With this equity back-testing module your can estimate the performance of a buy and hold strategy of AECOM and determine expected loss or profit from investing in AECOM over given investment horizon. Check also AECOM Hype Analysis, AECOM Correlation, AECOM Valuation, AECOM Volatility as well as analyze AECOM Alpha and Beta and AECOM Performance.
|Horizon||30 Days Login to change|
AECOM 'What if' Analysis
October 16, 20180.00
December 15, 20180.00
If you would invest 0.00 in AECOM on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding AECOM or generate 0.0% return on investment in AECOM over 60 days. AECOM is related to or competes with Dycom Industries, Goldfield, Energy Services, Argan, EMCOR, and Comfort Systems. AECOM, together with its subsidiaries, engages in designing, building, financing, and operating infrastructure assets wo...
AECOM Upside/Downside Indicators
AECOM Market Premium Indicators
AECOM Backtested Returns
Macroaxis considers AECOM to be not too volatile. AECOM retains Efficiency (Sharpe Ratio) of -0.1074 which signifies that AECOM had -0.1074% of return per unit of risk over the last 2 months. Macroaxis approach to 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. AECOM exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AECOM Coefficient Of Variation of
(1,296) and Market Risk Adjusted Performance of (0.17) to double-check risk estimate we provide. Macroaxis gives AECOM performance score of 0 on a scale of 0 to 100. The firm owns Beta (Systematic Risk) of 1.094 which signifies that AECOM returns are very sensitive to returns on the market. as market goes up or down, AECOM is expected to follow.. Even though it is essential to pay attention to AECOM existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach to 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. AECOM exposes twenty-one different technical indicators which can help you to evaluate its performance. AECOM has expected return of -0.264%. Please be advised to confirm AECOM Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if AECOM past performance will be repeated at some future date.
|15 days auto-correlation||(0.57)|
|Spearman Rank Test||-0.11|
AECOM lagged returns against current returns
Current and Lagged Values
AECOM regressed lagged prices vs. current prices
Current vs Lagged Prices
AECOM Lagged Returns