logomed ARCHIVIO MARKET ALLOCATION
La MARKET ALLOCATION č uno studio settimanale che viene archiviato progressivamente per effettuare comparazioni da un periodo all'altro da cui individuare possibili spunti di mercato. 
Consulta di seguito tutte le analisi settimanali dell'anno in corso oppure scarica i report settimanali elaborati negli anni addietro: 2019

Consulta gratuitamente anche il Trading Week Report aggiornato ogni settimana dal 2010 ad oggi.


MARKET ALLOCATION 2020 (nuova edizione)

MARKET ALLOCATION al 6/4/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET ALLOCATION
VOLATILITY MAX RANGE % PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) 12%

-3,67%
40,20%
-1,52%
7,39%
-29,28%
-22,31%
-24,13%
CAC 40 (FRANCIA) -3%

-7,64%
30,51%
-3,41%
2,15%
-28,57%
-23,20%
-23,97%
DAX (GERMANIA) 2%

-4,99%
29,37%
-2,15%
3,00%
-28,03%
-21,70%
-21,65%
FTSE 100 (INGHILTERRA) 6%

-3,92%
24,37%
-0,18%
3,01%
-25,84%
-22,98%
-26,77%
Dow Jones Ind Av (USA) -10%

-8,13%
-31,69%
-2,82%
-1,98%
-25,94%
-18,96%
-20,41%
Nasdaq 100 (USA)


-7,68%
21,22%
-1,85%
1,89%
-16,98%
-0,32% * -0,75% *
Nikkei 225 (GIAPPONE)


-9,17% * 19,89%
-6,30% * 5,86%
-23,74%
-17,06%
-18,54%
Hang Seng (HONG KONG) 2%

-2,23%
18,99%
-1,38%
2,27%
-12,42%
-10,77%
-22,63%
Shanghai Comp (CINA) -5%

-2,21%
-12,98%
-0,64%
-1,64%
-6,81% * -5,20%
-14,39%
BSE Sensex (INDIA) -26%

-7,89%
-37,14% * -6,29%
-6,42% * -32,38% * -27,55% * -28,72% *
RTSI (RUSSIA) 35%

14,37% * 49,49% * 9,03% * 7,67% * -32,06%
-20,75%
-15,15%
Ibovespa (BRASILE)


4,04%
4,04%
0,00%
0,00%
-13,45%
-6,05%
-4,22%
EUR/USD (CAMBIO) -9% -33% -55% -3,38%
-7,76%
-1,66%
-2,55%
-2,21%
-1,54%
-3,12%
Gold (ORO) 19% 35% 36% 5,65%
15,86% * 0,77%
7,98% * 3,46% * 8,16% * 26,42% *
Crude Oil WTI (PETROLIO) -22%

44,10% * -64,88% * 12,59% * -22,48% * -53,86% * -53,89% * -62,00% *
Natural Gas -48% -32%
-12,86% * -27,70%
-7,10% * -14,76%
-15,51%
-31,00%
-41,92%
Agricoltura 2%

6,69%
-23,09%
3,59%
-2,70%
-4,14%
-1,63%
-0,91%
BGOV ITALIA BTP 4%

-1,75%
10,13%
-1,08%
1,98%
-4,05%
-4,46%
6,45%
BGOV GERM BUND


1,17%
-7,10%
0,46%
-1,15%
0,38%
-0,52%
3,39%
BGOV UK GILT 8%

3,52%
13,59%
0,48%
1,38%
3,30%
1,73%
9,62%
BGOV USA Treasury 17% 100%
0,89%
6,34%
0,68%
3,42%
6,07% * 6,47% * 12,39% *
BGOV Emerg Mrkt Loc -12%

-2,43%
-15,17% * -0,95%
-1,89%
-14,92%
-15,66%
-13,13%
BOND Corp Europa -9%

1,41%
-13,91%
0,24%
-2,40% * -7,43%
-7,42%
-4,88%
BOND Corp Usa 41%

3,90%
21,00% * 2,45% * 7,38% * -5,00%
-3,42%
6,53%
BOND Corp Emerg 10%

4,04% * 20,72%
1,43%
1,06%
-21,67% * -21,63% * -17,38% *
BOND High Yeld GL


-2,99% * 9,89%
-1,19% * 1,53%
-5,14%
-5,14%
-7,00%
© mAT Research (RIPRODUZIONE RISERVATA)


MARKET ALLOCATION al 30/3/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET ALLOCATION
VOLATILITY MAX RANGE % PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) -16%

16,43%
-46,26%
6,72%
-19,19%
-30,11%
-23,47%
-20,77%
CAC 40 (FRANCIA) -11%

16,28%
-41,63%
7,64%
-16,20%
-28,72%
-23,04%
-18,95%
DAX (GERMANIA) -11%

17,44%
-39,99%
7,96%
-16,64%
-29,38%
-21,94%
-16,41%
FTSE 100 (INGHILTERRA) -14%

16,47%
-33,95%
4,92%
-15,96%
-28,01%
-25,73%
-24,84% *
Dow Jones Ind Av (USA)


21,07% * -39,13%
12,44%
-14,89%
-25,57%
-19,90%
-16,06%
Nasdaq 100 (USA)


15,28%
-28,50%
8,76%
-8,89%
-16,71%
-1,79% * 4,16% *
Nikkei 225 (GIAPPONE)


16,96%
-28,42%
15,12% * -8,64%
-20,73%
-14,35%
-10,21%
Hang Seng (HONG KONG)


9,30%
-23,46%
5,45%
-10,47%
-15,92%
-9,89%
-18,22%
Shanghai Comp (CINA)
-100%
5,44%
-14,94%
2,56%
-8,51%
-6,21% * -5,34%
-7,35%
BSE Sensex (INDIA) -20%

19,49%
-40,95%
5,06%
-20,71%
-28,90%
-24,12%
-23,07%
RTSI (RUSSIA) -26%

17,37%
-52,09% * 3,46%
-23,68% * -40,81% * -29,98% * -21,45%
Ibovespa (BRASILE)


4,04% * 6,73% * 0,00% * 0,00% * -18,86%
-9,54%
1,31%
EUR/USD (CAMBIO)

