Sensata Technologies Backtesting

ST -- USA Stock  

USD 52.88  1.65  3.22%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Sensata Technologies Holding PLC 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
SymbolX
Backtest

Sensata Technologies 'What if' Analysis

May 24, 2018
0.00
No Change 0.00  0.0%
In 30 days
June 23, 2018
0.00
If you would invest  0.00  in Sensata Technologies on May 24, 2018 and sell it all today you would earn a total of 0.00 from holding Sensata Technologies Holding PLC 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, IDEX, and METTLER TOLEDO. Sensata Technologies Holding PLC would be operating as a holding company for Sensata Technologies Holding N.V

Sensata Technologies Upside/Downside Indicators

Maximum Drawdown5.65
Value At Risk1.97
Potential Upside2.13
  

Sensata Technologies Market Premium Indicators

Risk Adjusted Performance0.01

Sensata Technologies Backtested Returns

Macroaxis considers Sensata Technologies to be not too risky. Sensata Technologies owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0765 which indicates Sensata Technologies had -0.0765% 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 PLC exposes twenty-one 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 1,184 and Risk Adjusted Performance of 0.01 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 0.0 which indicates the returns on MARKET and Sensata Technologies are completely uncorrelated. 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 PLC exposes twenty-one different technical indicators which can help you to evaluate its performance. Sensata Technologies has expected return of -0.0979%. Please be advised to validate Sensata Technologies Variance and Potential Upside 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(0.78) 

Almost perfect reverse predictability

Sensata Technologies Holding PLC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Sensata Technologies time series from May 24, 2018 to June 8, 2018 and June 8, 2018 to June 23, 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 -0.78 indicates that around 78.0% of current Sensata Technologies price fluctuation can be explain by its past prices. Given that Sensata Technologies Holding PLC 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 -0.78
Spearman Rank Test -0.78
Price Variance 0.93
Lagged Price Variance 1.07

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 Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - ST

Sensata Technologies Investor Sentiment
Larger part of Macroaxis users are at this time bullish on Sensata Technologies Holding PLC. What is your outlook on investing in Sensata Technologies Holding PLC? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.