Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 1'440.74 |
Variance | 155.16 |
Standard Deviation | 12.46 |
Lowest quote | 1'420.62 |
Highest quote | 1'459.68 |
Median | 1'440.15 |
Max Daily Loose percent | -1.13 |
Max Daily Gain percent | 0.85 |
Simple Perf. | 2.58 |
|
Last 5 quotes Statistics | Value |
Mean quote | 1'450.83 |
Variance | 100.85 |
Standard Deviation | 10.04 |
Lowest quote | 1'433.37 |
Highest quote | 1'459.68 |
Median | 1'446.53 |
Max Daily Loose percent | -0.09 |
Max Daily Gain percent | 0.76 |
Simple Perf. | 1.84 |
|
Previous year Statistics | Value |
Mean quote | 1'309.74 |
Variance | 2'590.01 |
Standard Deviation | 50.89 |
Lowest quote | 1'223.69 |
Highest quote | 1'427.09 |
Median | 1'325.39 |
Max Daily Loose percent | -1.83 |
Max Daily Gain percent | 2.16 |
Simple Perf. | 13.62 |
First quote | 1'248.29 |
Last quote | 1'418.30 |
|
Current year Statistics | Value |
Mean quote | 1'433.30 |
Variance | 209.63 |
Standard Deviation | 14.48 |
Lowest quote | 1'409.71 |
Highest quote | 1'459.68 |
Median | 1'434.70 |
Max Daily Loose percent | -1.13 |
Max Daily Gain percent | 0.85 |
Simple Perf. | 2.92 |
First quote | 1'418.30 |
Last quote | 1'459.68 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -2.12 | 8 | -0.27 |
February | -10.34 | 8 | -1.29 |
March | +4.66 | 7 | +0.67 |
April | +3.27 | 7 | +0.47 |
May | +3.41 | 7 | +0.49 |
June | -4.70 | 7 | -0.67 |
July | -8.40 | 7 | -1.20 |
August | +2.77 | 7 | +0.40 |
September | -20.41 | 7 | -2.92 |
October | +19.30 | 7 | +2.76 |
November | +15.08 | 7 | +2.15 |
December | +4.33 | 7 | +0.62 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | -9.27 |
2001 | -13.04 |
2002 | -23.37 |
2003 | +26.38 |
2004 | +8.99 |
2005 | +3.00 |
2006 | +13.62 |
2007 | +2.92 |
|
Year 2000 to 2003 Monthly performance |
Month | Year | Performance |
January | 2000 | -4.18 |
February | 2000 | -2.01 |
March | 2000 | +9.67 |
April | 2000 | -3.08 |
May | 2000 | -2.19 |
June | 2000 | +2.39 |
July | 2000 | -1.63 |
August | 2000 | +6.07 |
September | 2000 | -5.35 |
October | 2000 | -0.49 |
November | 2000 | -8.01 |
December | 2000 | +0.41 |
January | 2001 | +3.46 |
February | 2001 | -9.23 |
March | 2001 | -6.42 |
April | 2001 | +7.68 |
May | 2001 | +0.51 |
June | 2001 | -2.52 |
July | 2001 | -1.05 |
August | 2001 | -6.41 |
September | 2001 | -8.17 |
October | 2001 | +1.81 |
November | 2001 | +7.52 |
December | 2001 | +0.76 |
January | 2002 | -1.56 |
February | 2002 | -2.08 |
March | 2002 | +3.67 |
April | 2002 | -6.14 |
May | 2002 | -0.91 |
June | 2002 | -7.25 |
July | 2002 | -7.90 |
August | 2002 | +0.49 |
September | 2002 | -11.00 |
October | 2002 | +8.64 |
November | 2002 | +5.71 |
December | 2002 | -6.03 |
January | 2003 | -2.74 |
February | 2003 | -1.70 |
March | 2003 | +0.84 |
April | 2003 | +8.10 |
May | 2003 | +5.09 |
June | 2003 | +1.13 |
July | 2003 | +1.62 |
August | 2003 | +1.79 |
September | 2003 | -1.19 |
October | 2003 | +5.50 |
November | 2003 | +0.71 |
December | 2003 | +5.08 |
|
Year 2004 to 200n Monthly performance |
Month | Year | Performance |
January | 2004 | +1.73 |
February | 2004 | +1.22 |
March | 2004 | -1.64 |
April | 2004 | -1.68 |
May | 2004 | +1.21 |
June | 2004 | +1.80 |
July | 2004 | -3.43 |
August | 2004 | +0.23 |
September | 2004 | +0.94 |
October | 2004 | +1.40 |
November | 2004 | +3.86 |
December | 2004 | +3.25 |
January | 2005 | -2.53 |
February | 2005 | +1.89 |
March | 2005 | -1.91 |
April | 2005 | -2.01 |
May | 2005 | +3.00 |
June | 2005 | -0.01 |
July | 2005 | +3.60 |
August | 2005 | -1.12 |
September | 2005 | +0.69 |
October | 2005 | -1.77 |
November | 2005 | +3.52 |
December | 2005 | -0.10 |
January | 2006 | +2.55 |
February | 2006 | +0.05 |
March | 2006 | +1.11 |
April | 2006 | +1.22 |
May | 2006 | -3.09 |
June | 2006 | +0.01 |
July | 2006 | +0.51 |
August | 2006 | +2.13 |
September | 2006 | +2.46 |
October | 2006 | +3.15 |
November | 2006 | +1.65 |
December | 2006 | +1.26 |
January | 2007 | +1.41 |
February | 2007 | +1.49 |
|
Quotes Used | Value |
Quote File Used | /local/java/TrendTimer/data/SP500_20070221.csv |
# of Quotes | 1780 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 1'455.22 |
File last date (dd.MM.yyyy) | 20.02.2007 |
File last quote | 1'459.68 |
First data considered (dd.MM.yyyy) | 24.05.2000 |
First data considered | 1'399.05 |
Min. Quote date (dd.MM.yyyy) | 09.10.2002 |
Min. Quote value | 776.76 |
Max Quote date (dd.MM.yyyy) | 24.03.2000 |
Max Quote value | 1'527.46 |
Max daily drop date (dd.MM.yyyy) | 14.04.2000 |
Max Daily Drop percent | -5.78 |
Max daily gain date (dd.MM.yyyy) | 24.07.2002 |
Max daily Gain percent | 5.73 |
|
Signals Statistics | Value |
# Generated Signals | 11 |
Avg # op. by year | 2.20 |
# Days | 1798 |
# Days in years | 4.99 |
Biggest loose (Long only) | -5.31 |
Min # days uninvested (before Buy Signal) | 20 |
Max # days uninvested (before Buy Signal) | 385 |
Min # days invested (before Sell Signal) | 23 |
Max # days invested (before Sell Signal) | 454 |
|