55% 3,90%
-7,72% * 2,98%
-2,30%
-0,59%
0,40%
-1,49%
Gold (ORO) 13% 70% 82% 8,55%
-15,83%
10,57% * -1,91% * 3,61% * 6,90% * 24,64% *
Crude Oil WTI (PETROLIO) -87% -30%
-18,29% * -87,19% * -6,78% * -49,11% * -61,23% * -62,33% * -64,11% *
Natural Gas


7,83%
-25,18%
4,63%
-3,40%
-12,01%
-31,67%
-39,14%
Agricoltura


9,05% * -26,24%
7,18%
-12,57%
-7,90%
-6,12%
-3,63%
BGOV ITALIA BTP

-36% 3,77%
-11,94%
1,91%
-1,70%
-0,76%
-3,70%
7,17%
BGOV GERM BUND

45% 1,96%
-7,07%
1,42%
-2,48%
0,82%
-1,64%
2,34%
BGOV UK GILT
49%
2,79%
13,63% * 2,59%
0,07%
3,10%
1,60%
8,13%
BGOV USA Treasury


2,19%
6,37%
2,53%
0,65% * 6,40% * 6,44% * 10,79% *
BGOV Emerg Mrkt Loc -100%

5,86%
-21,48%
1,74%
-9,76%
-15,77%
-14,80%
-10,75%
BOND Corp Europa
-51%
5,14%
-15,33%
2,03%
-6,75%
-7,39%
-7,59%
-5,06%
BOND Corp Usa


14,91% * -22,51%
12,67% * -7,42%
-6,76%
-5,39%
3,68%
BOND Corp Emerg


9,88%
-25,82% * 6,37%
-12,69% * -23,00% * -22,73% * -18,01% *
BOND High Yeld GL


-4,35% * 9,80%
-0,88% * 0,30%
-7,95%
-2,89%
-5,08%
© mAT Research (RIPRODUZIONE RISERVATA)


MARKET ALLOCATION al 23/3/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET ALLOCATION
VOLATILITY MAX RANGE % PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) -13%

13,46% * -50,96%
2,18% * -28,03%
-34,96%
-28,28%
-26,56%
CAC 40 (FRANCIA) -13%

-12,23%
-46,46%
-1,75%
-23,81%
-34,32%
-28,87%
-25,51%
DAX (GERMANIA) -14% -14%
-11,03%
-46,00%
-2,50%
-24,61%
-34,52%
-28,46%
-22,93%
FTSE 100 (INGHILTERRA)


-10,06%
-40,73%
-1,64%
-20,25%
-32,30%
-29,43%
-29,34% *
Dow Jones Ind Av (USA) -16% -16%
-14,11%
-39,21%
-10,29% * -22,64%
-34,81%
-29,02%
-25,58%
Nasdaq 100 (USA)


-10,05%
-28,93%
-4,55%
-14,31%
-23,57%
-10,55%
-5,26% *
Nikkei 225 (GIAPPONE) -12%

-8,42%
-36,42%
-1,87%
-21,79%
-31,88%
-25,45%
-23,91%
Hang Seng (HONG KONG)
-17%
-10,98%
-23,79%
-1,65%
-14,78%
-23,13%
-17,15%
-23,77%
Shanghai Comp (CINA)
-20%
-9,09%
-14,63%
-3,48%
-6,12%
-11,89% * -9,39%
-12,45%
BSE Sensex (INDIA) -16% -20%
-21,23% * -40,04%
-4,96%
-26,92%
-33,26%
-23,40%
-27,10%
RTSI (RUSSIA) -17% -14%
-20,66%
-60,54% * -4,54%
-28,60% * -43,42% * -33,56% * -25,96%
Ibovespa (BRASILE)


4,04%
17,32% * 0,00%
2,88% * -17,25%
-9,21% * -5,97%
EUR/USD (CAMBIO)
-21% -73% -5,04% * -7,72% * -3,77%
-2,86% * -4,04% * -3,41%
-4,45%
Gold (ORO)
-22% -45% -8,25%
-15,78%
-3,09% * -6,79%
-5,91%
-2,23% * 11,89% *
Crude Oil WTI (PETROLIO) -76% -15%
-44,80% * -83,14% * -26,14% * -48,91% * -61,54% * -61,09% * -62,44% *
Natural Gas


-17,44%
-24,78%
-12,31%
-4,14%
-21,13%
-39,49%
-43,67%
Agricoltura -24% -42%
-18,29%
-25,74%
-12,37%
-11,17%
-13,94%
-12,38%
-9,21%
BGOV ITALIA BTP
-6%
7,90%
-11,85%
1,17%
-3,32%
-1,94%
-4,91%
5,05%
BGOV GERM BUND
-57% -73% -5,40%
-7,05%
-2,98%
-2,96%
-0,03%
-2,16%
1,83%
BGOV UK GILT

36% -8,76%
-13,69%
-1,66%
-1,25%
1,49%
0,42%
6,02%
BGOV USA Treasury


4,42%
6,43% * 0,18%
0,44% * 4,69% * 4,45% * 9,04% *
BGOV Emerg Mrkt Loc
-7%
-10,69%
-22,22%
-2,64%
-12,77%
-16,49%
-16,09%
-13,84%
BOND Corp Europa
-11%
-10,52%
-15,42%
-4,58%
-8,46%
-8,92%
-9,20%
-6,56%
BOND Corp Usa -43% -10%
-12,52% * -22,35%
-6,97% * -18,23%
-15,89%
-14,45%
-5,67%
BOND Corp Emerg -57% -8%
-8,57%
-36,09% * -6,34%
-27,13% * -27,00% * -26,57% * -22,05% *
BOND High Yeld GL


8,26% * -13,28%
3,67% * -1,17%
-6,61%
-0,59%
-3,97%
DISCLAIMER Weekly reports are a representative analysis and study of the most recent market situations. Those are not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


