Arrow Electronics Backtesting

Arrow Electronics Inc -- USA Stock  

USD 85.87  0.55  0.64%

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

Arrow Electronics 'What if' Analysis

December 25, 2017
No Change 0.00  0.0%
In 30 days
January 24, 2018
If you would invest  0.00  in Arrow Electronics on December 25, 2017 and sell it all today you would earn a total of 0.00 from holding Arrow Electronics Inc or generate 0.0% return on investment in Arrow Electronics over 30 days. Arrow Electronics is related to or competes with Micron Technology, ON Semiconductor, Flex Ltd, Analog Devices, Advanced Micro, and . Arrow Electronics Inc operates in two segments Global Components and Global Enterprise Computing Solutions

Arrow Electronics Upside/Downside Indicators


Arrow Electronics Market Premium Indicators

Arrow Electronics Inc lagged returns against current returns

 Current and Lagged Values 

Arrow Electronics regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Arrow Electronics Inc Backtested Returns

Macroaxis considers Arrow Electronics not too risky given 1 month investment horizon. Arrow Electronics Inc secures Sharpe Ratio (or Efficiency) of 0.3644 which signifies that Arrow Electronics Inc had 0.3644% 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 Arrow Electronics Inc which you can use to evaluate future volatility of the firm. Please makes use of Arrow Electronics Inc Downside Deviation of 0.9521, Risk Adjusted Performance of 0.134 and Mean Deviation of 0.703 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Arrow Electronics holds performance score of 23. The firm shows Beta (market volatility) of -0.6344 which signifies that as returns on market increase, returns on owning Arrow Electronics are expected to decrease at a much smaller rate. During bear market, Arrow Electronics is likely to outperform the market.. Although it is vital to follow to Arrow Electronics Inc 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 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 Arrow Electronics Inc technical indicators you can presently evaluate if the expected return of 0.3734% will be sustainable into the future. Please makes use of Arrow Electronics Inc Standard Deviation, Value At Risk as well as the relationship between Value At Risk and Kurtosis to make a quick decision on weather Arrow Electronics price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.87 

Very good predictability

Arrow Electronics Inc has very good predictability. Overlapping area represents the amount of predictability between Arrow Electronics time series from December 25, 2017 to January 9, 2018 and January 9, 2018 to January 24, 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 Arrow Electronics Inc price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Arrow Electronics price fluctuation can be explain by its past prices.
Correlation Coefficient 0.87
Spearman Rank Test 0.77
Price Variance 2.04
Lagged Price Variance 2.53

Arrow Electronics Lagged Returns

 Regressed Prices 

Arrow Electronics Performance vs DOW

The median price of Arrow Electronics for the period between Mon, Dec 25, 2017 and Wed, Jan 24, 2018 is 83.29 with a coefficient of variation of 2.57. The daily time series for the period is distributed with a sample standard deviation of 2.13, arithmetic mean of 82.69, and mean deviation of 1.77. The Stock received some media coverage during the period.
Price Growth (%)  
James Investment Research Inc. Sells 100309 Shares of Arrow ...01/23/2018