Max Daily Loose percent | -1.81 |
| Max Daily Gain percent | 2.35 |
| Simple Perf. | 33.21 |
| First quote | 5'693.20 |
| Last quote | 7'583.93 |
|
| Current year Statistics | Value |
| Mean quote | 7'840.12 |
| Variance | 54'977.24 |
| Standard Deviation | 234.47 |
| Lowest quote | 7'154.86 |
| Highest quote | 8'230.15 |
| Median | 7'692.50 |
| Max Daily Loose percent | -2.90 |
| Max Daily Gain percent | 2.56 |
| Simple Perf. | 8.06 |
| First quote | 7'583.93 |
| Last quote | 8'195.14 |
|
| Quotes Used | Value |
| Quote File Used | SMI_20060913.csv |
| # of Quotes | 1702 |
| File first date (dd.MM.yyyy) | 04.01.2000 |
| File first quote | 7'268.10 |
| File last date (dd.MM.yyyy) | 12.09.2006 |
| File last quote | 8'195.14 |
| First data considered (dd.MM.yyyy) | 12.05.2000 |
| First data considered | 7'736.70 |
| Min. Quote date (dd.MM.yyyy) | 12.03.2003 |
| Min. Quote value | 3'675.40 |
| Max Quote date (dd.MM.yyyy) | 23.08.2000 |
| Max Quote value | 8'377.00 |
| Max daily drop date (dd.MM.yyyy) | 11.09.2001 |
| Max Daily Drop percent | -7.07 |
| Max daily gain date (dd.MM.yyyy) | 24.09.2001 |
| Max daily Gain percent | 6.70 |
|
| Operations Statistics | Value |
| # Generated operations | 8 |
| Avg # op. by year | 1.75 |
| # Days | 1644 |
| # Days in years | 4.57 |
| Biggest loose (Long only) | -2.56 |
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| 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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