MARKET ALLOCATION al 16/3/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET ALLOCATION
VOLATILITY MAX RANGE % PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) -17% -7%
-33,08% * -48,19% * -25,89% * -38,05% * -36,23%
-30,00% * -26,39%
CAC 40 (FRANCIA) -14% -6%
-19,88%
-38,68%
-20,76%
-32,36%
-32,73%
-27,54%
-23,61%
DAX (GERMANIA) -14% -6%
-19,33%
-39,06%
-20,81%
-32,86%
-32,77%
-26,37%
-21,46%
FTSE 100 (INGHILTERRA) -13% -6%
-17,57%
-33,73%
-18,56%
-28,94%
-30,95%
-28,28%
-26,73% *
Dow Jones Ind Av (USA)
-8%
-16,49%
-31,41%
-15,62%
-26,33%
-26,06%
-21,47%
-16,92%
Nasdaq 100 (USA)
-11%
-14,19%
-28,37%
-12,24%
-22,37%
-18,43%
-7,66%
0,84% *
Nikkei 225 (GIAPPONE) -13% -7%
-17,41%
-33,23%
-19,13%
-28,69%
-29,84%
-23,34%
-21,69%
Hang Seng (HONG KONG)
-9%
-12,40%
-21,04%
-13,67%
-17,41%
-21,00%
-16,49%
-21,53%
Shanghai Comp (CINA)
-20% -55% -7,15%
-9,21% * -7,57%
-7,29% * -9,13% * -6,83% * -5,69%
BSE Sensex (INDIA) -13% -11%
-21,75%
-31,22%
-20,59%
-28,55%
-29,09%
-20,67%
-22,03%
RTSI (RUSSIA) -16% -6%
-31,62%
-44,39%
-22,72%
-36,84%
-39,95% * -29,08%
-18,86%
Ibovespa (BRASILE)
-3%
4,04% * -20,05%
0,00% * -11,95%
-18,45%
-9,81%
-7,81%
EUR/USD (CAMBIO)


-3,88%
6,47% * -1,41%
2,51% * -0,28% * 1,17% * -0,66%
Gold (ORO)

-45% -12,24%
-12,25%
-8,46%
-7,23%
-2,74%
0,50%
16,38% *
Crude Oil WTI (PETROLIO) -100% -32%
-27,65% * -60,43% * -26,09% * -42,28% * -48,45% * -43,84% * -47,70% *
Natural Gas


21,02% * -22,46%
5,28% * -6,31%
-16,00%
-28,56%
-36,42%
Agricoltura
-68% -73% -10,61%
-14,18%
-6,92%
-3,59%
-1,77%
0,24%
3,44%
BGOV ITALIA BTP
-17% -64% -5,66%
-7,67%
-4,65%
-6,27%
-3,41%
-5,50%
4,19%
BGOV GERM BUND


-2,74% * 4,51%
-0,89%
1,34%
3,19%
0,48%
5,25%
BGOV UK GILT


-6,61%
9,76% * -0,82% * 1,90%
4,77% * 2,33%
9,93% *
BGOV USA Treasury


-4,82%
7,76%
-2,02%
2,18% * 4,49%
4,29% * 9,46%
BGOV Emerg Mrkt Loc
-14%
-8,64%
-17,73%
-8,90%
-14,68%
-16,79%
-14,02%
-10,68%
BOND Corp Europa
-17%
-3,74%
-5,67%
-4,22%
-5,45%
-4,79%
-3,96%
-1,79%
BOND Corp Usa
-24% -64% -13,32% * -15,50%
-11,68%
-14,20%
-9,63%
-7,73%
1,74%
BOND Corp Emerg
-15%
-12,43%
-28,19% * -12,37% * -24,98% * -21,84% * -21,74% * -16,66% *
BOND High Yeld GL
-12%
-3,03%
-14,63%
-2,39%
-10,41%
-10,90%
-3,25%
-7,63%
DISCLAIMER Weekly reports are a representative analysis and study of the most recent market situations. Those are not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


MARKET ALLOCATION al 9/3/2020



Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.



MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE% VOLATILITY %

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
W1
M1
FTSE MIB (ITALIA) -18% -11%
-4,95% * -16,94%
-12,30%
-5,37%
0,13%
-8,42%
-23,56%
CAC 40 (FRANCIA) -15% -8%
-2,14%
-15,65%
-14,63%
-7,95%
-2,51%
-7,65%
-19,42%
DAX (GERMANIA) -16% -9%
-2,36%
-16,61%
-12,75%
-5,27%
-0,05%
-7,21%
-20,51%
FTSE 100 (INGHILTERRA) -11% -7%
-0,44%
-13,13%
-14,83%
-11,30% * -9,75% * -6,61%
-17,36%
Dow Jones Ind Av (USA)
-8%
2,21%
-13,85%
-11,49%
-5,17%
-0,50%
7,37%
-19,67%
Nasdaq 100 (USA)

-45% 2,29%
-13,18%
-4,97%
6,62% * 18,82% * 8,18% * -19,70%
Nikkei 225 (GIAPPONE) -12% -8% -45% -1,45%
-12,67%
-12,86%
-0,84%
-3,68%
-5,36%
-15,98%
Hang Seng (HONG KONG)
-8%
0,36%
-5,82%
-8,25%
-0,76%
-9,34%
2,95%
-7,95%
Shanghai Comp (CINA)
22% 55% 5,24% * 4,48% * -1,47% * 1,91%
-1,48%
6,03%
7,83% *
BSE Sensex (INDIA) -11% -10%
-3,16%
-10,13%
-10,49%
1,28%
1,15%
-5,60%
-12,69%
RTSI (RUSSIA) -18% -8%
-3,22%
-18,96% * -20,29% * -7,04%
5,18%
-10,50% * -25,79% *
Ibovespa (BRASILE)


2,88%
-14,64%
-18,45%
-7,27%
-4,03%
7,22%
-23,04%
EUR/USD (CAMBIO)
33% 64% 2,39%
3,56%
0,79%
1,78%
0,86%
2,34%
5,36%
Gold (ORO)
19%
5,08%
4,28% * 7,38% * 8,50% * 28,26% * 7,36%
8,22%
Crude Oil WTI (PETROLIO) -100% -17% -45% -6,41% * -20,03% * -32,84% * -26,38%
-26,81%
-18,54% * -33,08% *
Natural Gas


3,83%
-5,01%
-18,14%
-28,59% * -39,35% * 10,01% * -23,19%
Agricoltura
32% 73% 8,90% * 3,28%
5,95%
5,51%
8,92%
2,72%
11,86% *
BGOV ITALIA BTP


