Dynaresource Backtesting

Dynaresource Inc -- USA Stock  

USD 1.4  0.1  6.67%

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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Backtest

Dynaresource 'What if' Analysis

September 18, 2017
 0.00 
No Change 0.00  0.0%
In 30 days
October 18, 2017
 0.00 
If you would invest  0.00  in Dynaresource on September 18, 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

Macroaxis considers Dynaresource to be extremely risky. Dynaresource Inc secures Sharpe Ratio (or Efficiency) of -0.2132 which denotes Dynaresource Inc had -0.2132% 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 Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Dynaresource Inc Coefficient Of Variation of (469.04) and Mean Deviation of 0.5785 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 -0.0035 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.. Even though it is essential to pay attention to Dynaresource Inc historical returns, it is always good to be careful when utilizing equity current trending patternss. 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 Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Dynaresource Inc has expected return of -0.303%. Please be advised to confirm Dynaresource Inc Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if Dynaresource Inc past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 92,233,720,368,547,760 

Perfect predictability

Dynaresource Inc has perfect predictability. Overlapping area represents the amount of predictability between Dynaresource time series from September 18, 2017 to October 3, 2017 and October 3, 2017 to October 18, 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 9.223372036854776E16 indicates that 9.223372036854776E16% of current Dynaresource price fluctuation can be explain by its past prices.
Correlation Coefficient 9.223372036854776E16
Spearman Rank Test -0.4
Average Price 1.46
Lagged Average Price 1.5

Dynaresource Lagged Returns

 Regressed Prices 
      Timeline 

Dynaresource Performance vs DOW

The median price of Dynaresource for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 1.5 with a coefficient of variation of 2.36. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 1.49, and mean deviation of 0.02. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Dynaresource Inc Charts Showing Bullish Optimism10/16/2017