Enbridge Energy Backtesting

EEP -- USA Stock  

USD 10.98  0.03  0.27%

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

Enbridge Energy 'What if' Analysis

June 16, 2018
No Change 0.00  0.0%
In 30 days
July 16, 2018
If you would invest  0.00  in Enbridge Energy on June 16, 2018 and sell it all today you would earn a total of 0.00 from holding Enbridge Energy Partners L P or generate 0.0% return on investment in Enbridge Energy over 30 days. Enbridge Energy is related to or competes with Antero Midstream, Dominion Energy, NuStar Energy, Enable Midstream, EnLink Midstream, EnLink Midstream, and BUCKEYE PARTNERS. Enbridge Energy Partners, L.P. provides crude oil and liquid petroleum gathering, transportation, and storage services a...

Enbridge Energy Upside/Downside Indicators

Downside Deviation1.7
Information Ratio0.0927
Maximum Drawdown9.47
Value At Risk2.38
Potential Upside3.67

Enbridge Energy Market Premium Indicators

Risk Adjusted Performance0.0867
Jensen Alpha0.3378
Total Risk Alpha0.15
Sortino Ratio0.125
Treynor Ratio2.46

Enbridge Energy Part Backtested Returns

We consider Enbridge Energy relatively volatile. Enbridge Energy Part secures Sharpe Ratio (or Efficiency) of 0.0173 which denotes Enbridge Energy Part had 0.0173% of return per unit of standard deviation over the last 1 month. 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 Enbridge Energy Partners L P which you can use to evaluate future volatility of the firm. Please confirm Enbridge Energy Part Semi Deviation of 1.43, Mean Deviation of 1.63 and Downside Deviation of 1.7 to check if risk estimate we provide are consistent with the epected return of 0.0852%. Enbridge Energy has performance score of 1 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.1312 which denotes to the fact that as returns on market increase, returns on owning Enbridge Energy are expected to decrease at a much smaller rate. During bear market, Enbridge Energy is likely to outperform the market.. Although it is extremely important to respect Enbridge Energy Part 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 Enbridge Energy Part technical indicators you can presently evaluate if the expected return of 0.0852% will be sustainable into the future. Enbridge Energy Part right now shows a risk of 4.9344%. Please confirm Enbridge Energy Part Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Enbridge Energy Part will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Enbridge Energy Partners L P has no correlation between past and present. Overlapping area represents the amount of predictability between Enbridge Energy time series from June 16, 2018 to July 1, 2018 and July 1, 2018 to July 16, 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 Enbridge Energy Part price movement. The serial correlation of 0.0 indicates that just 0.0% of current Enbridge Energy price fluctuation can be explain by its past prices.
Average Price 10.98
Lagged Average Price 10.98

Enbridge Energy Part lagged returns against current returns

 Current and Lagged Values 

Enbridge Energy regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Enbridge Energy Lagged Returns

 Regressed Prices 

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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Enbridge Energy and Antero Midstream Par. 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
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Additionally see Enbridge Energy Hype Analysis, Enbridge Energy Correlation, Enbridge Energy Valuation, Enbridge Energy Volatility as well as analyze Enbridge Energy Alpha and Beta and Enbridge Energy Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.