Chubb Limited Backtesting

Chubb Limited -- USA Stock  

USD 149.37  0.68  0.45%

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

Chubb Limited 'What if' Analysis

November 11, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 11, 2017
0.00
If you would invest  0.00  in Chubb Limited on November 11, 2017 and sell it all today you would earn a total of 0.00 from holding Chubb Limited or generate 0.0% return on investment in Chubb Limited over 30 days. Chubb Limited is related to or competes with Alleghany, Everest Re, XL Group, Erie Indemnity, and American Financial. Chubb Limiteds North America Commercial PC Insurance segment offers commercial property, marine, general casualty, worke...

Chubb Limited Upside/Downside Indicators

  

Chubb Limited Market Premium Indicators

Chubb Limited lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Chubb Limited regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Chubb Limited Backtested Returns

Macroaxis considers Chubb Limited to be not too risky. Chubb Limited secures Sharpe Ratio (or Efficiency) of -0.0977 which signifies that Chubb Limited had -0.0977% of return per unit of risk over the last 1 month. Macroaxis philosophy towards 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. Chubb Limited exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Chubb Limited Downside Deviation of 0.6735, Risk Adjusted Performance of 0.0027 and Mean Deviation of 0.5003 to double-check risk estimate we provide. Macroaxis gives Chubb Limited performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0328 which signifies that as returns on market increase, Chubb Limited returns are expected to increase less than the market. However during bear market, the loss on holding Chubb Limited will be expected to be smaller as well.. Even though it is essential to pay attention to Chubb Limited historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. Chubb Limited exposes twenty-eight different technical indicators which can help you to evaluate its performance. Chubb Limited has expected return of -0.0647%. Please be advised to confirm Chubb Limited Sortino Ratio, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Chubb Limited past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.05 

Virtually no predictability

Chubb Limited has virtually no predictability. Overlapping area represents the amount of predictability between Chubb Limited time series from November 11, 2017 to November 26, 2017 and November 26, 2017 to December 11, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Chubb Limited price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Chubb Limited price fluctuation can be explain by its past prices.
Correlation Coefficient 0.05
Spearman Rank Test -0.12
Price Variance 1.15
Lagged Price Variance 1.1

Chubb Limited Lagged Returns

 Regressed Prices 
      Timeline 

Chubb Limited Performance vs DOW

The median price of Chubb Limited for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 150.69 with a coefficient of variation of 0.84. The daily time series for the period is distributed with a sample standard deviation of 1.26, arithmetic mean of 150.35, and mean deviation of 1.09. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Payment of 2629 shares by Timothy Boroughs of Chubb Limited ...11/16/2017