Enbridge Energy Backtesting

Enbridge Energy Partners L P -- USA Stock  

USD 15.05  0.35  2.27%

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
Investment Horizon     30 Days    Login   to change

Enbridge Energy 'What if' Analysis

September 19, 2017
No Change 0.00  0.0%
In 31 days
October 19, 2017
If you would invest  0.00  in Enbridge Energy on September 19, 2017 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. It operates through two segments Liquids and Natural Gas

Enbridge Energy Upside/Downside Indicators


Enbridge Energy Market Premium Indicators

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 Part 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-eight technical indicators for Enbridge Energy Partners L P which you can use to evaluate future volatility of the firm. Please confirm Enbridge Energy Part Mean Deviation of 0.7993 to check if risk estimate we provide are consistent with the epected return of 0.0%. Enbridge Energy has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.7022 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 patternss. 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 0.0% will be sustainable into the future. Enbridge Energy Part right now shows a risk of 0.0%. Please confirm Enbridge Energy Part Value At Risk, Daily Balance Of Power and the relationship between Total Risk Alpha and Expected Short fall 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 September 19, 2017 to October 4, 2017 and October 4, 2017 to October 19, 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 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 15.05
Lagged Average Price 15.05

Enbridge Energy Lagged Returns

 Regressed Prices 

Enbridge Energy Performance vs DOW

The median price of Enbridge Energy for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 15.75 with a coefficient of variation of 1.96. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 15.76, and mean deviation of 0.25. The Stock received some media coverage during the period.
Price Growth (%)  
What the Numbers Say About Enbridge Energy Partners, LP and ...10/17/2017