Antero Resources Backtesting

Antero Resources Corporation -- USA Stock  

USD 19.85  0.26  1.29%

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

February 20, 2018
No Change 0.00  0.0%
In 31 days
March 22, 2018
If you would invest  0.00  in Antero Resources on February 20, 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 Diamond Offshore, Helmerich Payne, Noble plc, Parsley Energy, and Diamondback Energy. Antero Resources Corporation, an independent oil and natural gas company, acquires, explores, produces, and develops nat...

Antero Resources Upside/Downside Indicators


Antero Resources Market Premium Indicators

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 Backtested Returns

Macroaxis considers Antero Resources not too volatile given 1 month investment horizon. Antero Resources secures Sharpe Ratio (or Efficiency) of 0.1949 which signifies that Antero Resources had 0.1949% 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-one 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 2.3, Risk Adjusted Performance of 0.21 and Mean Deviation of 1.42 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 12. The firm shows Beta (market volatility) of -0.6933 which signifies that as returns on market increase, returns on owning Antero Resources are expected to decrease at a much smaller rate. During bear market, Antero Resources is likely to outperform the market.. 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 0.3567% will be sustainable into the future. Please makes use of Antero Resources Variance, Maximum Drawdown as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Antero Resources price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.74) 

Almost perfect reverse predictability

Antero Resources Corporation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Antero Resources time series from February 20, 2018 to March 7, 2018 and March 7, 2018 to March 22, 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 -0.74 indicates that around 74.0% of current Antero Resources price fluctuation can be explain by its past prices. Given that Antero Resources Corporation has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Antero Resources for similar time interval.
Correlation Coefficient -0.74
Spearman Rank Test -0.64
Price Variance 0.2
Lagged Price Variance 0.66

Antero Resources Lagged Returns

 Regressed Prices 

Antero Resources Performance vs DOW

The median price of Antero Resources for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 20.11 with a coefficient of variation of 4.06. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 19.88, and mean deviation of 0.68. The Stock received some media coverage during the period.
 Price Growth (%)  
Payment of 16844 shares by Paul Rady of Antero Resources sub...02/28/2018
Is Stocks Performance Impressive Antero Resources Corporatio...03/22/2018