Dominion Energy Backtesting

Dominion Energy Inc -- USA Stock  

USD 75.5  0.51  0.68%

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
 Time Horizon     30 Days    Login   to change
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Dominion Energy 'What if' Analysis

December 21, 2017
0.00
No Change 0.00  0.0%
In 31 days
January 20, 2018
0.00
If you would invest  0.00  in Dominion Energy on December 21, 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

Macroaxis considers Dominion Energy to be not too risky. Dominion Energy Inc secures Sharpe Ratio (or Efficiency) of -0.3525 which denotes Dominion Energy Inc had -0.3525% of return per unit of risk over the last 1 month. 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 Inc 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 Inc Coefficient Of Variation of (235.71) and Mean Deviation of 0.7232 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 -0.2539 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.. Even though it is essential to pay attention to Dominion Energy Inc 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 Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Dominion Energy Inc has expected return of -0.3767%. Please be advised to 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 past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.64 

Good predictability

Dominion Energy Inc has good predictability. Overlapping area represents the amount of predictability between Dominion Energy time series from December 21, 2017 to January 5, 2018 and January 5, 2018 to January 20, 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 Inc price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Dominion Energy price fluctuation can be explain by its past prices.
Correlation Coefficient 0.64
Spearman Rank Test 0.65
Price Variance 0.93
Lagged Price Variance 2.93

Dominion Energy Lagged Returns

 Regressed Prices 
      Timeline 

Dominion Energy Performance vs DOW

The median price of Dominion Energy for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 78.02 with a coefficient of variation of 3.22. The daily time series for the period is distributed with a sample standard deviation of 2.52, arithmetic mean of 78.38, and mean deviation of 2.31. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Here how analysts see Dominion Energy, Inc. after this past ...01/19/2018