Otis Gold Backtesting

Otis Gold Corp -- USA Stock  

USD 0.15  0.0023  1.53%

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

Otis Gold 'What if' Analysis

November 13, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 13, 2017
0.00
If you would invest  0.00  in Otis Gold on November 13, 2017 and sell it all today you would earn a total of 0.00 from holding Otis Gold Corp or generate 0.0% return on investment in Otis Gold over 30 days. Otis Gold is related to or competes with Atacama Pacific, ICBC, Vedanta Limited, CHINA LIFE, Apple, and Metro Pacific. Otis Gold Corp principally holds a 100 interest in the Kilgore gold project that consists of 232 federal lode mining cla...

Otis Gold Upside/Downside Indicators

  

Otis Gold Market Premium Indicators

Otis Gold Corp lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Otis Gold regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Otis Gold Corp Backtested Returns

Macroaxis considers Otis Gold to be abnormally risky. Otis Gold Corp maintains Sharpe Ratio (i.e. Efficiency) of -0.207 which implies Otis Gold Corp had -0.207% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting 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. Otis Gold Corp exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Otis Gold Corp Coefficient Of Variation of (509.47) and Risk Adjusted Performance of (0.087833) to confirm risk estimate we provide. Macroaxis gives Otis Gold performance score of 0 on a scale of 0 to 100. The organization holds Beta of -2.4748 which implies as returns on market increase, returns on owning Otis Gold are expected to decrease by larger amounts. On the other hand, during market turmoil, Otis Gold is expected to significantly outperform it.. Even though it is essential to pay attention to Otis Gold Corp current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Otis Gold Corp exposes twenty-eight different technical indicators which can help you to evaluate its performance. Otis Gold Corp has expected return of -1.3692%. Please be advised to check Otis Gold Corp Jensen Alpha, Potential Upside, Accumulation Distribution, as well as the relationship between Treynor Ratio and Expected Short fall to decide if Otis Gold Corp past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.37 

Below average predictability

Otis Gold Corp has below average predictability. Overlapping area represents the amount of predictability between Otis Gold time series from November 13, 2017 to November 28, 2017 and November 28, 2017 to December 13, 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 Otis Gold Corp price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Otis Gold price fluctuation can be explain by its past prices.
Correlation Coefficient 0.37
Spearman Rank Test 0.15
Average Price 0.15
Lagged Average Price 0.2

Otis Gold Lagged Returns

 Regressed Prices 
      Timeline 

Otis Gold Performance vs DOW

The median price of Otis Gold for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 0.19 with a coefficient of variation of 15.62. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.18, and mean deviation of 0.02. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Otis Gold Corp. Insider Purchases C13000.00 in Stock11/24/2017
2
Otis Gold Corp. Insider Christopher Geoffr Lee-Barber Purcha...12/05/2017
3
Otis Gold Corp. Director Roger Norwich Purchases 100000 Shar...12/12/2017