Otis Gold Backtesting

Otis Gold Corp -- USA Stock  

USD 0.23  0.0106  4.41%

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

Otis Gold 'What if' Analysis

September 17, 2017
No Change 0.00  0.0%
In 30 days
October 17, 2017
If you would invest  0.00  in Otis Gold on September 17, 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 Unilever N, PT Chandra, Goldman Sachs, Westpac Banking, and Nippon Telegraph. 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 

Otis Gold regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Otis Gold Corp Backtested Returns

Macroaxis considers Otis Gold to be abnormally risky. Otis Gold Corp maintains Sharpe Ratio (i.e. Efficiency) of -0.046 which implies Otis Gold Corp had -0.046% 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-one 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 (775.37) and Risk Adjusted Performance of (0.020184) 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 8.4659 which implies as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Otis Gold will likely underperform.. Even though it is essential to pay attention to Otis Gold Corp current trending patternss, 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-one different technical indicators which can help you to evaluate its performance. Otis Gold Corp has expected return of -0.2394%. Please be advised to check Otis Gold Corp Variance and 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(0.15) 

Insignificant reverse predictability

Otis Gold Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Otis Gold 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 Otis Gold Corp price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Otis Gold price fluctuation can be explain by its past prices. Given that Otis Gold Corp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Otis Gold for similar time interval.
Correlation Coefficient -0.15
Spearman Rank Test -0.31
Average Price 0.25
Lagged Average Price 0.26

Otis Gold Lagged Returns

 Regressed Prices 

Otis Gold Performance vs DOW

The median price of Otis Gold for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 0.25 with a coefficient of variation of 5.78. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.25, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)