ISEQ Hype Analysis, ISEQ Correlation, Portfolio Optimization, ISEQ Volatility as well as analyze ISEQ Alpha and Beta and ISEQ Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of ISEQ and determine expected loss or profit from investing in ISEQ over given investment horizon. See also
|Horizon||30 Days Login to change|
ISEQ 'What if' Analysis
July 25, 20190.00
October 23, 20190.00
If you would invest 0.00 in ISEQ on July 25, 2019 and sell it all today you would earn a total of 0.00 from holding ISEQ or generate 0.0% return on investment in ISEQ over 90 days.
ISEQ Upside/Downside Indicators
|Value At Risk||(2.21)|
ISEQ Market Premium Indicators
|Risk Adjusted Performance||0.0269|
|Total Risk Alpha||0.0671|
ISEQ Backtested Returns
ISEQ holds Efficiency (Sharpe) Ratio of 0.0306 which attests that the entity had 0.0306% of return per unit of return volatility over the last 3 months. Our way of determining volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for ISEQ which you can use to evaluate future volatility of the entity. The index retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and ISEQ are completely uncorrelated. Although it is extremely important to respect ISEQ current price history, it is better to be realistic regarding the information on equity current price movements. The way of determining future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing ISEQ technical indicators you can now evaluate if the expected return of 0.0461% will be sustainable into the future.
|15 days auto-correlation||0.10|
|Spearman Rank Test||-0.11|
ISEQ lagged returns against current returns
Current and Lagged Values
ISEQ regressed lagged prices vs. current prices
Current vs Lagged Prices
ISEQ Lagged Returns
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See also ISEQ Hype Analysis, ISEQ Correlation, Portfolio Optimization, ISEQ Volatility as well as analyze ISEQ Alpha and Beta and ISEQ Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.