run test - philosophy of each fund
HanaT
runtest.xlsxRun
| Date | S&P | S&P_High shehana talal: This column and the one to the right are used for the runs test of S&P. | S&P_NewRun | Runs Test Results for S&P | ||||
| Dec 01, 2018 | 2704.100098 | 1 | 1 | |||||
| Oct 31, 2018 | 2506.850098 | 1 | 0 | Number of obs | 60.00 | |||
| Sep 30, 2018 | 2760.169922 | 1 | 0 | Number above cutoff | 25.00 | |||
| Aug 31, 2018 | 2711.73999 | 1 | 0 | Number below cutoff | 35.00 | |||
| Jul 31, 2018 | 2913.97998 | 1 | 0 | Number of runs | 2.00 | |||
| Jun 30, 2018 | 2901.52002 | 1 | 0 | |||||
| May 31, 2018 | 2816.290039 | 1 | 0 | E(R) | 30.167 | |||
| Apr 30, 2018 | 2718.370117 | 1 | 0 | Stdev(R) | 3.732 | |||
| Mar 31, 2018 | 2705.27002 | 1 | 0 | Z-value | -7.548 | |||
| Mar 01, 2018 | 2648.050049 | 1 | 0 | p-value (2-tailed) | 0.000 shehana talal: If this value is sufficiently small, say, less than .05, you can reject the null hypothesis of no randomness and conclude that the series does not alternate enough (too few runs) or alternates too much (too many runs) |
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shehana talal: This column and the one to the right are used for the runs test of S&P. | Feb 01, 2018 | 2640.870117 | 1 | 0 | ||||
| Jan 01, 2018 | 2713.830078 | 1 | 0 | |||||
| Dec 01, 2017 | 2823.810059 | 1 | 0 | |||||
| Oct 31, 2017 | 2673.610107 | 1 | 0 | |||||
| Sep 30, 2017 | 2584.840088 | 1 | 0 | |||||
| Aug 31, 2017 | 2575.26001 | 1 | 0 | |||||
| Jul 31, 2017 | 2519.360107 | 1 | 0 | |||||
| Jun 30, 2017 | 2471.649902 | 1 | 0 | |||||
| May 31, 2017 | 2470.300049 | 1 | 0 | |||||
| Apr 30, 2017 | 2423.409912 | 1 | 0 | |||||
| Mar 31, 2017 | 2411.800049 | 1 | 0 | |||||
| Mar 01, 2017 | 2384.199951 | 1 | 0 | |||||
| Feb 01, 2017 | 2362.719971 | 1 | 0 | |||||
| Jan 01, 2017 | 2363.639893 | 1 | 0 | |||||
| Dec 01, 2016 | 2278.870117 | 1 | 0 | |||||
| Oct 31, 2016 | 2238.830078 | 0 | 1 | |||||
| Sep 30, 2016 | 2198.810059 | 0 | 0 | |||||
| Aug 31, 2016 | 2126.149902 | 0 | 0 | |||||
| Jul 31, 2016 | 2168.27002 | 0 | 0 | |||||
| Jun 30, 2016 | 2170.949951 | 0 | 0 | |||||
| May 31, 2016 | 2173.600098 | 0 | 0 | |||||
| Apr 30, 2016 | 2098.860107 | 0 | 0 | |||||
| Mar 31, 2016 | 2096.949951 | 0 | 0 | |||||
| Mar 01, 2016 | 2065.300049 | 0 | 0 | |||||
| Feb 01, 2016 | 2059.73999 | 0 | 0 | |||||
| Jan 01, 2016 | 1932.22998 | 0 | 0 | |||||
| Dec 01, 2015 | 1940.23999 | 0 | 0 | |||||
| Oct 31, 2015 | 2043.939941 | 0 | 0 | |||||
| Sep 30, 2015 | 2080.409912 | 0 | 0 | |||||
| Aug 31, 2015 | 2079.360107 | 0 | 0 | |||||
| Jul 31, 2015 | 1920.030029 | 0 | 0 | |||||
| Jun 30, 2015 | 1972.180054 | 0 | 0 | |||||
| May 31, 2015 | 2103.840088 | 0 | 0 | |||||
| Apr 30, 2015 | 2063.110107 | 0 | 0 | |||||
| Mar 31, 2015 | 2107.389893 | 0 | 0 | |||||
| Mar 01, 2015 | 2085.51001 | 0 | 0 | |||||
| Feb 01, 2015 | 2067.889893 | 0 | 0 | |||||
| Jan 01, 2015 | 2104.5 | 0 | 0 | |||||
| Dec 01, 2014 | 1994.98999 | 0 | 0 | |||||
| Oct 31, 2014 | 2058.899902 | 0 | 0 | |||||
| Sep 30, 2014 | 2067.560059 | 0 | 0 | |||||
| Aug 31, 2014 | 2018.050049 | 0 | 0 | |||||
| Jul 31, 2014 | 1972.290039 | 0 | 0 | |||||
| Jun 30, 2014 | 2003.369995 | 0 | 0 | |||||
| May 31, 2014 | 1930.670044 | 0 | 0 | |||||
| Apr 30, 2014 | 1960.22998 | 0 | 0 | |||||
| Mar 31, 2014 | 1923.569946 | 0 | 0 | |||||
| Mar 01, 2014 | 1883.949951 | 0 | 0 | |||||
| Feb 01, 2014 | 1872.339966 | 0 | 0 | |||||
| Jan 01, 2014 | 1859.449951 | 0 | 0 | |||||
