Straits Tms Hype Analysis, Straits Tms Correlation, Portfolio Optimization, Straits Tms Volatility as well as analyze Straits Tms Alpha and Beta and Straits Tms Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Straits Tms and determine expected loss or profit from investing in Straits Tms over given investment horizon. See also
|Horizon||30 Days Login to change|
Straits Tms 'What if' Analysis
July 25, 20190.00
October 23, 20190.00
If you would invest 0.00 in Straits Tms on July 25, 2019 and sell it all today you would earn a total of 0.00 from holding Straits Tms or generate 0.0% return on investment in Straits Tms over 90 days.
Straits Tms Upside/Downside Indicators
|Value At Risk||(1.35)|
Straits Tms Market Premium Indicators
|Risk Adjusted Performance||(0.14)|
|Total Risk Alpha||(0.08)|
Straits Tms Backtested Returns
Straits Tms owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1767 which indicates the organization had -0.1767% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any index is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Straits Tms exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. The entity has beta of 0.0 which indicates the returns on MARKET and Straits Tms are completely uncorrelated. Even though it is essential to pay attention to Straits Tms current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Straits Tms exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.80|
|Spearman Rank Test||0.6|
Straits Tms lagged returns against current returns
Current and Lagged Values
Straits Tms regressed lagged prices vs. current prices
Current vs Lagged Prices
Straits Tms Lagged Returns
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See also Straits Tms Hype Analysis, Straits Tms Correlation, Portfolio Optimization, Straits Tms Volatility as well as analyze Straits Tms Alpha and Beta and Straits Tms Performance. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.