CA Backtesting

CA Inc -- USA Stock  

USD 35.31  2.07  6.23%

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

CA 'What if' Analysis

February 22, 2018
No Change 0.00  0.0%
In 31 days
March 24, 2018
If you would invest  0.00  in CA on February 22, 2018 and sell it all today you would earn a total of 0.00 from holding CA Inc or generate 0.0% return on investment in CA over 30 days. CA is related to or competes with Broadridge Financial, Gartner, Workday, F5 Networks, and CDK Global. CA, Inc. provides software and solutions that help organizations to plan, develop, manage, and secure applications and e...

CA Upside/Downside Indicators


CA Market Premium Indicators

CA Inc lagged returns against current returns

 Current and Lagged Values 

CA regressed lagged prices vs. current prices

 Current vs Lagged Prices 

CA Inc Backtested Returns

Macroaxis considers CA to be not too volatile. CA Inc retains Efficiency (Sharpe Ratio) of -0.1616 which signifies that CA Inc had -0.1616% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. CA exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CA Inc Standard Deviation of 1.28, Market Risk Adjusted Performance of 1.6 and Coefficient Of Variation of 618.88 to double-check risk estimate we provide. Macroaxis gives CA performance score of 0 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of -0.1364 which signifies that as returns on market increase, returns on owning CA are expected to decrease at a much smaller rate. During bear market, CA is likely to outperform the market.. Even though it is essential to pay attention to CA Inc existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CA exposes twenty-one different technical indicators which can help you to evaluate its performance. CA Inc has expected return of -0.2069%. Please be advised to confirm CA Inc Mean Deviation, Standard Deviation, Treynor Ratio, as well as the relationship between Downside Deviation and Information Ratio to decide if CA Inc past performance will be repeated sooner or later.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.85) 

Excellent reverse predictability

CA Inc has excellent reverse predictability. Overlapping area represents the amount of predictability between CA time series from February 22, 2018 to March 9, 2018 and March 9, 2018 to March 24, 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 CA Inc price movement. The serial correlation of -0.85 indicates that around 85.0% of current CA price fluctuation can be explain by its past prices. Given that CA Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of CA for similar time interval.
Correlation Coefficient -0.85
Spearman Rank Test -0.73
Price Variance 1.06
Lagged Price Variance 0.13

CA Lagged Returns

 Regressed Prices 

CA Performance vs DOW

The median price of CA for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 35.43 with a coefficient of variation of 2.24. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 35.5, and mean deviation of 0.53. The Stock received some media coverage during the period.
 Price Growth (%)  
CA exotic insider transaction detected03/01/2018
Acquisition by Kay Koplovitz of 932 shares of CA subject to ...03/22/2018