0,22%
-1,54%
1,44%
-1,25%
9,89%
1,95%
-2,44%
BGOV GERM BUND
16%
0,93%
2,69%
3,95%
0,92%
6,49%
1,55%
3,48%
BGOV UK GILT


1,25%
3,47%
4,80%
3,61%
10,67%
3,81% * 6,54% *
BGOV USA Treasury
16%
2,32% * 5,03% * 6,56% * 5,11% * 11,89%
3,32%
6,26%
BGOV Emerg Mrkt Loc
-20%
-1,65%
-7,27%
-7,84%
-5,01%
-1,82%
-5,14% * -8,68%
BOND Corp Europa

-45% 0,16%
-1,11%
-0,91%
-1,14%
2,96%
1,03%
-1,61%
BOND Corp Usa


-0,47%
-2,22%
2,76%
1,87%
14,59% * -2,54%
-3,72%
BOND Corp Emerg -100% -28% -64% -11,23% * -14,03% * -9,93% * -10,60% * -4,93%
-4,43%
-17,61% *
BOND High Yeld GL
-20%
-2,33%
-7,71%
-8,47%
0,90%
-5,37% * -4,78%
-11,94%
DISCLAIMER Our analysis and weekly reports are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com



© mAT Research (RIPRODUZIONE RISERVATA)




TREND ALLOCATION al 2/3/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) -11% -11% -73% -12,05%
-10,97%
-8,57%
2,09%
6,24%
CAC 40 (FRANCIA) -12% -9% -73% -12,77%
-12,84%
-13,24%
-3,98%
0,48%
DAX (GERMANIA) -12% -9% -73% -13,16%
-12,92%
-11,93%
-1,02%
2,70%
FTSE 100 (INGHILTERRA) -12% -9% -45% -12,35%
-13,18%
-15,25%
-10,02% * -8,25%
Dow Jones Ind Av (USA) -14% -10% -64% -14,58%
-15,06%
-13,73%
-6,14%
-4,77%
Nasdaq 100 (USA)

-73% -13,53%
-13,26%
-7,04%
6,42% * 14,85% *
Nikkei 225 (GIAPPONE) -11% -9% -45% -10,53%
-11,97%
-12,26%
1,37%
-2,10%
Hang Seng (HONG KONG)
-7% -45% -4,68% * -4,54%
-7,18%
1,77%
-9,04%
Shanghai Comp (CINA)
-5% -55% -4,69%
1,40% * -4,16% * 0,15%
-1,76%
BSE Sensex (INDIA)
-8% -64% -7,08%
-6,95%
-7,38%
3,77%
6,67%
RTSI (RUSSIA) -14% -8% -64% -15,55% * -15,04%
-16,56%
-0,40%
8,35%
Ibovespa (BRASILE) -14% -16%
-14,41%
-16,05% * -21,08% * -8,50%
-9,72% *
EUR/USD (CAMBIO)


1,55% * 0,08% * -1,31%
-0,11%
-1,65%
Gold (ORO)


-3,55%
0,00%
3,43% * 2,49% * 19,01% *
Crude Oil WTI (PETROLIO) -54% -31%
-16,55% * -12,44% * -28,38% * -19,64%
-22,29%
Natural Gas -46% -27%
-14,29%
-10,85%
-24,18%
-27,20% * -41,07% *
Agricoltura
-41% -73% -6,03%
-3,65%
-6,79%
2,08%
-3,65%
BGOV ITALIA BTP


-1,92%
-1,43%
2,59%
-1,06%
10,52%
BGOV GERM BUND
8%
1,32%
1,83%
2,86%
-0,97%
5,78%
BGOV UK GILT
10%
1,48%
1,76%
4,41%
0,49%
10,23%
BGOV USA Treasury
9%
1,92% * 2,73% * 4,47% * 2,18% * 9,57%
BGOV Emerg Mrkt Loc
-14% -73% -4,78%
-4,36% * -5,73% * -1,83%
-0,52% *
BOND Corp Europa
-37% -100% -1,44%
-1,14%
-0,83%
-1,76%
2,87%
BOND Corp Usa


-2,40%
-0,37%
3,45%
1,73%
16,03% *
BOND Corp Emerg


-3,57%
-1,76%
1,62%
0,91%
8,01%
BOND High Yeld GL
-22% -73% -4,89% * -3,97%
-2,24%
-3,21% * 0,43%















Stocks Return/Risk 6,6 6,7










Expected Return 67,54% 58,73%










Volatility/Risk 10,25% 8,78%










Commodity Return/Risk 4,1 4,4










Expected Return 68,01% 49,97%










Volatility/Risk 16,39% 11,37%










Bond/Liquidity Return/Risk nd 6,2










Expected Return
12,85%










Volatility/Risk
2,08%










This is a comparative assessment based on estimated average values























DISCLAIMER Our analysis and weekly reports have their own degree of reliability but are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


TREND ALLOCATION al 24/2/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) 29% 20%
-0,65%
6,30% * 3,50%
18,79%
22,39%
CAC 40 (FRANCIA) 11% 26%
-1,19%
3,38%
0,47%
11,47%
15,72%
DAX (GERMANIA) 12% 20%
-1,66%
4,06%
2,26%
15,24%
18,51%
FTSE 100 (INGHILTERRA)


-0,45%
1,31%
-2,56%
3,76% * 3,20%
Dow Jones Ind Av (USA)


-1,33%
2,57%
1,57%
10,70%
11,88%
Nasdaq 100 (USA) 16%

-1,84%
4,96%
8,66% * 22,97% * 34,34% *
Nikkei 225 (GIAPPONE)


-0,95%
1,03%
-1,55%
13,57%
9,66%
Hang Seng (HONG KONG)


-1,56%
3,69%
-1,72%
4,95%
-3,88% *
Shanghai Comp (CINA) 32% 34% 55% 4,16% * 2,19%
0,60%
5,32%
10,02%
BSE Sensex (INDIA)


-0,12%
1,14%
-1,21%
13,03%
15,20%
RTSI (RUSSIA)


-0,84%
-0,11%
-0,24%
18,75%
27,94%
Ibovespa (BRASILE)

-45% -3,06% * -1,71% * -6,72% * 5,97%
5,25%
EUR/USD (CAMBIO) -10% -30%
-0,41% * -2,11% * -2,55%
-2,66%
-3,13%
Gold (ORO) 24%

