500 com Backtesting

500 com Limited -- USA Stock  

USD 15.52  0.12  0.77%

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
 Time Horizon     30 Days    Login   to change

500 com 'What if' Analysis

January 19, 2018
No Change 0.00  0.0%
In 30 days
February 18, 2018
If you would invest  0.00  in 500 com on January 19, 2018 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. 500.com Limited provides online sports lottery services in the Peoples Republic of China

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

500 com is relatively volatile given 1 month investment horizon. 500 com Limited retains Efficiency (Sharpe Ratio) of 0.2637 which signifies that 500 com Limited had 0.2637% of return per unit of price deviation over the last 1 month. Our way in which we are foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.2646% are justified by taking the suggested risk. Use 500 com Limited Standard Deviation of 4.69, Market Risk Adjusted Performance of 0.8149 and Coefficient Of Variation of 387.02 to evaluate company specific risk that cannot be diversified away. 500 com holds performance score of 17 on a scale of zero to a hundred. The corporation owns Beta (Systematic Risk) of 1.4919 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 500 com will likely underperform.. Although it is vital to follow to 500 com Limited existing price patterns, it is good to be conservative about what you can actually do with the information regarding equity price patterns. Macroaxis way in which we are foreseeing future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if 500 com expected return of 1.2646 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use 500 com Limited Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to analyze future returns on 500 com Limited.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.06 

Virtually no predictability

500 com Limited has virtually no predictability. Overlapping area represents the amount of predictability between 500 com time series from January 19, 2018 to February 3, 2018 and February 3, 2018 to February 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 500 com Limited price movement. The serial correlation of 0.06 indicates that barely 6.0% of current 500 com price fluctuation can be explain by its past prices.
Correlation Coefficient 0.06
Spearman Rank Test 0.35
Price Variance 2.61
Lagged Price Variance 0.02

500 com Lagged Returns

 Regressed Prices 

500 com Performance vs DOW

The median price of 500 com for the period between Fri, Jan 19, 2018 and Sun, Feb 18, 2018 is 12.17 with a coefficient of variation of 9.28. The daily time series for the period is distributed with a sample standard deviation of 1.15, arithmetic mean of 12.34, and mean deviation of 0.68. The Stock received some media coverage during the period.
Price Growth (%)  
Stock to Watch Schlumberger Limited02/16/2018