Electro Sensors Backtesting

Electro Sensors Inc -- USA Stock  

USD 4  0.12  3.09%

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
Investment Horizon     30 Days    Login   to change
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Electro Sensors 'What if' Analysis

November 12, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 12, 2017
0.00
If you would invest  0.00  in Electro Sensors on November 12, 2017 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 . ElectroSensors Inc operates through two segments Production Monitoring and Investments

Electro Sensors Upside/Downside Indicators

  

Electro Sensors Market Premium Indicators

Electro Sensors Inc lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Electro Sensors regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Electro Sensors Inc Backtested Returns

Macroaxis considers Electro Sensors extremely risky given 1 month investment horizon. Electro Sensors Inc secures Sharpe Ratio (or Efficiency) of 0.108 which denotes Electro Sensors Inc had 0.108% of return per unit of risk over the last 1 month. Our philosophy towards 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 Electro Sensors Inc which you can use to evaluate future volatility of the firm. Please utilize Electro Sensors Inc Coefficient Of Variation of 1656.25, Mean Deviation of 2.58 and Downside Deviation of 3.46 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Electro Sensors holds performance score of 7. The firm shows Beta (market volatility) of -1.709 which denotes to the fact that as returns on market increase, returns on owning Electro Sensors are expected to decrease by larger amounts. On the other hand, during market turmoil, Electro Sensors is expected to significantly outperform it.. Although it is vital to follow to Electro Sensors Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards 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 Electro Sensors Inc technical indicators you can presently evaluate if the expected return of 0.3963% will be sustainable into the future. Please utilizes Electro Sensors Inc Information Ratio, Downside Variance, Day Median Price, as well as the relationship between Treynor Ratio and Kurtosis to make a quick decision on weather Electro Sensors price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.26) 

Weak reverse predictability

Electro Sensors Inc has weak reverse predictability. Overlapping area represents the amount of predictability between Electro Sensors time series from November 12, 2017 to November 27, 2017 and November 27, 2017 to December 12, 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 Electro Sensors Inc price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Electro Sensors price fluctuation can be explain by its past prices. Given that Electro Sensors Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Electro Sensors for similar time interval.
Correlation Coefficient -0.26
Spearman Rank Test 0.07
Price Variance 0.02
Lagged Price Variance 0.02

Electro Sensors Lagged Returns

 Regressed Prices 
      Timeline 

Electro Sensors Performance vs DOW

The median price of Electro Sensors for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 3.91 with a coefficient of variation of 3.87. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 3.91, and mean deviation of 0.12. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Unusually Fact to Know Electro-Sensors, Inc. transacted 6642...12/04/2017