DreamWorks Animation Backtesting

DreamWorks Animation SKG -- USA Stock  

USD 40.97  40.97  9,223,372,036,855%

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

February 25, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
April 26, 2018
0.00
If you would invest  0.00  in DreamWorks Animation on February 25, 2018 and sell it all today you would earn a total of 0.00 from holding DreamWorks Animation SKG or generate 0.0% return on investment in DreamWorks Animation over 60 days. DreamWorks Animation is related to or competes with DHX Media, 500 com, Eros International, AMC Entertainment, Cinemark Holdings, Dover Downs, and DOVER MOTORSPORTS. Dreamworks Animation SKG, Inc., together with its subsidiaries, primarily develops, produces, and exploits animated films and their associated characters worldwide.

DreamWorks Animation Upside/Downside Indicators

Downside Deviation0.0711
Information Ratio0.5676
Maximum Drawdown0.2197
Value At Risk0.073189
Potential Upside0.0732
  

DreamWorks Animation Market Premium Indicators

Risk Adjusted Performance0.38
Jensen Alpha0.009337
Total Risk Alpha0.008651
Sortino Ratio0.3212
Treynor Ratio3.04

DreamWorks Animation Backtested Returns

Our philosophy in 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 DreamWorks Animation SKG which you can use to evaluate future volatility of the firm. Please confirm DreamWorks Animation Semi Deviation of 0.0163, Mean Deviation of 0.0198 and Downside Deviation of 0.0711 to check if risk estimate we provide are consistent with the epected return of 0.0%. DreamWorks Animation has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0031 which denotes to the fact that as returns on market increase, DreamWorks Animation returns are expected to increase less than the market. However during bear market, the loss on holding DreamWorks Animation will be expected to be smaller as well.. Although it is extremely important to respect DreamWorks Animation historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in 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 DreamWorks Animation technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. DreamWorks Animation right now shows a risk of 0.0%. Please confirm DreamWorks Animation Downside Deviation, Treynor Ratio, Expected Short fall, as well as the relationship between Variance and Potential Upside to decide if DreamWorks Animation will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

DreamWorks Animation SKG has no correlation between past and present. Overlapping area represents the amount of predictability between DreamWorks Animation time series from February 25, 2018 to March 27, 2018 and March 27, 2018 to April 26, 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 DreamWorks Animation price movement. The serial correlation of 0.0 indicates that just 0.0% of current DreamWorks Animation price fluctuation can be explain by its past prices.
Spearman Rank Test 1.0
Average Price 40.97
Lagged Average Price 40.97

DreamWorks Animation lagged returns against current returns

 Current and Lagged Values 
      Timeline 

DreamWorks Animation regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

DreamWorks Animation Lagged Returns

 Regressed Prices 
      Timeline 

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The main assumption in equity investing is that a higher degree of volatility (or risk) means a higher potential (or expected) return on investment. Conversely, investors who take on a low degree of risk have a low expection for return.
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You can create optimal portfolios in USA market or optimize your existing portfolio in one of two ways: 1) For any level of risk, select the one which has the highest expected return. 2) For any expected return, select the one which has the lowest volatility.
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Additionally see DreamWorks Animation Hype Analysis, DreamWorks Animation Correlation, DreamWorks Animation Valuation, DreamWorks Animation Volatility as well as analyze DreamWorks Animation Alpha and Beta and DreamWorks Animation Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.