Surveillance v31 (build 30/Nov/2024)Generated 2025-01-14 23:50:03
DAX 40 [^GDAXI] Analysis from last 260 days as of 2024-09-20Global variation in the last 260 days: Varying from 15143.29 (2023-10-09) to 18720.01 (2024-09-20) delta=3576.7pts
var_global=3577pts => sigma(std dev)=129.5pts => daily var=13.8pts per day
Normal distribution (Gauss's Law):
Avg±1σ (68.2%) : -115.7pts < daily var < 143.3pts
Avg±2σ (95.4%) : -245.1pts < daily var < 272.8pts
Avg±3σ (99.7%) : -374.6pts < daily var < 402.2pts
MC simu - disabled