Shanghai Hype Analysis, Shanghai Correlation, Portfolio Optimization, Shanghai Volatility as well as analyze Shanghai Alpha and Beta and Shanghai Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Shanghai and determine expected loss or profit from investing in Shanghai over given investment horizon. Check also
|Horizon||30 Days Login to change|
Shanghai 'What if' Analysis
June 19, 20190.00
September 17, 20190.00
If you would invest 0.00 in Shanghai on June 19, 2019 and sell it all today you would earn a total of 0.00 from holding Shanghai or generate 0.0% return on investment in Shanghai over 90 days.
Shanghai Upside/Downside Indicators
|Value At Risk||(1.41)|
Shanghai Market Premium Indicators
|Risk Adjusted Performance||0.0186|
|Total Risk Alpha||(0.010661)|
Shanghai Backtested Returns
Shanghai owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0306 which indicates the organization had 0.0306% 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-one technical indicators for Shanghai 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 Shanghai are completely uncorrelated. Although it is extremely important to respect Shanghai 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 Shanghai technical indicators you can presently evaluate if the expected return of 0.026% will be sustainable into the future.
|15 days auto-correlation||(0.69)|
|Spearman Rank Test||-0.68|
Shanghai lagged returns against current returns
Current and Lagged Values
Shanghai regressed lagged prices vs. current prices
Current vs Lagged Prices
Shanghai Lagged Returns
Check also Shanghai Hype Analysis, Shanghai Correlation, Portfolio Optimization, Shanghai Volatility as well as analyze Shanghai Alpha and Beta and Shanghai Performance. Please also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.