Delek US Backtesting

Delek US Holdings Inc -- USA Stock  

USD 34.26  0.29  0.85%

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
 Time Horizon     30 Days    Login   to change

Delek US 'What if' Analysis

January 26, 2018
No Change 0.00  0.0%
In 31 days
February 25, 2018
If you would invest  0.00  in Delek US on January 26, 2018 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 Eni SPA, Antero Resources, BP plc, CJ Energy, Diamond Offshore. Delek US Holdings, Inc. operates as an integrated energy company that provides petroleum refining and transportation ser...

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

Macroaxis considers Delek US to be not very risky. Delek US Holdings secures Sharpe Ratio (or Efficiency) of -0.093 which denotes Delek US Holdings had -0.093% 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. Delek US Holdings Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Delek US Holdings Coefficient Of Variation of 783.15 and Mean Deviation of 1.76 to check risk estimate we provide. Macroaxis gives Delek US performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.4255 which denotes to the fact that as returns on market increase, returns on owning Delek US are expected to decrease at a much smaller rate. During bear market, Delek US is likely to outperform the market.. Even though it is essential to pay attention to Delek US Holdings 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. Delek US Holdings Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Delek US Holdings has expected return of -0.2343%. Please be advised to confirm Delek US Holdings Treynor Ratio, and the relationship between Variance and Potential Upside to decide if Delek US Holdings past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.69) 

Very good reverse predictability

Delek US Holdings Inc has very good reverse predictability. Overlapping area represents the amount of predictability between Delek US time series from January 26, 2018 to February 10, 2018 and February 10, 2018 to February 25, 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 Delek US Holdings price movement. The serial correlation of -0.69 indicates that around 69.0% 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 -0.69
Spearman Rank Test -0.54
Price Variance 0.58
Lagged Price Variance 2.13

Delek US Lagged Returns

 Regressed Prices 

Delek US Performance vs DOW

The median price of Delek US for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 33.76 with a coefficient of variation of 4.71. The daily time series for the period is distributed with a sample standard deviation of 1.59, arithmetic mean of 33.73, and mean deviation of 1.19. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)