Taiwan Wtd Hype Analysis, Taiwan Wtd Correlation, Portfolio Optimization, Taiwan Wtd Volatility as well as analyze Taiwan Wtd Alpha and Beta and Taiwan Wtd Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Taiwan Wtd and determine expected loss or profit from investing in Taiwan Wtd over given investment horizon. See also
|Horizon||30 Days Login to change|
Taiwan Wtd 'What if' Analysis
June 24, 20190.00
September 22, 20190.00
If you would invest 0.00 in Taiwan Wtd on June 24, 2019 and sell it all today you would earn a total of 0.00 from holding Taiwan Wtd or generate 0.0% return on investment in Taiwan Wtd over 90 days.
Taiwan Wtd Upside/Downside Indicators
|Value At Risk||(1.12)|
Taiwan Wtd Market Premium Indicators
|Risk Adjusted Performance||(0.00029681)|
|Total Risk Alpha||(0.019271)|
Taiwan Wtd Backtested Returns
Taiwan Wtd owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0515 which indicates the organization had 0.0515% of return per unit of risk over the last 3 months. Our philosophy towards measuring 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 Taiwan Wtd which you can use to evaluate future volatility of the index. The entity has beta of 0.0 which indicates the returns on MARKET and Taiwan Wtd are completely uncorrelated. Although it is extremely important to respect Taiwan Wtd current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Taiwan Wtd technical indicators you can presently evaluate if the expected return of 0.0344% will be sustainable into the future.
|15 days auto-correlation||(0.22)|
|Spearman Rank Test||0.1|
Taiwan Wtd lagged returns against current returns
Current and Lagged Values
Taiwan Wtd regressed lagged prices vs. current prices
Current vs Lagged Prices
Taiwan Wtd Lagged Returns
Also Currentnly Active
Purchased over 100 shares of
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See also Taiwan Wtd Hype Analysis, Taiwan Wtd Correlation, Portfolio Optimization, Taiwan Wtd Volatility as well as analyze Taiwan Wtd Alpha and Beta and Taiwan Wtd Performance. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.