Hang Seng Hype Analysis, Hang Seng Correlation, Portfolio Optimization, Hang Seng Volatility as well as analyze Hang Seng Alpha and Beta and Hang Seng Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Hang Seng and determine expected loss or profit from investing in Hang Seng over given investment horizon. See also
|Horizon||30 Days Login to change|
Hang Seng 'What if' Analysis
June 19, 20190.00
September 17, 20190.00
If you would invest 0.00 in Hang Seng on June 19, 2019 and sell it all today you would earn a total of 0.00 from holding Hang Seng or generate 0.0% return on investment in Hang Seng over 90 days.
Hang Seng Upside/Downside Indicators
|Value At Risk||(2.29)|
Hang Seng Market Premium Indicators
|Risk Adjusted Performance||(0.001077)|
|Total Risk Alpha||(0.043004)|
Hang Seng Backtested Returns
Hang Seng holds Efficiency (Sharpe) Ratio of -0.0766 which attests that the entity had -0.0766% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining 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. Hang Seng exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. The index retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Hang Seng are completely uncorrelated. Even though it is essential to pay attention to Hang Seng current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Hang Seng exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.61)|
|Spearman Rank Test||-0.35|
Hang Seng lagged returns against current returns
Current and Lagged Values
Hang Seng regressed lagged prices vs. current prices
Current vs Lagged Prices
Hang Seng Lagged Returns
Also Currentnly Active
Purchased few shares of
Purchased few shares of
See also Hang Seng Hype Analysis, Hang Seng Correlation, Portfolio Optimization, Hang Seng Volatility as well as analyze Hang Seng Alpha and Beta and Hang Seng Performance. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.