Dominion Energy Backtesting

Dominion Energy -- USA Stock  

USD 66.07  0.38  0.58%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Dominion Energy 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.
 Time Horizon     30 Days    Login   to change
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Dominion Energy 'What if' Analysis

February 18, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
April 19, 2018
0.00
If you would invest  0.00  in Dominion Energy on February 18, 2018 and sell it all today you would earn a total of 0.00 from holding Dominion Energy or generate 0.0% return on investment in Dominion Energy over 60 days. Dominion Energy is related to or competes with Consolidated Edison, Eversource Energy, NiSource, Ameren, Avangrid, and BROOKFIELD INFRAS. Dominion Energy, Inc. produces and transports energy in the United States

Dominion Energy Upside/Downside Indicators

Information Ratio0.19
Maximum Drawdown5.74
Value At Risk2.28
Potential Upside1.64
  

Dominion Energy Market Premium Indicators

Risk Adjusted Performance0.36
Jensen Alpha0.27
Total Risk Alpha0.25
Treynor Ratio4.22

Dominion Energy Backtested Returns

Macroaxis considers Dominion Energy to be not too risky. Dominion Energy secures Sharpe Ratio (or Efficiency) of -0.236 which denotes Dominion Energy had -0.236% of return per unit of risk over the last 2 months. Macroaxis philosophy towards predicting 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. Dominion Energy exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Dominion Energy Coefficient Of Variation of 472.66 and Mean Deviation of 0.9836 to check risk estimate we provide. Macroaxis gives Dominion Energy performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0641 which denotes to the fact that as returns on market increase, Dominion Energy returns are expected to increase less than the market. However during bear market, the loss on holding Dominion Energy will be expected to be smaller as well.. Even though it is essential to pay attention to Dominion Energy historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. Dominion Energy exposes twenty-one different technical indicators which can help you to evaluate its performance. Dominion Energy has expected return of -0.2863%. Please be advised to confirm Dominion Energy Standard Deviation, Treynor Ratio, Downside Variance, as well as the relationship between Information Ratio and Value At Risk to decide if Dominion Energy past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.55 

Modest predictability

Dominion Energy has modest predictability. Overlapping area represents the amount of predictability between Dominion Energy time series from February 18, 2018 to March 20, 2018 and March 20, 2018 to April 19, 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 Dominion Energy price movement. The serial correlation of 0.55 indicates that about 55.0% of current Dominion Energy price fluctuation can be explain by its past prices.
Correlation Coefficient 0.55
Spearman Rank Test 0.54
Price Variance 1.98
Lagged Price Variance 3.2

Dominion Energy 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 Lagged Returns

 Regressed Prices 
      Timeline 

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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. Please also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.