Cheniere Energy Backtesting

Cheniere Energy Partners L P -- USA Stock  

USD 28.62  0.3  1.06%

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

Cheniere Energy 'What if' Analysis

November 17, 2017
No Change 0.00  0.0%
In 31 days
December 17, 2017
If you would invest  0.00  in Cheniere Energy on November 17, 2017 and sell it all today you would earn a total of 0.00 from holding Cheniere Energy Partners L P or generate 0.0% return on investment in Cheniere Energy over 30 days. Cheniere Energy is related to or competes with Enbridge Energy, Halliburton, Magellan Midstream, and MRC Global. Cheniere Energy Partners LPs regasification facilities include infrastructure of five LNG storage tanks with capacity of...

Cheniere Energy Upside/Downside Indicators


Cheniere Energy Market Premium Indicators

Cheniere Energy Part lagged returns against current returns

 Current and Lagged Values 

Cheniere Energy regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Cheniere Energy Part Backtested Returns

We consider Cheniere Energy not too volatile. Cheniere Energy Part secures Sharpe Ratio (or Efficiency) of 0.0982 which signifies that Cheniere Energy Part had 0.0982% of return per unit of standard deviation over the last 1 month. Our philosophy in 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 Cheniere Energy Partners L P which you can use to evaluate future volatility of the firm. Please confirm Cheniere Energy Part Mean Deviation of 1.14 and Risk Adjusted Performance of 0.057 to double-check if risk estimate we provide are consistent with the epected return of 0.1574%. Cheniere Energy has performance score of 6 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.964 which signifies that . Although it is extremely important to respect Cheniere Energy Part historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in 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 Cheniere Energy Part technical indicators you can presently evaluate if the expected return of 0.1574% will be sustainable into the future. Cheniere Energy Part right now shows a risk of 1.6023%. Please confirm Cheniere Energy Part Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Cheniere Energy Part will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.03) 

Very weak reverse predictability

Cheniere Energy Partners L P has very weak reverse predictability. Overlapping area represents the amount of predictability between Cheniere Energy time series from November 17, 2017 to December 2, 2017 and December 2, 2017 to December 17, 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 Cheniere Energy Part price movement. The serial correlation of -0.03 indicates that only 3.0% of current Cheniere Energy price fluctuation can be explain by its past prices. Given that Cheniere Energy Partners L P has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Cheniere Energy for similar time interval.
Correlation Coefficient -0.03
Spearman Rank Test 0.41
Price Variance 0.34
Lagged Price Variance 0.16

Cheniere Energy Lagged Returns

 Regressed Prices 

Cheniere Energy Performance vs DOW

The median price of Cheniere Energy for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 27.74 with a coefficient of variation of 1.82. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 27.79, and mean deviation of 0.4. The Stock received some media coverage during the period.
Price Growth (%)  
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