Dynaresource Backtesting

DYNR -- USA Stock  

USD 1.20  0.06  5.26%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Dynaresource 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Dynaresource 'What if' Analysis

August 23, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 22, 2018
0.00
If you would invest  0.00  in Dynaresource on August 23, 2018 and sell it all today you would earn a total of 0.00 from holding Dynaresource or generate 0.0% return on investment in Dynaresource over 30 days. Dynaresource is related to or competes with Auryn Resources, BHP Billiton, Compaa de, Cameco, Cleveland Cliffs, and Compass Minerals. Dynaresource, Inc., an exploration stage company, engages in acquiring, investing in, and developing precious metal prop...

Dynaresource Upside/Downside Indicators

Information Ratio0.41
Maximum Drawdown4.0
Value At Risk4.00
  

Dynaresource Market Premium Indicators

Risk Adjusted Performance0.12
Jensen Alpha0.07
Total Risk Alpha0.94
Treynor Ratio0.2005

Dynaresource Backtested Returns

Macroaxis considers Dynaresource to be extremely volatile. Dynaresource secures Sharpe Ratio (or Efficiency) of -0.2927 which denotes Dynaresource had -0.2927% 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. Dynaresource exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Dynaresource Coefficient Of Variation of 350.06 and Mean Deviation of 0.856 to check risk estimate we provide. Macroaxis gives Dynaresource performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -2.084 which denotes to the fact that as returns on market increase, returns on owning Dynaresource are expected to decrease by larger amounts. On the other hand, during market turmoil, Dynaresource is expected to significantly outperform it.. Even though it is essential to pay attention to Dynaresource 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. Dynaresource exposes twenty-one different technical indicators which can help you to evaluate its performance. Dynaresource has expected return of -0.4273%. Please be advised to confirm Dynaresource Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if Dynaresource past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.33 

Below average predictability

Dynaresource has below average predictability. Overlapping area represents the amount of predictability between Dynaresource time series from August 23, 2018 to September 7, 2018 and September 7, 2018 to September 22, 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 Dynaresource price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Dynaresource price fluctuation can be explain by its past prices.
Correlation Coefficient0.33
Spearman Rank Test-0.75
Residual Average0.0
Price Variance0.0

Dynaresource lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Dynaresource regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Dynaresource Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - DYNR

Dynaresource Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Dynaresource. What is your opinion about investing in Dynaresource? Are you bullish or bearish?
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Dynaresource Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Dynaresource and El Capitan Precious. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Additionally see Dynaresource Hype Analysis, Dynaresource Correlation, Dynaresource Valuation, Dynaresource Volatility as well as analyze Dynaresource Alpha and Beta and Dynaresource Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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