Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 1'518.50 |
Standard Deviation | 27.35 |
Lowest quote | 1'453.70 |
Highest quote | 1'561.80 |
Median | 1'507.75 |
Max Daily Loose percent | -2.94 |
Max Daily Gain percent | 1.38 |
Simple Perf. | -6.92 |
|
Last 5 quotes Statistics | Value |
Mean quote | 1'489.36 |
Standard Deviation | 25.32 |
Lowest quote | 1'453.70 |
Highest quote | 1'520.27 |
Median | 1'486.98 |
Max Daily Loose percent | -2.94 |
Max Daily Gain percent | 1.20 |
Simple Perf. | -3.71 |
|
Previous year Statistics | Value |
Mean quote | 1'309.74 |
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 | 1'478.87 |
Standard Deviation | 47.05 |
Lowest quote | 1'374.12 |
Highest quote | 1'565.15 |
Median | 1'469.64 |
Max Daily Loose percent | -3.47 |
Max Daily Gain percent | 2.92 |
Simple Perf. | 2.50 |
First quote | 1'418.30 |
Last quote | 1'453.70 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -2.12 | 8 | -0.27 |
February | -13.59 | 8 | -1.70 |
March | +5.71 | 8 | +0.71 |
April | +7.74 | 8 | +0.97 |
May | +6.78 | 8 | +0.85 |
June | -6.39 | 8 | -0.80 |
July | -11.33 | 8 | -1.42 |
August | +4.09 | 8 | +0.51 |
September | -17.56 | 8 | -2.20 |
October | +21.06 | 8 | +2.63 |
November | +7.97 | 8 | +1.00 |
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 | +2.50 |
|
Year 2004 to 2005 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 |
|
Year 2006 to 200n Monthly performance |
Month | Year | Performance |
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 | -2.18 |
March | 2007 | +1.00 |
April | 2007 | +4.33 |
May | 2007 | +3.25 |
June | 2007 | -1.78 |
July | 2007 | -3.20 |
August | 2007 | +1.29 |
September | 2007 | +3.58 |
October | 2007 | +1.48 |
November | 2007 | -6.18 |
|
Quotes Used | Value |
Link on Quote File | SP500_20071112.csv |
Quote File Used | /local/java/TrendTimer/quote_data/SP500_20071112.csv |
# of Quotes | 1964 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 1'455.22 |
File last date (dd.MM.yyyy) | 09.11.2007 |
File last quote | 1'453.70 |
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) | 09.10.2007 |
Max Quote value | 1'565.15 |
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 | 13 |
Avg # op. by year | 2.27 |
# Days | 2060 |
# Days in years | 5.72 |
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 |
|