Curtiss Wright Backtesting

Curtiss Wright Corporation -- USA Stock  

USD 113.58  0.5  0.44%

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
Investment Horizon     30 Days    Login   to change
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Backtest

Curtiss Wright 'What if' Analysis

September 21, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 21, 2017
 0.00 
If you would invest  0.00  in Curtiss Wright on September 21, 2017 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, and IDEX. CurtissWright Corporation operates through three segments CommercialIndustrial Defense and Power

Curtiss Wright Upside/Downside Indicators

  

Curtiss Wright Market Premium Indicators

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 Backtested Returns

We consider Curtiss Wright not too risky. Curtiss Wright secures Sharpe Ratio (or Efficiency) of 0.0139 which signifies that Curtiss Wright had 0.0139% of return per unit of risk over the last 1 month. Our philosophy towards 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 technical indicators for Curtiss Wright Corporation which you can use to evaluate future volatility of the firm. Please confirm Curtiss Wright Coefficient Of Variation of 213.5, Risk Adjusted Performance of 0.1341 and Mean Deviation of 0.6876 to double-check if risk estimate we provide are consistent with the epected return of 0.0317%. Curtiss Wright has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.2048 which signifies that as returns on market increase, Curtiss Wright returns are expected to increase less than the market. However during bear market, the loss on holding Curtiss Wright will be expected to be smaller as well.. Although it is extremely important to respect Curtiss Wright historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy towards 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 Curtiss Wright technical indicators you can presently evaluate if the expected return of 0.0317% will be sustainable into the future. Curtiss Wright right now shows a risk of 2.2854%. Please confirm Curtiss Wright Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Curtiss Wright will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Curtiss Wright Corporation has no correlation between past and present. Overlapping area represents the amount of predictability between Curtiss Wright time series from September 21, 2017 to October 6, 2017 and October 6, 2017 to October 21, 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 Curtiss Wright price movement. The serial correlation of 0.0 indicates that just 0.0% of current Curtiss Wright price fluctuation can be explain by its past prices.
Average Price 114.08
Lagged Average Price 114.08

Curtiss Wright Lagged Returns

 Regressed Prices 
      Timeline 

Curtiss Wright Performance vs DOW

The median price of Curtiss Wright for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 109.66 with a coefficient of variation of 3.62. The daily time series for the period is distributed with a sample standard deviation of 3.93, arithmetic mean of 108.66, and mean deviation of 3.63. The Stock received some media coverage during the period.
October 5, 2017Curtiss Wright Dividend Paid
Price Growth (%)  
      Timeline 
1
Company Review Narrowing in on Shares of Curtiss-Wright Corp09/29/2017