Curtiss Wright Backtesting

CW -- USA Stock  

USD 118.68  0.21  0.18%

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

Curtiss Wright 'What if' Analysis

May 23, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 22, 2018
0.00
If you would invest  0.00  in Curtiss Wright on May 23, 2018 and sell it all today you would earn a total of 0.00 from holding Curtiss Wright Corporation or generate 0.0% return on investment in Curtiss Wright over 30 days. Curtiss Wright is related to or competes with Agilent Technologies, Sensata Technologies, FLIR Systems, AMETEK, IDEX, and METTLER TOLEDO. Curtiss-Wright Corporation, together with its subsidiaries, designs, manufactures, and overhauls precision components, a...

Curtiss Wright Upside/Downside Indicators

Information Ratio0.30
Maximum Drawdown6.93
Value At Risk2.91
Potential Upside1.28
  

Curtiss Wright Market Premium Indicators

Risk Adjusted Performance0.01

Curtiss Wright Backtested Returns

Macroaxis considers Curtiss Wright to be not too risky. Curtiss Wright secures Sharpe Ratio (or Efficiency) of -0.3239 which signifies that Curtiss Wright had -0.3239% 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. Curtiss Wright Corporation exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Curtiss Wright Risk Adjusted Performance of 0.01 and Mean Deviation of 1.05 to double-check risk estimate we provide. Macroaxis gives Curtiss Wright performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Curtiss Wright are completely uncorrelated. Even though it is essential to pay attention to Curtiss Wright 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. Curtiss Wright Corporation exposes twenty-eight different technical indicators which can help you to evaluate its performance. Curtiss Wright has expected return of -0.4735%. Please be advised to confirm Curtiss Wright Maximum Drawdown as well as the relationship between Expected Short fall and Rate Of Daily Change to decide if Curtiss Wright past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.31 

Below average predictability

Curtiss Wright Corporation has below average predictability. Overlapping area represents the amount of predictability between Curtiss Wright time series from May 23, 2018 to June 7, 2018 and June 7, 2018 to June 22, 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 Curtiss Wright price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Curtiss Wright price fluctuation can be explain by its past prices.
Correlation Coefficient 0.31
Spearman Rank Test 0.17
Price Variance 19.56
Lagged Price Variance 2.45

Curtiss Wright lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Curtiss Wright regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Curtiss Wright Lagged Returns

 Regressed Prices 
      Timeline 

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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Curtiss Wright and Agilent Technologies. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Check also Curtiss Wright Hype Analysis, Curtiss Wright Correlation, Curtiss Wright Valuation, Curtiss Wright Volatility as well as analyze Curtiss Wright Alpha and Beta and Curtiss Wright Performance. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..