Sensata Technologies Backtesting

ST -- USA Stock  

USD 49.80  2.92  5.54%

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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Sensata Technologies 'What if' Analysis

August 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 18, 2018
0.00
If you would invest  0.00  in Sensata Technologies on August 19, 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 Roper Technologies, Teledyne Technologies, Thermo Fisher, Waters, Woodward, and Euro Tech. Sensata Technologies Holding PLC would be operating as a holding company for Sensata Technologies Holding N.V

Sensata Technologies Upside/Downside Indicators

Information Ratio0.28
Maximum Drawdown5.15
Value At Risk4.00
Potential Upside1.16
  

Sensata Technologies Market Premium Indicators

Risk Adjusted Performance0.08
Jensen Alpha0.61
Total Risk Alpha0.77
Treynor Ratio0.15

Sensata Technologies Backtested Returns

Macroaxis considers Sensata Technologies to be not too risky. Sensata Technologies owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2951 which indicates Sensata Technologies had -0.2951% 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 439.85 and Risk Adjusted Performance of 0.08 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 2.6589 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Sensata Technologies will likely underperform.. 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 -0.5007%. 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 0.61 

Good predictability

Sensata Technologies Holding PLC has good predictability. Overlapping area represents the amount of predictability between Sensata Technologies time series from August 19, 2018 to September 3, 2018 and September 3, 2018 to September 18, 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 0.61 indicates that roughly 61.0% of current Sensata Technologies price fluctuation can be explain by its past prices.
Correlation Coefficient0.61
Spearman Rank Test0.52
Residual Average0.0
Price Variance0.91

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 

Did you try this?

Run Fundamental Analysis Now

   

Fundamental Analysis

View fundamental data based on most recent published financial statements
All  Next Launch Fundamental Analysis
Currently Active Assets on Macroaxis
GM   
Purchased over 70 shares of
few hours ago
Traded for 35.02
CRM   
Purchased a lot of shares of
few hours ago
Traded for 154.92
MSFT   
Purchased over 20 shares of
few hours ago
Traded for 112.14
F   
Purchased over 300 shares of
few hours ago
Traded for 9.55
S   
Purchased over 400 shares of
few hours ago
Traded for 6.33
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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Search macroaxis.com