Dynaresource Backtesting

Dynaresource Inc -- USA Stock  

USD 1.4  0.05  3.7%

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

November 12, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 12, 2017
0.00
If you would invest  0.00  in Dynaresource on November 12, 2017 and sell it all today you would earn a total of 0.00 from holding Dynaresource Inc or generate 0.0% return on investment in Dynaresource over 30 days. Dynaresource is related to or competes with Hecla Mining, Vale S, Emerge Energy. Dynaresource Inc primarily explores for gold, silver, and other valuable minerals

Dynaresource Upside/Downside Indicators

  

Dynaresource Market Premium Indicators

Dynaresource Inc lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Dynaresource regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Dynaresource Inc Backtested Returns

We consider Dynaresource extremely volatile. Dynaresource Inc secures Sharpe Ratio (or Efficiency) of 0.1129 which denotes Dynaresource Inc had 0.1129% 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 Dynaresource Inc which you can use to evaluate future volatility of the firm. Please confirm Dynaresource Inc Coefficient Of Variation of 905.57 and Mean Deviation of 0.7272 to check if risk estimate we provide are consistent with the epected return of 0.1862%. Dynaresource has performance score of 7 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.819 which denotes to the fact that as returns on market increase, returns on owning Dynaresource are expected to decrease at a much smaller rate. During bear market, Dynaresource is likely to outperform the market.. Although it is extremely important to respect Dynaresource Inc historical returns, it is better to be realistic regarding the information on equity current trending patterns. 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 Dynaresource Inc technical indicators you can presently evaluate if the expected return of 0.1862% will be sustainable into the future. Dynaresource Inc right now shows a risk of 1.6489%. Please confirm Dynaresource Inc Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if Dynaresource Inc will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.35) 

Poor reverse predictability

Dynaresource Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Dynaresource time series from November 12, 2017 to November 27, 2017 and November 27, 2017 to December 12, 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 Dynaresource Inc price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Dynaresource price fluctuation can be explain by its past prices. Given that Dynaresource Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Dynaresource for similar time interval.
Correlation Coefficient -0.35
Spearman Rank Test 0.45
Average Price 1.36
Lagged Average Price 1.34

Dynaresource Lagged Returns

 Regressed Prices 
      Timeline 

Dynaresource Performance vs DOW

The median price of Dynaresource for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 1.35 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 1.36, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline