Cheniere Energy Backtesting

Cheniere Energy Partners L P -- USA Stock  

USD 28.76  0.59  2.01%

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
 Time Horizon     30 Days    Login   to change

Cheniere Energy 'What if' Analysis

February 18, 2018
No Change 0.00  0.0%
In 31 days
March 20, 2018
If you would invest  0.00  in Cheniere Energy on February 18, 2018 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 Baker Hughes, Enbridge Energy, TechnipFMC plc, Halliburton, and Magellan Midstream. Cheniere Energy Partners, L.P., through its subsidiaries, owns and operates regasification facilities at the Sabine Pass...

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

Macroaxis considers Cheniere Energy to be not too risky. Cheniere Energy Part secures Sharpe Ratio (or Efficiency) of -0.123 which signifies that Cheniere Energy Part had -0.123% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in 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. Cheniere Energy Partners L P exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Cheniere Energy Part Mean Deviation of 1.1 and Risk Adjusted Performance of 0.16 to double-check risk estimate we provide. Macroaxis gives Cheniere Energy performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.1927 which signifies that as returns on market increase, Cheniere Energy returns are expected to increase less than the market. However during bear market, the loss on holding Cheniere Energy will be expected to be smaller as well.. Even though it is essential to pay attention to Cheniere Energy Part historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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. Cheniere Energy Partners L P exposes twenty-one different technical indicators which can help you to evaluate its performance. Cheniere Energy Part has expected return of -0.1389%. Please be advised to confirm Cheniere Energy Part Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Cheniere Energy Part past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.23 

Weak predictability

Cheniere Energy Partners L P has weak predictability. Overlapping area represents the amount of predictability between Cheniere Energy time series from February 18, 2018 to March 5, 2018 and March 5, 2018 to March 20, 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 Cheniere Energy Part price movement. The serial correlation of 0.23 indicates that over 23.0% of current Cheniere Energy price fluctuation can be explain by its past prices.
Correlation Coefficient 0.23
Spearman Rank Test 0.44
Price Variance 0.29
Lagged Price Variance 0.05

Cheniere Energy Lagged Returns

 Regressed Prices 

Cheniere Energy Performance vs DOW

The median price of Cheniere Energy for the period between Sun, Feb 18, 2018 and Tue, Mar 20, 2018 is 29.85 with a coefficient of variation of 1.84. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 29.85, and mean deviation of 0.43. The Stock received some media coverage during the period.
 Price Growth (%)  
Cheniere Energy Partners, LP Analysts See 0. EPS02/26/2018
Cheniere Energy Partners LP and Dillards Shares Moving The T...03/19/2018