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MyTrendTimer :
Standard and Poors 100
of
August 16, 2006 |
| Weekly Comment about this asset/index |
| End of last week, world markets were hit after British officials say they break up airliner bombing plot.
Al Qaeda was suspected, as usual.
Yesterday, US government announced that the PPI rose a smaller than expected 0.1% (consensus 0.4%) in July, while the more closely watched core rate (ex-food and energy) actually fell 0.3% (consensus 0.2%), lending further credence that another rate hike may not be necessary.
Oil slipped to about $73 a barrel on Tuesday as a truce between Israel and Hizbollah held for a second day, easing concern over threats to oil supply in the Middle East.
So, even after a major terrorist alert, inflation and geopolitical concerns are decreasing.
Situation seems to improve for the stock markets and the various indexes we follow. |
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| Financial Instrument | Value |
| Instrument Name | Standard and Poors 100 |
| Symbol | OEX |
| Currency | USD |
| Underlying instrument | iShares SP 100 Index (OEF) |
|
| Trend/Signal | Value |
| Current Trend/Signal |
Bullish (last signal was a Buy)
|
| Strenght | 0.1 |
| Date (dd.MM.yyyy) | 16.08.2006 |
|
| Generated Operations Chart |
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|
| Generated Operations |
| Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
| Buy | 30.04.2003 | 000 | 465.53 | +0.00 |
| Sell | 19.07.2004 | 446 | 536.29 | +15.20 |
| Buy | 10.11.2004 | 114 | 555.54 | +3.59 |
| Sell | 21.04.2005 | 161 | 554.67 | -0.16 |
| Buy | 03.06.2005 | 043 | 565.30 | +1.92 |
| Sell | 05.10.2005 | 124 | 556.70 | -1.52 |
| Buy | 23.11.2005 | 049 | 582.01 | +4.55 |
| Sell | 14.06.2006 | 202 | 563.94 | -3.10 |
| Buy | 08.08.2006 | 055 | 586.13 | +3.93 |
| Out | 15.08.2006 | 007 | 593.49 | +1.26 |
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| Return and result for this asset |
| Time Weighted Return of | Value (over the Period) |
| Buy and Hold | -24.76 |
| Model Buy and Hold | +27.49 |
| Model Long Only | +11.13 |
| Model Short Only | -14.72 |
| Model Long and Short | -5.22 |
|
| Time Weighted Return of | Value (Annualized) |
| Buy and Hold | -7.42 |
| Model Buy and Hold | +8.24 |
| Model Long Only | +3.34 |
| Model Short Only | -4.41 |
| Model Long and Short | -1.57 |
|
| Model OverPerf vs Model Buy and Hold | Value (Annualized) |
| Model Long vs Model Buy and Hold | -4.90 |
| Model Short vs Model Buy and Hold | -12.65 |
| Model Long and Short vs Model Buy and Hold | -9.81 |
|
| Model OverPerf vs Buy and Hold | Value (Annualized) |
| Model Long vs Buy and Hold | +10.76 |
| Model Short vs Buy and Hold | +3.01 |
| Model Long and Short vs Buy and Hold | +5.86 |
|
|
| Various statistical indicators for this asset |
| Last 20 quotes Statistics | Value |
| Mean quote | 584.45 |
| Variance | 38.42 |
| Standard Deviation | 6.20 |
| Lowest quote | 568.34 |
| Highest quote | 593.49 |
| Median | 580.92 |
| Max Daily Loose percent | -0.69 |
| Max Daily Gain percent | 1.87 |
| Simple Perf. | 4.43 |
|
| Last 5 quotes Statistics | Value |
| Mean quote | 587.25 |
| Variance | 10.17 |
| Standard Deviation | 3.19 |
| Lowest quote | 584.48 |
| Highest quote | 593.49 |
| Median | 588.98 |
| Max Daily Loose percent | -0.28 |
| Max Daily Gain percent | 1.15 |
| Simple Perf. | 1.26 |
|
| Previous year Statistics | Value |
| Mean quote | 566.26 |
| Variance | 80.53 |
| Standard Deviation | 8.97 |
| Lowest quote | 543.60 |
| Highest quote | 584.43 |
| Median | 564.02 |
| Max Daily Loose percent | -1.50 |
| Max Daily Gain percent | 2.04 |
| Simple Perf. | -0.92 |
| First quote | 575.29 |
| Last quote | 570.00 |
|
| Current year Statistics | Value |
| Mean quote | 583.12 |
| Variance | 72.12 |
| Standard Deviation | 8.49 |
| Lowest quote | 560.70 |
| Highest quote | 603.82 |
| Median | 582.26 |
| Max Daily Loose percent | -1.89 |
| Max Daily Gain percent | 1.98 |
| Simple Perf. | 4.12 |
| First quote | 570.00 |
| Last quote | 593.49 |
|
| Quotes Used | Value |
| Quote File Used | SP100_20060816.csv |
| # of Quotes | 1651 |
| File first date (dd.MM.yyyy) | 03.01.2000 |
| File first quote | 788.79 |
| File last date (dd.MM.yyyy) | 15.08.2006 |
| File last quote | 593.49 |
| First data considered (dd.MM.yyyy) | 22.05.2000 |
| First data considered | 748.04 |
| Min. Quote date (dd.MM.yyyy) | 09.10.2002 |
| Min. Quote value | 392.69 |
| Max Quote date (dd.MM.yyyy) | 24.03.2000 |
| Max Quote value | 833.26 |
| Max daily drop date (dd.MM.yyyy) | 17.09.2001 |
| Max Daily Drop percent | -5.28 |
| Max daily gain date (dd.MM.yyyy) | 24.07.2002 |
| Max daily Gain percent | 5.86 |
|
| Operations Statistics | Value |
| # Generated operations | 10 |
| Avg # op. by year | 3.00 |
| # Days | 1201 |
| # Days in years | 3.34 |
| Biggest loose (Long only) | -3.10 |
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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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