2,89%
3,29%
9,60% * 7,57%
22,25% *
Crude Oil WTI (PETROLIO) 21%

2,40%
3,10%
-12,44%
-5,02%
-7,24%
Natural Gas 26%
-36% 3,79% * 2,87%
-18,25% * -13,34% * -29,39% *
Agricoltura 19% 70%
0,55%
4,29% * 0,00%
8,31% * 0,27%
BGOV ITALIA BTP


0,17%
0,39%
3,65%
3,25%
13,06%
BGOV GERM BUND


0,43%
0,20%
1,59%
-1,71% * 4,03% *
BGOV UK GILT


0,71%
0,00% * 2,97%
0,00%
7,72%
BGOV USA Treasury


0,72% * 0,38%
2,90%
0,91%
7,34%
BGOV Emerg Mrkt Loc


-0,98% * 1,64%
-0,93% * 2,34%
4,46%
BOND Corp Europa


0,17%
0,32%
0,57%
-0,27%
4,54%
BOND Corp Usa 40% 44%
0,66%
3,11%
6,21% * 4,98%
18,73% *
BOND Corp Emerg 40% 56%
0,42%
3,32% * 5,31%
5,40% * 11,93%
BOND High Yeld GL 20%

-0,29%
2,19%
2,49%
2,46%
5,77%















Stocks Return/Risk 4,0 5,1










Expected Return 11,74% 10,86%










Volatility/Risk 2,93% 2,13%










Commodity Return/Risk -18,1 7,3










Expected Return 13,86% 10,34%










Volatility/Risk -0,77% 1,42%










Bond/Liquidity Return/Risk 2,9 3,0










Expected Return 8,47% 9,40%










Volatility/Risk 2,93% 3,11%










This is a comparative assessment based on estimated average values























DISCLAIMER Our analysis and weekly reports have their own degree of reliability but are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


TREND ALLOCATION al 17/2/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) 27% 54%
1,89%
4,12%
6,70%
24,56%
25,33%
CAC 40 (FRANCIA) 9%

1,12%
0,84%
2,71%
15,92%
19,84%
DAX (GERMANIA) 16% 46%
1,96%
1,61%
3,57%
19,80%
23,92%
FTSE 100 (INGHILTERRA)

-36% -0,50%
-1,38%
2,50%
4,10%
3,07%
Dow Jones Ind Av (USA) 10%

0,78%
1,53%
4,48%
14,74%
15,71%
Nasdaq 100 (USA) 33%

2,20% * 5,29% * 13,52% * 28,11% * 37,50% *
Nikkei 225 (GIAPPONE) -6%

-0,66% * -0,65%
-0,72%
14,68%
11,85%
Hang Seng (HONG KONG)


1,73%
-0,28%
1,06%
9,91%
-2,05% *
Shanghai Comp (CINA)


2,14%
-1,89%
-1,24% * 3,27% * 7,09%
BSE Sensex (INDIA)


0,27%
-0,22%
1,10%
11,30%
15,04%
RTSI (RUSSIA)


1,46%
-4,32%
2,09%
21,69%
32,66%
Ibovespa (BRASILE)


1,18%
-4,94% * -0,56%
8,40%
9,55%
EUR/USD (CAMBIO) -18% -52%
-1,04%
-1,74%
-2,56%
-2,77%
-2,66%
Gold (ORO) 14%

0,77%
1,30% * 7,49% * 4,72%
20,75% *
Crude Oil WTI (PETROLIO) -15%

2,48% * -4,73% * -13,41%
-4,91%
-3,37%
Natural Gas -44%

-2,55% * -4,11%
-20,28% * -15,40% * -30,04% *
Agricoltura 9% 48%
1,97%
-0,55%
1,40%
6,45% * -1,09%
BGOV ITALIA BTP 17% 22%
0,33%
2,53%
2,80%
4,69%
12,60%
BGOV GERM BUND

55% 0,08%
0,67%
1,09%
-2,28% * 3,46% *
BGOV UK GILT


-0,42% * -0,42% * 3,29%
-0,35%
6,24%
BGOV USA Treasury


0,08%
0,65%
1,77%
0,04%
6,40%
BGOV Emerg Mrkt Loc 13% 27%
1,43%
0,66%
0,97%
3,84%
6,30%
BOND Corp Europa


0,13%
0,43%
0,43% * -0,38%
4,46%
BOND Corp Usa 27% 16%
1,41%
3,00% * 6,40% * 6,07% * 17,15% *
BOND Corp Emerg 24% 18%
1,44% * 2,58%
6,05%
5,94%
11,34%
BOND High Yeld GL 20% 17%
1,26%
2,00%
3,51%
4,22%
6,31%















Stocks Return/Risk 2,6 3,0










Expected Return 12,79% 12,21%










Volatility/Risk 5,01% 4,12%










Commodity Return/Risk 1,5 3,3










Expected Return 10,45% 5,31%










Volatility/Risk 7,14% 1,60%










Bond/Liquidity Return/Risk 3,2 3,4










Expected Return 8,83% 7,93%










Volatility/Risk 2,73% 2,30%










This is a comparative assessment based on estimated average values























DISCLAIMER Our analysis and weekly reports have their own degree of reliability but are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


TREND ALLOCATION al 10/2/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) 18% 19%
5,02% * 1,50%
6,24%
18,32%
25,12%
CAC 40 (FRANCIA) 7% 16%
3,46%
-1,09%
3,25%
13,08%
20,35%
DAX (GERMANIA) 10% 18%
3,78%
-0,25%
3,13%
15,23%
22,16%
FTSE 100 (INGHILTERRA)

45% 2,28%
-2,22%
4,25%
3,47%
4,90%
Dow Jones Ind Av (USA) 7%

3,15%
-0,80%
4,37%
11,59%
16,23%
Nasdaq 100 (USA) 21% 12%
4,63%
2,83% * 12,09% * 23,76% * 36,80% *
Nikkei 225 (GIAPPONE) 5%

2,68%
-1,06%
1,80%
16,11%
14,97%
Hang Seng (HONG KONG)

45% 3,53%
-5,51%
3,48%
4,71%
-2,24% *
Shanghai Comp (CINA) -32% -35% -64% -3,94% * -7,45% * -1,93% * 2,03% * 9,58%
BSE Sensex (INDIA)


