Fidelity National Backtesting

Fidelity National Information Services Inc -- USA Stock  

USD 93.6  0.66  0.7%

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

Fidelity National 'What if' Analysis

November 15, 2017
No Change 0.00  0.0%
In 31 days
December 15, 2017
If you would invest  0.00  in Fidelity National on November 15, 2017 and sell it all today you would earn a total of 0.00 from holding Fidelity National Information Services Inc or generate 0.0% return on investment in Fidelity National over 30 days. Fidelity National is related to or competes with Visa, Vantiv, Verisk Analytics, 58 com, Automatic Data, and Alliance Data. It also offer financial consulting and outsourcing services

Fidelity National Upside/Downside Indicators


Fidelity National Market Premium Indicators

Fidelity National In lagged returns against current returns

 Current and Lagged Values 

Fidelity National regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Fidelity National In Backtested Returns

We consider Fidelity National not too risky. Fidelity National In secures Sharpe Ratio (or Efficiency) of 0.0074 which denotes Fidelity National In had 0.0074% 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-one technical indicators for Fidelity National Information Services Inc which you can use to evaluate future volatility of the firm. Please confirm Fidelity National In Coefficient Of Variation of 6897.84, Mean Deviation of 0.5045 and Downside Deviation of 0.6753 to check if risk estimate we provide are consistent with the epected return of 0.0056%. Fidelity National has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.4196 which denotes to the fact that as returns on market increase, Fidelity National returns are expected to increase less than the market. However during bear market, the loss on holding Fidelity National will be expected to be smaller as well.. Although it is extremely important to respect Fidelity National In historical returns, it is better to be realistic regarding the information on 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 Fidelity National In technical indicators you can presently evaluate if the expected return of 0.0056% will be sustainable into the future. Fidelity National In right now shows a risk of 0.7591%. Please confirm Fidelity National In Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Fidelity National In will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.72) 

Almost perfect reverse predictability

Fidelity National Information Services Inc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Fidelity National time series from November 15, 2017 to November 30, 2017 and November 30, 2017 to December 15, 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 Fidelity National In price movement. The serial correlation of -0.72 indicates that around 72.0% of current Fidelity National price fluctuation can be explain by its past prices. Given that Fidelity National Information Services Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Fidelity National for similar time interval.
Correlation Coefficient -0.72
Spearman Rank Test -0.21
Price Variance 0.74
Lagged Price Variance 0.66

Fidelity National Lagged Returns

 Regressed Prices 

Fidelity National Performance vs DOW

The median price of Fidelity National for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 93.6 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 1.39, arithmetic mean of 93.58, and mean deviation of 1.12. The Stock received some media coverage during the period.
December 14, 2017Fidelity National Dividend Paid
Price Growth (%)  
Following the Projections for Fidelity National Information ...12/14/2017