Arlington Asset Backtesting

AI -- USA Stock  

USD 5.49  0.03  0.54%

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

Arlington Asset 'What if' Analysis

July 17, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
October 15, 2019
0.00
If you would invest  0.00  in Arlington Asset on July 17, 2019 and sell it all today you would earn a total of 0.00 from holding Arlington Asset Investment Corp or generate 0.0% return on investment in Arlington Asset over 90 days. Arlington Asset is related to or competes with Essent Group, First Choice, Ellington Financial, Impac Mortgage, Ocwen Financial, and Hercules Capital. is a principal investment firm that currently invests primarily in mortgage-related and other assets

Arlington Asset Upside/Downside Indicators

Information Ratio(0.11)
Maximum Drawdown9.81
Value At Risk(3.29)
Potential Upside2.76

Arlington Asset Market Premium Indicators

Risk Adjusted Performance(0.11)
Jensen Alpha(0.20)
Total Risk Alpha(0.16)
Treynor Ratio(0.26)

Arlington Asset Inve Backtested Returns

Macroaxis considers Arlington Asset to be relatively risky. Arlington Asset Inve secures Sharpe Ratio (or Efficiency) of -0.1423 which signifies that the organization had -0.1423% of return per unit of risk over the last 3 months. Macroaxis philosophy towards 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. Arlington Asset Investment Corp exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Arlington Asset Inve Mean Deviation of 1.44 and Risk Adjusted Performance of (0.11) to double-check risk estimate we provide. The firm shows Beta (market volatility) of 0.8884 which signifies that Arlington Asset returns are very sensitive to returns on the market. as market goes up or down, Arlington Asset is expected to follow. Even though it is essential to pay attention to Arlington Asset Inve historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. Arlington Asset Investment Corp exposes twenty-one different technical indicators which can help you to evaluate its performance. Arlington Asset Inve has expected return of -0.2723%. Please be advised to confirm Arlington Asset Inve Treynor Ratio, and the relationship between Variance and Potential Upside to decide if Arlington Asset Inve past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.08) 
correlation synergy

Very weak reverse predictability

Arlington Asset Investment Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Arlington Asset time series from July 17, 2019 to August 31, 2019 and August 31, 2019 to October 15, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arlington Asset Inve price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Arlington Asset price fluctuation can be explain by its past prices. Given that Arlington Asset Investment Corp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Arlington Asset for similar time interval.
Correlation Coefficient-0.08
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.05

Arlington Asset Inve lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Arlington Asset regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Arlington Asset Lagged Returns

 Regressed Prices 
      Timeline 

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Arlington Asset Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Arlington Asset and Essent Group. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Check also Arlington Asset Hype Analysis, Arlington Asset Correlation, Arlington Asset Valuation, Arlington Asset Volatility as well as analyze Arlington Asset Alpha and Beta and Arlington Asset Performance. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.
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