Franks International Backtesting

Franks International N V -- USA Stock  

USD 7.25  0.01  0.14%

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

Franks International 'What if' Analysis

September 16, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 16, 2017
 0.00 
If you would invest  0.00  in Franks International on September 16, 2017 and sell it all today you would earn a total of 0.00 from holding Franks International N V or generate 0.0% return on investment in Franks International over 30 days. Franks International is related to or competes with Antero Resources, BP plc, Delek US, Diamond Offshore, Ecopetrol S, and . Franks International NV operates through three operating segments International Services U.S

Franks International Upside/Downside Indicators

  

Franks International Market Premium Indicators

Franks International N lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Franks International regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Franks International N Backtested Returns

Macroaxis considers Franks International to be not very volatile. Franks International N secures Sharpe Ratio (or Efficiency) of -0.1947 which denotes Franks International N had -0.1947% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in 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. Franks International N V exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Franks International N Mean Deviation of 1.39 to check risk estimate we provide. Macroaxis gives Franks International performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.9069 which denotes to the fact that . Even though it is essential to pay attention to Franks International N historical returns, it is always good to be careful when utilizing equity current trending patternss. Macroaxis philosophy in 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. Franks International N V exposes twenty-one different technical indicators which can help you to evaluate its performance. Franks International N has expected return of -0.3219%. Please be advised to confirm Franks International N Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if Franks International N past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.03 

Virtually no predictability

Franks International N V has virtually no predictability. Overlapping area represents the amount of predictability between Franks International time series from September 16, 2017 to October 1, 2017 and October 1, 2017 to October 16, 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 Franks International N price movement. The serial correlation of 0.03 indicates that only 3.0% of current Franks International price fluctuation can be explain by its past prices.
Correlation Coefficient 0.03
Spearman Rank Test 0.35
Price Variance 0.03
Lagged Price Variance 0.01

Franks International Lagged Returns

 Regressed Prices 
      Timeline 

Franks International Performance vs DOW

The median price of Franks International for the period between Sat, Sep 16, 2017 and Mon, Oct 16, 2017 is 7.67 with a coefficient of variation of 2.79. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 7.59, and mean deviation of 0.18. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Head to Head Comparison Fairmount Santrol Holdings and Frank...09/25/2017
2
Jefferies Group LLC Analysts Give Frank International NV a 9...10/16/2017