Gartner Backtesting

Gartner Inc -- USA Stock  

USD 134  3.35  2.44%

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

Gartner 'What if' Analysis

December 22, 2017
No Change 0.00  0.0%
In 31 days
January 21, 2018
If you would invest  0.00  in Gartner on December 22, 2017 and sell it all today you would earn a total of 0.00 from holding Gartner Inc or generate 0.0% return on investment in Gartner over 30 days. Gartner is related to or competes with Broadridge Financial, CA, Workday, F5 Networks, and CDK Global. It operates through three segments Research Consulting and Events

Gartner Upside/Downside Indicators


Gartner Market Premium Indicators

Gartner Inc lagged returns against current returns

 Current and Lagged Values 

Gartner regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Gartner Inc Backtested Returns

We consider Gartner not too risky. Gartner Inc holds Efficiency (Sharpe) Ratio of 0.0091 which attests that Gartner Inc had 0.0091% of return per unit of risk over the last 1 month. Our philosophy towards determining 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 technical indicators for Gartner Inc which you can use to evaluate future volatility of the corporation. Please check out Gartner Coefficient Of Variation of 211.09, Market Risk Adjusted Performance of 0.4682 and Risk Adjusted Performance of 0.2149 to validate if risk estimate we provide are consistent with the epected return of 0.0179%. Gartner has performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.97 which attests that Gartner returns are very sensitive to returns on the market. as market goes up or down, Gartner is expected to follow.. Although it is extremely important to respect Gartner Inc current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Gartner Inc technical indicators you can presently evaluate if the expected return of 0.0179% will be sustainable into the future. Gartner Inc right now retains a risk of 1.9632%. Please check out Gartner Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to decide if Gartner will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Gartner Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Gartner time series from December 22, 2017 to January 6, 2018 and January 6, 2018 to January 21, 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 Gartner Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Gartner price fluctuation can be explain by its past prices.
Average Price 137.35
Lagged Average Price 137.35

Gartner Lagged Returns

 Regressed Prices 

Gartner Performance vs DOW

The median price of Gartner for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 127.3 with a coefficient of variation of 3.18. The daily time series for the period is distributed with a sample standard deviation of 4.04, arithmetic mean of 127.26, and mean deviation of 3.41. The Stock received some media coverage during the period.
Price Growth (%)  
Payment of 17 shares by Robin Kranich of Gartner subject to ...12/29/2017