Antero Resources Backtesting

AR -- USA Stock  

USD 21.45  0.03  0.14%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Antero Resources Corporation and determine expected loss or profit from investing in Antero Resources over given investment horizon. Check also Antero Resources Hype Analysis, Antero Resources Correlation, Antero Resources Valuation, Antero Resources Volatility as well as analyze Antero Resources Alpha and Beta and Antero Resources Performance.
 Time Horizon     30 Days    Login   to change

Antero Resources 'What if' Analysis

June 17, 2018
No Change 0.00  0.0%
In 31 days
July 17, 2018
If you would invest  0.00  in Antero Resources on June 17, 2018 and sell it all today you would earn a total of 0.00 from holding Antero Resources Corporation or generate 0.0% return on investment in Antero Resources over 30 days. Antero Resources is related to or competes with Halcn Resources, Parsley Energy, Dorchester Minerals, Earthstone Energy, Diamondback Energy, and ADVANTAGE ENERGY. Antero Resources Corporation, an independent oil and natural gas company, acquires, explores, produces, and develops nat...

Antero Resources Upside/Downside Indicators

Downside Deviation1.63
Maximum Drawdown4.58
Value At Risk1.83
Potential Upside2.48

Antero Resources Market Premium Indicators

Risk Adjusted Performance0.01

Antero Resources Backtested Returns

Macroaxis considers Antero Resources not too volatile given 1 month investment horizon. Antero Resources secures Sharpe Ratio (or Efficiency) of 0.2748 which signifies that Antero Resources had 0.2748% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Antero Resources Corporation which you can use to evaluate future volatility of the firm. Please makes use of Antero Resources Downside Deviation of 1.63, Risk Adjusted Performance of 0.01 and Mean Deviation of 1.13 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Antero Resources holds performance score of 18. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Antero Resources are completely uncorrelated. Although it is vital to follow to Antero Resources historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Antero Resources technical indicators you can presently evaluate if the expected return of 0.3941% will be sustainable into the future. Please makes use of Antero Resources Variance, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to make a quick decision on weather Antero Resources price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.33 

Below average predictability

Antero Resources Corporation has below average predictability. Overlapping area represents the amount of predictability between Antero Resources time series from June 17, 2018 to July 2, 2018 and July 2, 2018 to July 17, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Antero Resources price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Antero Resources price fluctuation can be explain by its past prices.
Correlation Coefficient 0.33
Spearman Rank Test 0.19
Price Variance 0.18
Lagged Price Variance 0.2

Antero Resources lagged returns against current returns

 Current and Lagged Values 

Antero Resources regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Antero Resources Lagged Returns

 Regressed Prices 

Current Sentiment - AR

Antero Resources Investor Sentiment
Larger part of Macroaxis users are presently bullish on Antero Resources Corporation. What is your sentiment towards investing in Antero Resources Corporation? Are you bullish or bearish?
98% Bullish
2% Bearish

Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Antero Resources and Halcn Resources. 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 Antero Resources Hype Analysis, Antero Resources Correlation, Antero Resources Valuation, Antero Resources Volatility as well as analyze Antero Resources Alpha and Beta and Antero Resources Performance. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.