0,99%
-1,86%
1,82%
12,05%
11,31%
RTSI (RUSSIA)


-0,71%
-6,73%
5,22%
15,98%
25,83%
Ibovespa (BRASILE)

-45% 0,21%
-4,19%
0,55%
3,53%
8,74%
EUR/USD (CAMBIO) -8% -53%
-0,68%
-1,30%
-0,89%
-2,14%
-1,71%
Gold (ORO) 2%

-0,38%
0,94% * 6,88% * 4,15% * 19,71% *
Crude Oil WTI (PETROLIO) -65% -47%
-1,75% * -14,04% * -13,19%
-3,58%
-3,30%
Natural Gas -25%

1,71%
-7,71%
-20,87% * -11,73% * -27,70% *
Agricoltura

45% 1,71% * -1,93%
0,85%
3,49%
-4,30%
BGOV ITALIA BTP 18% 27%
-0,11%
2,91%
2,77%
3,64%
13,30%
BGOV GERM BUND 5%

-0,31%
1,16%
0,53%
-1,67% * 3,53%
BGOV UK GILT 5%

-0,28%
1,00%
2,83%
0,71%
7,34%
BGOV USA Treasury 7%

-0,41% * 1,46%
1,58%
1,15%
6,41%
BGOV Emerg Mrkt Loc


1,19%
0,09% * 0,28% * 2,24%
3,15% *
BOND Corp Europa 4%

0,02%
0,66%
0,54%
-0,15%
4,45%
BOND Corp Usa 27% 24%
1,01%
3,23% * 3,21% * 6,14% * 16,20% *
BOND Corp Emerg 22% 27%
1,43% * 1,98%
1,75%
4,68%
10,37%
BOND High Yeld GL 13% 21%
1,21%
0,89%
2,39%
3,11%
5,51%


TREND ALLOCATION al 3/2/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA)


-2,69%
-3,16%
0,00%
9,14%
18,76%
CAC 40 (FRANCIA)


-3,62%
-3,80%
-1,47% * 5,38%
17,02%
DAX (GERMANIA)


-3,98%
-3,78%
-1,45%
6,88%
17,40%
FTSE 100 (INGHILTERRA) -35% -51% -55% -3,10%
-4,09%
-0,97%
-3,97%
4,81%
Dow Jones Ind Av (USA)

-36% -2,34%
-2,15%
0,45%
5,43%
13,39%
Nasdaq 100 (USA)


-1,54%
0,11% * 6,66% * 15,26% * 31,06% *
Nikkei 225 (GIAPPONE)

36% -2,60%
-2,61%
-0,57%
7,75%
11,88%
Hang Seng (HONG KONG) -65% -49% -45% -5,33%
-7,75% * -0,05%
-5,08% * -5,32% *
Shanghai Comp (CINA)


0,00% * -4,09%
3,39%
0,99%
14,92%
BSE Sensex (INDIA)


-1,46%
-1,87%
0,02%
9,54%
13,80%
RTSI (RUSSIA)


-5,01%
-4,83%
6,24%
12,15%
25,29%
Ibovespa (BRASILE)


-6,25% * -5,77%
3,93%
-0,20%
3,89%
EUR/USD (CAMBIO)


-0,03%
-0,62%
0,32%
-0,50%
-1,13%
Gold (ORO)


0,91% * 1,50% * 7,60% * 11,25% * 19,35% *
Crude Oil WTI (PETROLIO) -41% -26%
-5,38% * -13,39%
-7,34%
-11,81%
-4,92%
Natural Gas -40% -17%
-3,26%
-15,25% * -20,28% * -14,81% * -35,33% *
Agricoltura -19% -58% -45% -4,11%
-4,63%
0,29%
-1,13%
-4,63%
BGOV ITALIA BTP
20% 36% 2,31% * 2,66%
2,10% * 4,20%
10,87%
BGOV GERM BUND
19% 64% 0,90%
1,62%
0,40%
-0,16%
3,96%
BGOV UK GILT
13%
0,28%
2,82% * 1,93%
2,97%
7,72%
BGOV USA Treasury
13%
0,99%
1,88%
1,53%
3,23%
6,63%
BGOV Emerg Mrkt Loc
-23% -45% -1,93% * -4,04% * -0,76% * -1,10% * 3,13% *
BOND Corp Europa


0,28%
0,37%
0,41%
-0,09%
4,97%
BOND Corp Usa
11% 45% 0,56%
2,15%
1,38%
5,89% * 16,85% *
BOND Corp Emerg


-0,30%
0,84%
-0,47%
2,84%
10,32%
BOND High Yeld GL


-0,48%
-0,30%
0,87%
0,90%
5,46%















Stocks Return/Risk 6,9 7,0










Expected Return 27,46% 25,12%










Volatility/Risk 3,98% 3,61%










Commodity Return/Risk 3,7 4,8










Expected Return 41,90% 32,38%










Volatility/Risk 11,47% 6,81%










Bond/Liquidity Return/Risk nd 5,5










Expected Return
9,86%










Volatility/Risk
1,81%










This is a comparative assessment based on estimated average values























DISCLAIMER Our analysis and weekly reports have their own degree of reliability but are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


TREND ALLOCATION al 27/1/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA) 5%
36% -0,68%
1,41%
2,55%
9,58%
23,08%
CAC 40 (FRANCIA)


-0,82%
0,37%
2,23% * 8,04%
24,51%
DAX (GERMANIA) 19%

0,10%
2,97%
2,97%
9,34%
22,46%
FTSE 100 (INGHILTERRA) -12%

-1,34%
-0,57%
3,72%
0,28%
10,37%
Dow Jones Ind Av (USA)


-1,52%
1,20%
3,85%
6,34%
18,10%
Nasdaq 100 (USA) 24%

-0,19%
3,96% * 10,60% * 13,96%
36,73% *
Nikkei 225 (GIAPPONE) -4%

-1,07%
0,43%
3,16%
10,04%
16,07%
Hang Seng (HONG KONG)


-3,60%
-2,30%
4,86%
-1,99% * 3,29% *
Shanghai Comp (CINA)


