Delek US Backtesting

Delek US Holdings Inc -- USA Stock  

USD 26.2  0.13  0.49%

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

Delek US 'What if' Analysis

September 17, 2017
No Change 0.00  0.0%
In 31 days
October 17, 2017
If you would invest  0.00  in Delek US on September 17, 2017 and sell it all today you would earn a total of 0.00 from holding Delek US Holdings Inc or generate 0.0% return on investment in Delek US over 30 days. Delek US is related to or competes with Antero Resources, BP plc, Diamond Offshore, Ecopetrol S, and Franks International. Delek US Holdings Inc operates in three segments Refining Logistics and Retail

Delek US Upside/Downside Indicators


Delek US Market Premium Indicators

Delek US Holdings lagged returns against current returns

 Current and Lagged Values 

Delek US regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Delek US Holdings Backtested Returns

We consider Delek US not too volatile. Delek US Holdings secures Sharpe Ratio (or Efficiency) of 0.0651 which denotes Delek US Holdings had 0.0651% 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 Delek US Holdings Inc which you can use to evaluate future volatility of the firm. Please confirm Delek US Holdings Coefficient Of Variation of 2518.75, Mean Deviation of 0.9221 and Downside Deviation of 1.11 to check if risk estimate we provide are consistent with the epected return of 0.0802%. Delek US has performance score of 4 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.3701 which denotes to the fact that as returns on market increase, returns on owning Delek US are expected to decrease by larger amounts. On the other hand, during market turmoil, Delek US is expected to significantly outperform it.. Although it is extremely important to respect Delek US Holdings 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 Delek US Holdings technical indicators you can presently evaluate if the expected return of 0.0802% will be sustainable into the future. Delek US Holdings right now shows a risk of 1.231%. Please confirm Delek US Holdings Treynor Ratio, and the relationship between Variance and Potential Upside to decide if Delek US Holdings will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.17) 

Insignificant reverse predictability

Delek US Holdings Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Delek US time series from September 17, 2017 to October 2, 2017 and October 2, 2017 to October 17, 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 Delek US Holdings price movement. The serial correlation of -0.17 indicates that over 17.0% of current Delek US price fluctuation can be explain by its past prices. Given that Delek US Holdings Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Delek US for similar time interval.
Correlation Coefficient -0.17
Spearman Rank Test -0.75
Price Variance 0.03
Lagged Price Variance 0.18

Delek US Lagged Returns

 Regressed Prices 

Delek US Performance vs DOW

The median price of Delek US for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 26.33 with a coefficient of variation of 1.44. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 26.21, and mean deviation of 0.3. The Stock received some media coverage during the period.
Price Growth (%)  
Investors Traded Stock Delek US Holdings, Inc. closed Tuesda...09/27/2017
Ion Asset Management LTD Cut Position in Delek Us Holdings b...10/17/2017