Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 9'085.97 |
Variance | 13'133.16 |
Standard Deviation | 114.60 |
Lowest quote | 8'850.25 |
Highest quote | 9'260.49 |
Median | 9'055.37 |
Max Daily Loose percent | -1.02 |
Max Daily Gain percent | 1.43 |
Simple Perf. | 4.61 |
|
Last 5 quotes Statistics | Value |
Mean quote | 9'188.20 |
Variance | 4'296.57 |
Standard Deviation | 65.55 |
Lowest quote | 9'110.76 |
Highest quote | 9'260.49 |
Median | 9'185.62 |
Max Daily Loose percent | -0.13 |
Max Daily Gain percent | 0.91 |
Simple Perf. | 1.62 |
|
Previous year Statistics | Value |
Mean quote | 8'063.60 |
Variance | 166'944.34 |
Standard Deviation | 408.59 |
Lowest quote | 7'154.86 |
Highest quote | 8'835.63 |
Median | 7'995.25 |
Max Daily Loose percent | -2.90 |
Max Daily Gain percent | 2.56 |
Simple Perf. | 15.85 |
First quote | 7'583.93 |
Last quote | 8'785.74 |
|
Current year Statistics | Value |
Mean quote | 9'053.47 |
Variance | 17'260.28 |
Standard Deviation | 131.38 |
Lowest quote | 8'785.74 |
Highest quote | 9'260.49 |
Median | 9'023.12 |
Max Daily Loose percent | -1.02 |
Max Daily Gain percent | 1.53 |
Simple Perf. | 5.37 |
First quote | 8'785.74 |
Last quote | 9'257.94 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -1.04 | 8 | -0.13 |
February | -2.64 | 8 | -0.33 |
March | +1.65 | 7 | +0.24 |
April | +14.29 | 7 | +2.04 |
May | +4.79 | 7 | +0.68 |
June | -6.16 | 7 | -0.88 |
July | -3.04 | 7 | -0.43 |
August | -0.74 | 7 | -0.11 |
September | -15.06 | 7 | -2.15 |
October | +13.82 | 7 | +1.97 |
November | +14.55 | 7 | +2.08 |
December | +8.58 | 7 | +1.23 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | +11.93 |
2001 | -21.11 |
2002 | -27.84 |
2003 | +18.51 |
2004 | +3.74 |
2005 | +33.21 |
2006 | +15.85 |
2007 | +5.37 |
|
Year 2000 to 2003 Monthly performance |
Month | Year | Performance |
January | 2000 | -5.14 |
February | 2000 | +0.22 |
March | 2000 | +7.50 |
April | 2000 | -0.00 |
May | 2000 | +4.39 |
June | 2000 | +0.10 |
July | 2000 | +3.37 |
August | 2000 | +2.45 |
September | 2000 | -6.16 |
October | 2000 | +3.43 |
November | 2000 | +0.06 |
December | 2000 | +1.92 |
January | 2001 | -0.96 |
February | 2001 | -4.41 |
March | 2001 | -6.93 |
April | 2001 | +2.22 |
May | 2001 | +2.19 |
June | 2001 | -3.30 |
July | 2001 | -5.43 |
August | 2001 | -3.87 |
September | 2001 | -8.63 |
October | 2001 | +1.11 |
November | 2001 | +2.57 |
December | 2001 | +2.90 |
January | 2002 | -2.81 |
February | 2002 | +1.85 |
March | 2002 | +4.76 |
April | 2002 | -1.47 |
May | 2002 | +0.26 |
June | 2002 | -9.05 |
July | 2002 | -13.09 |
August | 2002 | +0.65 |
September | 2002 | -8.56 |
October | 2002 | +3.47 |
November | 2002 | +3.40 |
December | 2002 | -9.51 |
January | 2003 | -4.50 |
February | 2003 | -6.20 |
March | 2003 | -1.51 |
April | 2003 | +11.19 |
May | 2003 | +1.94 |
June | 2003 | +3.95 |
July | 2003 | +5.51 |
August | 2003 | +0.89 |
September | 2003 | -1.57 |
October | 2003 | +3.33 |
November | 2003 | +2.04 |
December | 2003 | +3.20 |
|
Year 2004 to 200n Monthly performance |
Month | Year | Performance |
January | 2004 | +4.53 |
February | 2004 | +1.08 |
March | 2004 | -3.10 |
April | 2004 | +2.77 |
May | 2004 | -2.55 |
June | 2004 | -0.14 |
July | 2004 | -1.28 |
August | 2004 | -2.26 |
September | 2004 | +0.80 |
October | 2004 | -1.86 |
November | 2004 | +1.51 |
December | 2004 | +4.57 |
January | 2005 | +1.37 |
February | 2005 | +2.77 |
March | 2005 | -0.03 |
April | 2005 | -0.99 |
May | 2005 | +4.37 |
June | 2005 | +2.05 |
July | 2005 | +5.56 |
August | 2005 | -1.27 |
September | 2005 | +5.86 |
October | 2005 | +2.00 |
November | 2005 | +5.27 |
December | 2005 | +2.38 |
January | 2006 | +2.99 |
February | 2006 | +1.05 |
March | 2006 | +1.66 |
April | 2006 | +0.30 |
May | 2006 | -5.50 |
June | 2006 | +0.63 |
July | 2006 | +3.79 |
August | 2006 | +2.85 |
September | 2006 | +3.16 |
October | 2006 | +1.71 |
November | 2006 | -0.99 |
December | 2006 | +3.55 |
January | 2007 | +3.98 |
February | 2007 | +1.34 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/SMI_20070206.csv |
# of Quotes | 1802 |
File first date (dd.MM.yyyy) | 04.01.2000 |
File first quote | 7'268.10 |
File last date (dd.MM.yyyy) | 05.02.2007 |
File last quote | 9'257.94 |
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) | 02.02.2007 |
Max Quote value | 9'260.49 |
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 |
|
Signals Statistics | Value |
# Generated Signals | 8 |
Avg # op. by year | 1.61 |
# Days | 1790 |
# Days in years | 4.97 |
Biggest loose (Long only) | -2.56 |
Min # days uninvested (before Buy Signal) | 67 |
Max # days uninvested (before Buy Signal) | 336 |
Min # days invested (before Sell Signal) | 91 |
Max # days invested (before Sell Signal) | 556 |
|