-3,65% * -3,88% * 2,83%
1,06%
15,01%
BSE Sensex (INDIA) -10%

-1,37%
-0,18%
2,48%
9,51%
14,67%
RTSI (RUSSIA) 11%

-1,10%
2,79%
10,04%
18,97% * 35,38%
Ibovespa (BRASILE) 16%

1,99% * 0,51%
10,46%
5,32%
14,27%
EUR/USD (CAMBIO) -4% -47%
-0,60%
-0,94%
0,05%
-0,83%
-0,97%
Gold (ORO) 5%

0,41%
1,66% * 5,80% * 10,06% * 21,97% *
Crude Oil WTI (PETROLIO) -49% -53% -45% -7,53% * -11,85% * -6,31%
-3,27%
3,40%
Natural Gas -42%

-6,21%
-10,12%
-30,89% * -13,53% * -37,32% *
Agricoltura

-36% 0,55% * -0,27%
3,99%
2,24%
-1,62%
BGOV ITALIA BTP


0,70%
0,48%
-0,66% * 1,92%
9,73%
BGOV GERM BUND


0,57%
0,55%
-0,27%
-0,78% * 3,29% *
BGOV UK GILT 23% 22% 36% 1,00%
1,72%
3,05% * 2,60%
8,24%
BGOV USA Treasury 14% 28%
0,88%
0,81%
0,50%
2,30%
6,06%
BGOV Emerg Mrkt Loc


0,87%
-1,26% * 0,75%
0,38%
5,93%
BOND Corp Europa


0,35%
-0,23%
0,50%
-0,46%
5,24%
BOND Corp Usa 31% 23% 45% 1,64% * 2,02%
2,01%
5,18% * 16,02% *
BOND Corp Emerg 25% 27%
0,85%
2,13% * 0,47%
3,02%
10,39%
BOND High Yeld GL 6%

0,16% * 0,59%
2,47%
1,07%
6,25%















Stocks Return/Risk 2,0











Expected Return 6,26%











Volatility/Risk 3,05%











Commodity Return/Risk 3,9 6,7










Expected Return 41,26% 27,45%










Volatility/Risk 10,61% 4,11%










Bond/Liquidity Return/Risk 4,0 4,2










Expected Return 7,00% 6,77%










Volatility/Risk 1,73% 1,60%










This is a comparative assessment based on estimated average values























DISCLAIMER Our analysis and weekly reports have their own degree of reliability but are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


TREND ALLOCATION al 20/1/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA)

45% 0,19%
1,17%
2,34% * 9,51%
24,32%
CAC 40 (FRANCIA)


0,63%
0,64%
2,68%
9,63%
27,11%
DAX (GERMANIA)

45% 0,10%
1,40%
2,46%
10,88%
24,72%
FTSE 100 (INGHILTERRA)


0,33%
-0,17%
5,06%
1,70%
11,92%
Dow Jones Ind Av (USA) 16%

1,74%
2,38%
5,19%
8,21%
21,59%
Nasdaq 100 (USA) 23%

1,87% * 4,22%
10,08%
16,50%
37,39%
Nikkei 225 (GIAPPONE)


1,06%
0,74%
3,86%
14,39%
18,05%
Hang Seng (HONG KONG) 15%

1,08%
2,90%
9,56%
1,54% * 7,90% *
Shanghai Comp (CINA)


-0,46%
2,12%
6,09%
5,72%
19,92%
BSE Sensex (INDIA) 9%

0,97%
1,42%
3,83%
7,69%
15,70%
RTSI (RUSSIA) 25%

1,31%
5,29% * 12,49% * 19,72% * 40,64% *
Ibovespa (BRASILE) -13%

-1,45% * -1,88% * 9,36%
1,90%
14,57%
EUR/USD (CAMBIO)

-36% 0,00%
-0,09%
0,64%
-1,07%
-0,46%
Gold (ORO) 14%

0,17% * 2,47% * 5,91% * 9,43% * 20,27% *
Crude Oil WTI (PETROLIO)


-1,00%
-4,85%
3,24%
6,43%
14,30%
Natural Gas -74% -100%
-6,59% * -7,84% * -23,40% * -11,87% * -37,61% *
Agricoltura -13%

-1,09%
-1,36%
2,83%
2,54%
-0,55%
BGOV ITALIA BTP


-0,35%
1,14%
-0,70%
0,99%
8,80%
BGOV GERM BUND


0,14%
-0,15%
-0,99% * -0,97% * 2,87% *
BGOV UK GILT 100% 57% 36% 1,52% * 1,59% * 1,15%
2,03%
7,58%
BGOV USA Treasury


0,00%
0,23%
0,00%
1,32%
5,30%
BGOV Emerg Mrkt Loc


-2,98% * -1,52% * -0,39%
0,43%
5,50%
BOND Corp Europa


-0,26%
-0,34%
-0,11%
-0,04%
5,21%
BOND Corp Usa


-0,05%
0,58%
0,37%
4,91% * 15,47% *
BOND Corp Emerg
43%
0,29%
1,43%
-0,47%
3,33%
10,47%
BOND High Yeld GL


0,02%
0,91%
1,99% * 2,10%
6,35%















Stocks Return/Risk 2,2











Expected Return 12,28%











Volatility/Risk 5,68%











Commodity Return/Risk 2,7 2,6










Expected Return 28,35% 36,10%










Volatility/Risk 10,44% 13,71%










Bond/Liquidity Return/Risk 8,7 8,0










Expected Return 7,77% 6,27%










Volatility/Risk 0,89% 0,79%










This is a comparative assessment based on estimated average values























DISCLAIMER Our analysis and weekly reports have their own degree of reliability but are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


TREND ALLOCATION al 13/1/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA)


1,91%
0,54%
2,62%
8,32%
32,03%
CAC 40 (FRANCIA)


0,56%
1,03%
2,84%
8,64%
30,83%
DAX (GERMANIA) 20% 100%
2,76% * 2,13%
2,18%
9,56%
29,65%
FTSE 100 (INGHILTERRA)


0,45%
0,27%
3,21%
1,11%
13,46% *
Dow Jones Ind Av (USA)


1,01%
1,21%
4,39%
6,96%
27,17%
Nasdaq 100 (USA) 24%

2,25%
3,41%
9,35%
13,70%
45,81%
Nikkei 225 (GIAPPONE)


