Evoqua Water Hype Analysis, Evoqua Water Correlation, Evoqua Water Valuation, Evoqua Water Volatility as well as analyze Evoqua Water Alpha and Beta and Evoqua Water Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Evoqua Water Technologies Corp and determine expected loss or profit from investing in Evoqua Water over given investment horizon. Check also
|Horizon||30 Days Login to change|
Evoqua Water 'What if' Analysis
June 22, 20190.00
September 20, 20190.00
If you would invest 0.00 in Evoqua Water on June 22, 2019 and sell it all today you would earn a total of 0.00 from holding Evoqua Water Technologies Corp or generate 0.0% return on investment in Evoqua Water over 90 days. Evoqua Water is related to or competes with Energy Recovery, Federal Signal, Fuel Tech, Heritage Crystal, KNOW LABS, LiqTech International, and MIKROS SYSTEMS. Evoqua Water Technologies Corp. provides a range of water and wastewater treatment systems and technologies, and mobile ...
Evoqua Water Upside/Downside Indicators
|Value At Risk||(3.21)|
Evoqua Water Market Premium Indicators
|Risk Adjusted Performance||0.1276|
|Total Risk Alpha||0.242|
Evoqua Water Technol Backtested Returns
Macroaxis considers Evoqua Water slightly risky given 3 months investment horizon. Evoqua Water Technol secures Sharpe Ratio (or Efficiency) of 0.1573 which denotes the organization had 0.1573% of return per unit of risk over the last 3 months. Our philosophy towards predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Evoqua Water Technologies Corp which you can use to evaluate future volatility of the firm. Please utilize Evoqua Water Technol Downside Deviation of 2.33, Coefficient Of Variation of 738.52 and Mean Deviation of 1.71 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Evoqua Water holds performance score of 10. The firm shows Beta (market volatility) of 1.0111 which denotes to the fact that Evoqua Water returns are very sensitive to returns on the market. as market goes up or down, Evoqua Water is expected to follow. Although it is vital to follow to Evoqua Water Technol historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Evoqua Water Technol technical indicators you can presently evaluate if the expected return of 0.4165% will be sustainable into the future. Please utilizes Evoqua Water Technol Jensen Alpha as well as the relationship between Potential Upside and Skewness to make a quick decision on weather Evoqua Water price patterns will revert.
|15 days auto-correlation||(0.12)|
|Spearman Rank Test||0.05|
Evoqua Water Technol lagged returns against current returns
Current and Lagged Values
Evoqua Water regressed lagged prices vs. current prices
Current vs Lagged Prices
Evoqua Water Lagged Returns
Check also Evoqua Water Hype Analysis, Evoqua Water Correlation, Evoqua Water Valuation, Evoqua Water Volatility as well as analyze Evoqua Water Alpha and Beta and Evoqua Water Performance. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.