Sensata Technologies Backtesting

Sensata Technologies Holding N V -- USA Stock  

USD 53.75  0.25  0.47%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Sensata Technologies Holding N V and determine expected loss or profit from investing in Sensata Technologies over given investment horizon. Also please take a look at Sensata Technologies Hype Analysis, Sensata Technologies Correlation, Sensata Technologies Valuation, Sensata Technologies Volatility as well as analyze Sensata Technologies Alpha and Beta and Sensata Technologies Performance
 Time Horizon     30 Days    Login   to change
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Sensata Technologies 'What if' Analysis

January 22, 2018
0.00
No Change 0.00  0.0%
In 31 days
February 21, 2018
0.00
If you would invest  0.00  in Sensata Technologies on January 22, 2018 and sell it all today you would earn a total of 0.00 from holding Sensata Technologies Holding N V or generate 0.0% return on investment in Sensata Technologies over 30 days. Sensata Technologies is related to or competes with Agilent Technologies, Curtiss Wright, FLIR Systems, AMETEK, and IDEX. Sensata Technologies Holding N.V., through its subsidiaries, develops, manufactures, and sells sensors and controls

Sensata Technologies Upside/Downside Indicators

  

Sensata Technologies Market Premium Indicators

Sensata Technologies lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Sensata Technologies regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Sensata Technologies Backtested Returns

Macroaxis considers Sensata Technologies to be not too volatile. Sensata Technologies owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0744 which indicates Sensata Technologies had -0.0744% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring 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. Sensata Technologies Holding N V exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Sensata Technologies Coefficient Of Variation of 1,988 and Risk Adjusted Performance of 0.08511 to confirm risk estimate we provide. Macroaxis gives Sensata Technologies performance score of 0 on a scale of 0 to 100. The entity has beta of 1.0677 which indicates Sensata Technologies returns are very sensitive to returns on the market. as market goes up or down, Sensata Technologies is expected to follow.. Even though it is essential to pay attention to Sensata Technologies current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Sensata Technologies Holding N V exposes twenty-eight different technical indicators which can help you to evaluate its performance. Sensata Technologies has expected return of -0.143%. Please be advised to validate Sensata Technologies Potential Upside as well as the relationship between Accumulation Distribution and Price Action Indicator to decide if Sensata Technologies past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.35) 

Poor reverse predictability

Sensata Technologies Holding N V has poor reverse predictability. Overlapping area represents the amount of predictability between Sensata Technologies time series from January 22, 2018 to February 6, 2018 and February 6, 2018 to February 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 Sensata Technologies price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Sensata Technologies price fluctuation can be explain by its past prices. Given that Sensata Technologies Holding N V has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Sensata Technologies for similar time interval.
Correlation Coefficient -0.35
Spearman Rank Test -0.03
Price Variance 1.0
Lagged Price Variance 1.59

Sensata Technologies Lagged Returns

 Regressed Prices 
      Timeline 

Sensata Technologies Performance vs DOW

The median price of Sensata Technologies for the period between Mon, Jan 22, 2018 and Wed, Feb 21, 2018 is 54.88 with a coefficient of variation of 3.51. The daily time series for the period is distributed with a sample standard deviation of 1.9, arithmetic mean of 54.31, and mean deviation of 1.67. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Exercise or conversion by Martin Carter of 9912 shares of Se...02/20/2018