0,44%
0,06%
1,92% * 10,35%
19,40%
Hang Seng (HONG KONG) 13%

0,27%
2,75%
3,34%
0,55% * 14,49%
Shanghai Comp (CINA) 12%

0,22%
2,64%
4,00%
5,97%
25,47%
BSE Sensex (INDIA)

36% 0,24%
-0,45% * 2,94%
7,29%
16,83%
RTSI (RUSSIA) 31%

2,59%
4,94% * 9,37% * 14,55% * 49,87% *
Ibovespa (BRASILE)


-0,01% * 0,71%
7,65%
2,89%
21,62%
EUR/USD (CAMBIO)

36% -0,35%
0,18%
0,63%
-1,41%
-0,48%
Gold (ORO) 61% 100%
1,07%
4,54% * 6,15% * 10,05% * 20,25%
Crude Oil WTI (PETROLIO)


-3,70% * -1,95%
5,54%
-2,13%
29,70% *
Natural Gas -39%

2,59% * -6,23% * -22,40% * -10,66% * -28,52% *
Agricoltura


0,27%
0,55%
3,38%
1,94%
1,94%
BGOV ITALIA BTP


0,13%
0,57%
-0,58% * 2,26%
10,04%
BGOV GERM BUND


-0,16%
-0,23% * -0,42%
-0,45% * 2,55% *
BGOV UK GILT

36% -0,79% * 0,14%
-0,14%
1,39%
5,41%
BGOV USA Treasury

36% -0,08%
0,62%
0,62%
1,72%
4,75%
BGOV Emerg Mrkt Loc
33%
0,90%
1,58% * 1,82%
4,36%
8,32%
BOND Corp Europa


-0,32%
-0,13%
0,19%
0,57%
5,07%
BOND Corp Usa
67% 55% 0,44%
0,84%
1,14%
5,36% * 16,26% *
BOND Corp Emerg


0,98% * 1,07%
-0,45%
3,30%
11,87%
BOND High Yeld GL


0,40%
0,60%
1,84% * 1,92%
9,85%















Stocks Return/Risk 2,0 3,6










Expected Return 13,55% 12,24%










Volatility/Risk 6,66% 3,41%










Commodity Return/Risk 2,4 3,3










Expected Return 12,08% 14,02%










Volatility/Risk 5,02% 4,19%










Bond/Liquidity Return/Risk nd 3,9










Expected Return
4,17%










Volatility/Risk
1,06%










This is a comparative assessment based on estimated average values























DISCLAIMER Our analysis and weekly reports have their own degree of reliability but are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)


TREND ALLOCATION al 6/1/2020
Il presente Report č uno studio esemplificativo e non costituisce servizio di consulenza di investimento.
MARKET OPTIMAL TREND ALLOCATION
PERFORMANCE%

Trend Stability Risk Return Timing Power% W1
M1
M3
M6
Y1
FTSE MIB (ITALIA)


-0,91%
1,05%
3,50%
7,23%
29,55%
CAC 40 (FRANCIA)

45% -0,55%
1,48%
4,44%
6,80%
30,10%
DAX (GERMANIA) -8%

-1,43% * -1,02% * 1,74% * 4,00%
26,16%
FTSE 100 (INGHILTERRA) 12% 39% 45% -0,94%
4,53%
4,18%
-0,66%
12,95% *
Dow Jones Ind Av (USA)


-0,38%
1,68%
5,00%
6,22%
25,89%
Nasdaq 100 (USA) 12%
45% 0,06%
3,71%
7,93%
12,08% * 42,61%
Nikkei 225 (GIAPPONE)


-0,76%
-0,50%
4,19%
9,16%
18,88%
Hang Seng (HONG KONG) 17%

1,53%
3,73%
6,07%
-1,21% * 14,18%
Shanghai Comp (CINA) 23% 61%
2,36% * 4,72% * 5,39%
2,76%
25,19%
BSE Sensex (INDIA)


0,20%
1,50%
3,33%
3,74%
16,56%
RTSI (RUSSIA) 17%

1,30%
3,80%
9,43% * 11,05%
46,08% *
Ibovespa (BRASILE) 12%

-0,44%
4,08%
5,75%
7,05%
21,63%
EUR/USD (CAMBIO)

45% 0,26%
0,11%
-0,04%
-1,41%
-0,13%
Gold (ORO) 28% 58%
1,21% * 4,38% * 1,65%
7,93% * 18,98%
Crude Oil WTI (PETROLIO) 15%

-0,20%
3,10%
13,02% * 7,74%
34,68% *
Natural Gas -57% -42%
-3,83% * -7,50% * -19,10% * -8,23% * -27,99% *
Agricoltura


-0,54%
2,23%
4,27%
1,10%
1,67%
BGOV ITALIA BTP


1,36% * -0,22% * -2,56% * 1,92%
9,89%
BGOV GERM BUND


-0,13% * -0,13%
-1,26%
-1,29% * 2,72% *
BGOV UK GILT

36% 0,87%
1,97% * -1,20%
0,65%
6,25%
BGOV USA Treasury


0,31%
0,31%
-0,42%
0,89%
4,83%
BGOV Emerg Mrkt Loc
45%
0,60%
1,59%
1,41%
0,42%
7,35%
BOND Corp Europa

73% 0,24%
0,23%
0,10%
-0,05%
5,40%
BOND Corp Usa


0,20%
1,25%
0,64%
3,85% * 15,76% *
BOND Corp Emerg


0,16%
1,23%
-0,75%
2,33%
10,79%
BOND High Yeld GL
55%
0,48%
0,89%
2,32% * 1,35%
9,42%















Stocks Return/Risk 2,4 3,5










Expected Return 12,16% 14,30%










Volatility/Risk 5,15% 4,10%










Commodity Return/Risk 2,4 2,8










Expected Return 21,19% 20,04%










Volatility/Risk 8,85% 7,11%










Bond/Liquidity Return/Risk nd 3,5










Expected Return
4,36%










Volatility/Risk
1,23%










This is a comparative assessment based on estimated average values























DISCLAIMER Our analysis and weekly reports have their own degree of reliability but are a representative study of the most recent market situations. This is not a consulting activity. This is not an exhortation for investments by the public of savers. All rights reserved ©TrendinTime.com
© mAT Research (RIPRODUZIONE RISERVATA)
BORSA ITALIAN
Torna su
all rights reserved  2010 © TrendinTime.com Contatti