ManTech International Backtesting

ManTech International Corporation -- USA Stock  

USD 45.4  0.59  1.28%

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

September 17, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 17, 2017
 0.00 
If you would invest  0.00  in ManTech International on September 17, 2017 and sell it all today you would earn a total of 0.00 from holding ManTech International Corporation or generate 0.0% return on investment in ManTech International over 30 days. ManTech International is related to or competes with Fiserv, Amdocs Limited, Red Hat, Intuit, Kingtone Wirelessinfo, and . It offers cyber warfare and cyber defense security solutions and services such as identifying and neutralizing external ...

ManTech International Upside/Downside Indicators

  

ManTech International Market Premium Indicators

ManTech International lagged returns against current returns

 Current and Lagged Values 
      Timeline 

ManTech International regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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ManTech International Backtested Returns

Macroaxis considers ManTech International not too risky given 1 month investment horizon. ManTech International has Sharpe Ratio of 0.4718 which conveys that ManTech International had 0.4718% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By analyzing ManTech International technical indicators you can presently evaluate if the expected return of 0.5707% is justified by implied risk. Please exercise ManTech International Corporation Mean Deviation of 1.02 and Risk Adjusted Performance of 0.1324 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100 ManTech International holds performance score of 32. The company secures Beta (Market Risk) of 1.8467 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, ManTech International will likely underperform.. Although it is vital to follow to ManTech International price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy towards estimating 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. We have found twenty-eight technical indicators for ManTech International which you can use to evaluate performance of the firm. Please exercises ManTech International Corporation Maximum Drawdown as well as the relationship between Expected Short fall and Rate Of Daily Change to make a quick decision on weather ManTech International current price movements will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.73 

Good predictability

ManTech International Corporation has good predictability. Overlapping area represents the amount of predictability between ManTech International time series from September 17, 2017 to October 2, 2017 and October 2, 2017 to October 17, 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 ManTech International price movement. The serial correlation of 0.73 indicates that around 73.0% of current ManTech International price fluctuation can be explain by its past prices.
Correlation Coefficient 0.73
Spearman Rank Test 0.78
Price Variance 0.16
Lagged Price Variance 1.38

ManTech International Lagged Returns

 Regressed Prices 
      Timeline 

ManTech International Performance vs DOW

The median price of ManTech International for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 45.07 with a coefficient of variation of 4.47. The daily time series for the period is distributed with a sample standard deviation of 1.97, arithmetic mean of 44.01, and mean deviation of 1.7. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
ManTech International Corporation Breaks into New 52-Week Hi...10/13/2017