Dominion Energy Backtesting

Dominion Energy Inc -- USA Stock  

USD 79.95  0.05  0.0625%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Dominion Energy Inc and determine expected loss or profit from investing in Dominion Energy over given investment horizon. Additionally see Dominion Energy Hype Analysis, Dominion Energy Correlation, Dominion Energy Valuation, Dominion Energy Volatility as well as analyze Dominion Energy Alpha and Beta and Dominion Energy Performance
Investment Horizon     30 Days    Login   to change
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Dominion Energy 'What if' Analysis

September 22, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 22, 2017
 0.00 
If you would invest  0.00  in Dominion Energy on September 22, 2017 and sell it all today you would earn a total of 0.00 from holding Dominion Energy Inc or generate 0.0% return on investment in Dominion Energy over 30 days. Dominion Energy is related to or competes with Consolidated Edison, Eversource Energy, NiSource, Ameren, and Avangrid. Dominion Resources Inc operates through three segments Dominion Virginia Power , Dominion Generation, and Dominion Energ...

Dominion Energy Upside/Downside Indicators

  

Dominion Energy Market Premium Indicators

Dominion Energy Inc lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Dominion Energy regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Dominion Energy Inc Backtested Returns

We consider Dominion Energy not too risky. Dominion Energy Inc secures Sharpe Ratio (or Efficiency) of 0.2354 which denotes Dominion Energy Inc had 0.2354% of return per unit of risk over the last 1 month. Our philosophy towards predicting 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 Dominion Energy Inc which you can use to evaluate future volatility of the firm. Please confirm Dominion Energy Inc Coefficient Of Variation of 481.22, Mean Deviation of 0.5525 and Downside Deviation of 0.7201 to check if risk estimate we provide are consistent with the epected return of 0.1826%. Dominion Energy has performance score of 16 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.8378 which denotes to the fact that as returns on market increase, returns on owning Dominion Energy are expected to decrease at a much smaller rate. During bear market, Dominion Energy is likely to outperform the market.. Although it is extremely important to respect Dominion Energy Inc historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy towards predicting 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 reviewing Dominion Energy Inc technical indicators you can presently evaluate if the expected return of 0.1826% will be sustainable into the future. Dominion Energy Inc right now shows a risk of 0.7757%. Please confirm Dominion Energy Inc Standard Deviation, Treynor Ratio, Downside Variance, as well as the relationship between Information Ratio and Value At Risk to decide if Dominion Energy Inc will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.44) 

Modest reverse predictability

Dominion Energy Inc has modest reverse predictability. Overlapping area represents the amount of predictability between Dominion Energy time series from September 22, 2017 to October 7, 2017 and October 7, 2017 to October 22, 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 Dominion Energy Inc price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Dominion Energy price fluctuation can be explain by its past prices. Given that Dominion Energy Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Dominion Energy for similar time interval.
Correlation Coefficient -0.44
Spearman Rank Test -0.55
Price Variance 0.91
Lagged Price Variance 0.38

Dominion Energy Lagged Returns

 Regressed Prices 
      Timeline 

Dominion Energy Performance vs DOW

The median price of Dominion Energy for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 77.74 with a coefficient of variation of 1.46. The daily time series for the period is distributed with a sample standard deviation of 1.13, arithmetic mean of 77.77, and mean deviation of 0.96. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Revenue Approximations Analysis Dominion Energy, Inc. , The ...10/20/2017