500 com Backtesting

500 com Limited -- USA Stock  

USD 11.01  0.15  1.34%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of 500 com Limited and determine expected loss or profit from investing in 500 com over given investment horizon. See also 500 com Hype Analysis, 500 com Correlation, 500 com Valuation, 500 com Volatility as well as analyze 500 com Alpha and Beta and 500 com Performance
Investment Horizon     30 Days    Login   to change

500 com 'What if' Analysis

September 17, 2017
No Change 0.00  0.0%
In 31 days
October 17, 2017
If you would invest  0.00  in 500 com on September 17, 2017 and sell it all today you would earn a total of 0.00 from holding 500 com Limited or generate 0.0% return on investment in 500 com over 30 days. 500 com is related to or competes with DHX Media, Eros International, AMC Entertainment, Cinemark Holdings, and Dover Downs. It operates as an aggregator and processor of lottery purchase orders from its registered user accounts

500 com Upside/Downside Indicators


500 com Market Premium Indicators

500 com Limited lagged returns against current returns

 Current and Lagged Values 

500 com regressed lagged prices vs. current prices

 Current vs Lagged Prices 

500 com Limited Backtested Returns

Macroaxis considers 500 com to be not very volatile. 500 com Limited retains Efficiency (Sharpe Ratio) of -0.0049 which signifies that 500 com Limited had -0.0049% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are foreseeing 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. 500 com exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm 500 com Limited Standard Deviation of 1.65, Market Risk Adjusted Performance of (4.06) and Coefficient Of Variation of (2,428) to double-check risk estimate we provide. Macroaxis gives 500 com performance score of 0 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of 0.0191 which signifies that as returns on market increase, 500 com returns are expected to increase less than the market. However during bear market, the loss on holding 500 com will be expected to be smaller as well.. Even though it is essential to pay attention to 500 com Limited existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are foreseeing 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. 500 com exposes twenty-eight different technical indicators which can help you to evaluate its performance. 500 com Limited has expected return of -0.0081%. Please be advised to confirm 500 com Limited Sortino Ratio, Semi Variance and the relationship between Information Ratio and Value At Risk to decide if 500 com Limited past performance will be repeated sooner or later.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.33 

Below average predictability

500 com Limited has below average predictability. Overlapping area represents the amount of predictability between 500 com 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 500 com Limited price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current 500 com price fluctuation can be explain by its past prices.
Correlation Coefficient 0.33
Spearman Rank Test -0.25
Price Variance 0.03
Lagged Price Variance 0.01

500 com Lagged Returns

 Regressed Prices 

500 com Performance vs DOW

The median price of 500 com for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 11.21 with a coefficient of variation of 1.44. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 11.23, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)