Electro Sensors Backtesting

Electro Sensors Inc -- USA Stock  

USD 3.93  0.04  1.01%

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

Electro Sensors 'What if' Analysis

January 23, 2018
No Change 0.00  0.0%
In 31 days
February 22, 2018
If you would invest  0.00  in Electro Sensors on January 23, 2018 and sell it all today you would earn a total of 0.00 from holding Electro Sensors Inc or generate 0.0% return on investment in Electro Sensors over 30 days. Electro Sensors is related to or competes with Agilent Technologies, Ingersoll Rand, Sensata Technologies, Visualant, and . Electro-Sensors, Inc. manufactures and sells industrial production monitoring and process control systems

Electro Sensors Upside/Downside Indicators


Electro Sensors Market Premium Indicators

Electro Sensors Inc lagged returns against current returns

 Current and Lagged Values 

Electro Sensors regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Electro Sensors Inc Backtested Returns

Macroaxis considers Electro Sensors to be relatively risky. Electro Sensors Inc secures Sharpe Ratio (or Efficiency) of -0.0997 which denotes Electro Sensors Inc had -0.0997% 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. Electro Sensors Inc exposes twenty-six different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Electro Sensors Inc Coefficient Of Variation of 1,402 and Mean Deviation of 1.19 to check risk estimate we provide. Macroaxis gives Electro Sensors performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.2642 which denotes to the fact that as returns on market increase, Electro Sensors returns are expected to increase less than the market. However during bear market, the loss on holding Electro Sensors will be expected to be smaller as well.. Even though it is essential to pay attention to Electro Sensors Inc 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. Electro Sensors Inc exposes twenty-six different technical indicators which can help you to evaluate its performance. Electro Sensors Inc has expected return of -0.1581%. Please be advised to confirm Electro Sensors Inc Information Ratio, Downside Variance, Day Typical Price, as well as the relationship between Treynor Ratio and Kurtosis to decide if Electro Sensors Inc past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.01 

Virtually no predictability

Electro Sensors Inc has virtually no predictability. Overlapping area represents the amount of predictability between Electro Sensors time series from January 23, 2018 to February 7, 2018 and February 7, 2018 to February 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 Electro Sensors Inc price movement. The serial correlation of 0.01 indicates that just 1.0% of current Electro Sensors price fluctuation can be explain by its past prices.
Correlation Coefficient 0.01
Spearman Rank Test 0.15
Lagged Price Variance 0.01
Average Price 3.96

Electro Sensors Lagged Returns

 Regressed Prices 

Electro Sensors Performance vs DOW

The median price of Electro Sensors for the period between Tue, Jan 23, 2018 and Thu, Feb 22, 2018 is 3.9968 with a coefficient of variation of 1.77. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 4.0, and mean deviation of 0.06. The Stock received some media coverage during the period.
Price Growth (%)  
Electro-Sensors, Inc. Ratio and Valuation Rundown02/20/2018