Antero Resources Backtesting

Antero Resources Corporation -- USA Stock  

USD 19.78  1.04  5.55%

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

Antero Resources 'What if' Analysis

December 21, 2017
No Change 0.00  0.0%
In 31 days
January 20, 2018
If you would invest  0.00  in Antero Resources on December 21, 2017 and sell it all today you would earn a total of 0.00 from holding Antero Resources Corporation or generate 0.0% return on investment in Antero Resources over 30 days. Antero Resources is related to or competes with Diamond Offshore, Helmerich Payne, Noble plc, Parsley Energy, and Diamondback Energy. As of December 31, 2015, Antero Resources Corporation had 569, 000 net acres of oil and gas properties located in the Ap...

Antero Resources Upside/Downside Indicators


Antero Resources Market Premium Indicators

Antero Resources lagged returns against current returns

 Current and Lagged Values 

Antero Resources regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Antero Resources Backtested Returns

We consider Antero Resources not very risky. Antero Resources secures Sharpe Ratio (or Efficiency) of 0.0392 which signifies that Antero Resources had 0.0392% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Antero Resources Corporation which you can use to evaluate future volatility of the firm. Please confirm Antero Resources Downside Deviation of 1.92, Risk Adjusted Performance of 0.0527 and Mean Deviation of 1.44 to double-check if risk estimate we provide are consistent with the epected return of 0.078%. Antero Resources has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.5262 which signifies that as returns on market increase, returns on owning Antero Resources are expected to decrease by larger amounts. On the other hand, during market turmoil, Antero Resources is expected to significantly outperform it.. Although it is extremely important to respect Antero Resources historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing 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 analyzing Antero Resources technical indicators you can presently evaluate if the expected return of 0.078% will be sustainable into the future. Antero Resources right now shows a risk of 1.9876%. Please confirm Antero Resources Variance, Maximum Drawdown as well as the relationship between Maximum Drawdown and Semi Variance to decide if Antero Resources will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.07 

Virtually no predictability

Antero Resources Corporation has virtually no predictability. Overlapping area represents the amount of predictability between Antero Resources time series from December 21, 2017 to January 5, 2018 and January 5, 2018 to January 20, 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 Antero Resources price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Antero Resources price fluctuation can be explain by its past prices.
Correlation Coefficient 0.07
Spearman Rank Test -0.04
Price Variance 0.1
Lagged Price Variance 0.21

Antero Resources Lagged Returns

 Regressed Prices 

Antero Resources Performance vs DOW

The median price of Antero Resources for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 19.42 with a coefficient of variation of 3.12. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 19.18, and mean deviation of 0.5. The Stock received some media coverage during the period.
Price Growth (%)  
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