AMIDEX35 Israel Backtesting

AMDCX -- USA Fund  

USD 6.78  0.01  0.15%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of AMIDEX35 Israel Mutual Fund Cla and determine expected loss or profit from investing in AMIDEX35 Israel over given investment horizon. Check also AMIDEX35 Israel Hype Analysis, AMIDEX35 Israel Correlation, Portfolio Optimization, AMIDEX35 Israel Volatility as well as analyze AMIDEX35 Israel Alpha and Beta and AMIDEX35 Israel Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

AMIDEX35 Israel 'What if' Analysis

June 19, 2019
0.00
No Change 0.00  0.0%
In 2 months and 31 days
September 17, 2019
0.00
If you would invest  0.00  in AMIDEX35 Israel on June 19, 2019 and sell it all today you would earn a total of 0.00 from holding AMIDEX35 Israel Mutual Fund Cla or generate 0.0% return on investment in AMIDEX35 Israel over 90 days. AMIDEX35 Israel is related to or competes with Fidelity Series, Fidelity Advisor, Matthews Korea, AMIDEX35 Israel, Travelers Companies, Verizon Communications, and ATT. The fund will invest at least 95 percent of its net assets in the common stocks of the companies comprising the AMIDEX35...

AMIDEX35 Israel Upside/Downside Indicators

Downside Deviation0.9452
Information Ratio(0.035799)
Maximum Drawdown4.89
Value At Risk(1.19)
Potential Upside1.17

AMIDEX35 Israel Market Premium Indicators

Risk Adjusted Performance1.0E-4
Jensen Alpha(0.008475)
Total Risk Alpha(0.027219)
Sortino Ratio(0.030611)
Treynor Ratio0.3397

AMIDEX35 Israel Mutual Backtested Returns

Macroaxis considers AMIDEX35 Israel to be somewhat reliable. AMIDEX35 Israel Mutual secures Sharpe Ratio (or Efficiency) of -0.0103 which signifies that the fund had -0.0103% of return per unit of return volatility over the last 3 months. Macroaxis approach into foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. AMIDEX35 Israel Mutual Fund Cla exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AMIDEX35 Israel Mutual Risk Adjusted Performance of 1.0E-4, Mean Deviation of 0.5764 and Semi Deviation of 0.8572 to double-check risk estimate we provide. The organization shows Beta (market volatility) of -0.0265 which signifies that as returns on market increase, returns on owning AMIDEX35 Israel are expected to decrease at a much smaller rate. During bear market, AMIDEX35 Israel is likely to outperform the market. Even though it is essential to pay attention to AMIDEX35 Israel Mutual historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis approach into foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. AMIDEX35 Israel Mutual Fund Cla exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.51) 
correlation synergy

Good reverse predictability

AMIDEX35 Israel Mutual Fund Cla has good reverse predictability. Overlapping area represents the amount of predictability between AMIDEX35 Israel time series from June 19, 2019 to August 3, 2019 and August 3, 2019 to September 17, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AMIDEX35 Israel Mutual price movement. The serial correlation of -0.51 indicates that about 51.0% of current AMIDEX35 Israel price fluctuation can be explain by its past prices. Given that AMIDEX35 Israel Mutual Fund Cla has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of AMIDEX35 Israel for similar time interval.
Correlation Coefficient-0.51
Spearman Rank Test-0.46
Residual Average0.0
Price Variance0.01

AMIDEX35 Israel Mutual lagged returns against current returns

 Current and Lagged Values 
      Timeline 

AMIDEX35 Israel regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

AMIDEX35 Israel Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - AMDCX

AMIDEX35 Israel Mutual Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in AMIDEX35 Israel Mutual Fund Cla. What is your sentiment towards investing in AMIDEX35 Israel Mutual Fund Cla? Are you bullish or bearish?
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AMIDEX35 Israel Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for AMIDEX35 Israel and Fidelity Series Canada. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Check also AMIDEX35 Israel Hype Analysis, AMIDEX35 Israel Correlation, Portfolio Optimization, AMIDEX35 Israel Volatility as well as analyze AMIDEX35 Israel Alpha and Beta and AMIDEX35 Israel Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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