Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 645.41 |
Variance | 164.65 |
Standard Deviation | 12.83 |
Lowest quote | 630.46 |
Highest quote | 670.05 |
Median | 650.26 |
Max Daily Loose percent | -3.57 |
Max Daily Gain percent | 1.51 |
Simple Perf. | -3.78 |
|
Last 5 quotes Statistics | Value |
Mean quote | 637.07 |
Variance | 23.98 |
Standard Deviation | 4.90 |
Lowest quote | 631.17 |
Highest quote | 644.71 |
Median | 637.94 |
Max Daily Loose percent | -0.44 |
Max Daily Gain percent | 1.06 |
Simple Perf. | 2.15 |
|
Previous year Statistics | Value |
Mean quote | 601.37 |
Variance | 770.09 |
Standard Deviation | 27.75 |
Lowest quote | 560.70 |
Highest quote | 664.42 |
Median | 612.56 |
Max Daily Loose percent | -1.89 |
Max Daily Gain percent | 1.98 |
Simple Perf. | 15.86 |
First quote | 570.00 |
Last quote | 660.41 |
|
Current year Statistics | Value |
Mean quote | 656.94 |
Variance | 157.93 |
Standard Deviation | 12.57 |
Lowest quote | 630.46 |
Highest quote | 670.21 |
Median | 650.34 |
Max Daily Loose percent | -3.57 |
Max Daily Gain percent | 1.51 |
Simple Perf. | -2.38 |
First quote | 660.41 |
Last quote | 644.71 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -2.60 | 8 | -0.33 |
February | -16.02 | 8 | -2.00 |
March | +3.44 | 8 | +0.43 |
April | +1.12 | 7 | +0.16 |
May | +1.09 | 7 | +0.16 |
June | -4.51 | 7 | -0.64 |
July | -5.94 | 7 | -0.85 |
August | +0.33 | 7 | +0.05 |
September | -23.80 | 7 | -3.40 |
October | +19.63 | 7 | +2.80 |
November | +14.40 | 7 | +2.06 |
December | +0.56 | 7 | +0.08 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | -12.97 |
2001 | -14.88 |
2002 | -23.88 |
2003 | +23.84 |
2004 | +4.45 |
2005 | -0.92 |
2006 | +15.86 |
2007 | -2.38 |
|
Year 2004 to 2005 Monthly performance |
Month | Year | Performance |
January | 2004 | +1.73 |
February | 2004 | +0.75 |
March | 2004 | -2.38 |
April | 2004 | -1.86 |
May | 2004 | +0.79 |
June | 2004 | +1.60 |
July | 2004 | -2.92 |
August | 2004 | +0.20 |
September | 2004 | -0.73 |
October | 2004 | +1.08 |
November | 2004 | +3.11 |
December | 2004 | +3.20 |
January | 2005 | -1.81 |
February | 2005 | +1.69 |
March | 2005 | -2.18 |
April | 2005 | -1.62 |
May | 2005 | +2.15 |
June | 2005 | -1.16 |
July | 2005 | +2.61 |
August | 2005 | -1.43 |
September | 2005 | +0.42 |
October | 2005 | -1.77 |
November | 2005 | +3.20 |
December | 2005 | -0.79 |
|
Year 2006 to 200n Monthly performance |
Month | Year | Performance |
January | 2006 | +1.54 |
February | 2006 | +0.35 |
March | 2006 | +1.19 |
April | 2006 | +1.38 |
May | 2006 | -2.47 |
June | 2006 | -0.28 |
July | 2006 | +1.58 |
August | 2006 | +2.26 |
September | 2006 | +2.99 |
October | 2006 | +3.31 |
November | 2006 | +1.42 |
December | 2006 | +1.66 |
January | 2007 | +0.96 |
February | 2007 | -3.46 |
March | 2007 | +0.15 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/SP100_20070321.csv |
# of Quotes | 1798 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 788.79 |
File last date (dd.MM.yyyy) | 20.03.2007 |
File last quote | 644.71 |
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 |
|
Signals Statistics | Value |
# Generated Signals | 9 |
Avg # op. by year | 2.28 |
# Days | 1418 |
# Days in years | 3.94 |
Biggest loose (Long only) | -3.10 |
Min # days uninvested (before Buy Signal) | 43 |
Max # days uninvested (before Buy Signal) | 114 |
Min # days invested (before Sell Signal) | 124 |
Max # days invested (before Sell Signal) | 446 |
|