NACCO Industries Backtesting

NACCO Industries Inc -- USA Stock  

USD 42.15  4.15  10.92%

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

NACCO Industries 'What if' Analysis

February 22, 2018
No Change 0.00  0.0%
In 31 days
March 24, 2018
If you would invest  0.00  in NACCO Industries on February 22, 2018 and sell it all today you would earn a total of 0.00 from holding NACCO Industries Inc or generate 0.0% return on investment in NACCO Industries over 30 days. NACCO Industries is related to or competes with Colgate Palmolive, Este Lauder, Procter Gamble, Ralph Lauren, and Under Armour. NACCO Industries, Inc. operates primarily in the mining industry

NACCO Industries Upside/Downside Indicators


NACCO Industries Market Premium Indicators

NACCO Industries Inc lagged returns against current returns

 Current and Lagged Values 

NACCO Industries regressed lagged prices vs. current prices

 Current vs Lagged Prices 

NACCO Industries Inc Backtested Returns

We consider NACCO Industries not very risky. NACCO Industries Inc retains Efficiency (Sharpe Ratio) of 0.0298 which conveys that NACCO Industries Inc had 0.0298% of return per unit of risk over the last 1 month. Our approach towards estimating 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 NACCO Industries which you can use to evaluate future volatility of the entity. Please verify NACCO Industries Inc Market Risk Adjusted Performance of 0.566 and Mean Deviation of 2.44 to check out if risk estimate we provide are consistent with the epected return of 0.108%. NACCO Industries has performance score of 1 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of -0.559 which conveys that as returns on market increase, returns on owning NACCO Industries are expected to decrease at a much smaller rate. During bear market, NACCO Industries is likely to outperform the market.. Although it is extremely important to respect NACCO Industries Inc existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach 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. By inspecting NACCO Industries Inc technical indicators you can right now evaluate if the expected return of 0.108% will be sustainable into the future. NACCO Industries Inc at this time owns a risk of 3.6272%. Please verify NACCO Industries Inc Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if NACCO Industries Inc will be following its current price history.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

NACCO Industries Inc has no correlation between past and present. Overlapping area represents the amount of predictability between NACCO Industries time series from February 22, 2018 to March 9, 2018 and March 9, 2018 to March 24, 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 NACCO Industries Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current NACCO Industries price fluctuation can be explain by its past prices.
Average Price 38.0
Lagged Average Price 38.0

NACCO Industries Lagged Returns

 Regressed Prices 

NACCO Industries Performance vs DOW

The median price of NACCO Industries for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 40.95 with a coefficient of variation of 2.69. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 40.74, and mean deviation of 0.87. The Stock did not receive any noticable media coverage during the period.
February 28, 2018NACCO Industries Dividend Paid
 Price Growth (%)