Cheniere Energy Backtesting

Cheniere Energy Partners L P -- USA Stock  

USD 29.19  0.52  1.81%

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
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Cheniere Energy 'What if' Analysis

September 16, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 16, 2017
 0.00 
If you would invest  0.00  in Cheniere Energy on September 16, 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 
      Timeline 

Cheniere Energy regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Cheniere Energy Part Backtested Returns

Macroaxis considers Cheniere Energy not too volatile given 1 month investment horizon. Cheniere Energy Part secures Sharpe Ratio (or Efficiency) of 0.2131 which signifies that Cheniere Energy Part had 0.2131% 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 makes use of Cheniere Energy Part Mean Deviation of 0.928 and Risk Adjusted Performance of 0.0569 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Cheniere Energy holds performance score of 14. The firm shows Beta (market volatility) of -0.1656 which signifies that as returns on market increase, returns on owning Cheniere Energy are expected to decrease at a much smaller rate. During bear market, Cheniere Energy is likely to outperform the market.. Although it is vital to follow to Cheniere Energy Part historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. 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 0.2896% will be sustainable into the future. Please makes use of Cheniere Energy Part Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to make a quick decision on weather Cheniere Energy price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.52 

Modest predictability

Cheniere Energy Partners L P has modest predictability. Overlapping area represents the amount of predictability between Cheniere Energy time series from September 16, 2017 to October 1, 2017 and October 1, 2017 to October 16, 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 0.52 indicates that about 52.0% of current Cheniere Energy price fluctuation can be explain by its past prices.
Correlation Coefficient 0.52
Spearman Rank Test 0.8
Price Variance 0.05
Lagged Price Variance 0.22

Cheniere Energy Lagged Returns

 Regressed Prices 
      Timeline 

Cheniere Energy Performance vs DOW

The median price of Cheniere Energy for the period between Sat, Sep 16, 2017 and Mon, Oct 16, 2017 is 28.35 with a coefficient of variation of 2.13. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 28.12, and mean deviation of 0.54. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Cheniere Energy Sabine Pass Train 4 Comes Online10/16/2017