Union Street Backtesting

USPVX -- USA Fund  

USD 19.44  0.40  2.10%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Union Street Partners Value A and determine expected loss or profit from investing in Union Street over given investment horizon. Also please take a look at Union Street Hype Analysis, Union Street Correlation, Portfolio Optimization, Union Street Volatility as well as analyze Union Street Alpha and Beta and Union Street Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Union Street 'What if' Analysis

August 26, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 25, 2018
0.00
If you would invest  0.00  in Union Street on August 26, 2018 and sell it all today you would earn a total of 0.00 from holding Union Street Partners Value A or generate 0.0% return on investment in Union Street over 30 days. Union Street is related to or competes with American Funds, American Funds, American Funds, American Funds, American Funds, American Funds, and American Funds. Under normal market conditions, the fund will invest primarily in the equity securities of large cap U.S

Union Street Upside/Downside Indicators

Downside Deviation0.5286
Information Ratio0.1
Maximum Drawdown1.74
Value At Risk0.58
Potential Upside1.01
  

Union Street Market Premium Indicators

Risk Adjusted Performance0.0722
Jensen Alpha0.00073041
Total Risk Alpha0.12
Sortino Ratio0.12
Treynor Ratio0.1475

Union Street Partners Backtested Returns

We consider Union Street not too risky. Union Street Partners owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1723 which indicates Union Street Partners had 0.1723% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Union Street Partners Value A which you can use to evaluate future volatility of the fund. Please validate Union Street Semi Deviation of 0.1737, Coefficient Of Variation of 690.03 and Risk Adjusted Performance of 0.0722 to confirm if risk estimate we provide are consistent with the epected return of 0.1167%. The entity has beta of 0.5705 which indicates as returns on market increase, Union Street returns are expected to increase less than the market. However during bear market, the loss on holding Union Street will be expected to be smaller as well.. Although it is extremely important to respect Union Street Partners current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Union Street Partners technical indicators you can presently evaluate if the expected return of 0.1167% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.73) 

Almost perfect reverse predictability

Union Street Partners Value A has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Union Street time series from August 26, 2018 to September 10, 2018 and September 10, 2018 to September 25, 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 Union Street Partners price movement. The serial correlation of -0.73 indicates that around 73.0% of current Union Street price fluctuation can be explain by its past prices. Given that Union Street Partners Value A has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Union Street for similar time interval.
Correlation Coefficient-0.73
Spearman Rank Test-0.71
Residual Average0.0
Price Variance0.06

Union Street Partners lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Union Street regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Union Street Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - USPVX

Union Street Partners Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Union Street Partners Value A. What is your outlook on investing in Union Street Partners Value A? Are you bullish or bearish?
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Also please take a look at Union Street Hype Analysis, Union Street Correlation, Portfolio Optimization, Union Street Volatility as well as analyze Union Street Alpha and Beta and Union Street Performance. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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