BITFRONTIER CAPITAL Backtesting

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BFCH -- USA Stock  

USD 0.0153  0.0012  8.51%

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

BITFRONTIER CAPITAL 'What if' Analysis

October 20, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
January 18, 2020
0.00
If you would invest  0.00  in BITFRONTIER CAPITAL on October 20, 2019 and sell it all today you would earn a total of 0.00 from holding BITFRONTIER CAPITAL HOLDINGS IN or generate 0.0% return on investment in BITFRONTIER CAPITAL over 90 days. BITFRONTIER CAPITAL is related to or competes with TD Ameritrade, Macquarie, Morgan Stanley, Goldman Sachs, Citic Securities, Nomura Holdings, and Citic Securities. BitFrontier Capital Holdings, Inc., a blockchain-oriented company, focuses on the cryptocurrency markets

BITFRONTIER CAPITAL Upside/Downside Indicators

Downside Deviation10.59
Information Ratio(0.009649)
Maximum Drawdown54.25
Value At Risk(12.66)
Potential Upside17.89

BITFRONTIER CAPITAL Market Premium Indicators

Risk Adjusted Performance0.012
Jensen Alpha0.65
Total Risk Alpha(2.79)
Sortino Ratio(0.008974)
Treynor Ratio(0.009159)

BITFRONTIER CAPITAL Backtested Returns

We consider BITFRONTIER CAPITAL out of control. BITFRONTIER CAPITAL secures Sharpe Ratio (or Efficiency) of 0.0098 which signifies that the organization had 0.0098% of return per unit of volatility over the last 3 months. Our way of foreseeing 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-eight technical indicators for BITFRONTIER CAPITAL HOLDINGS IN which you can use to evaluate future volatility of the firm. Please confirm BITFRONTIER CAPITAL Risk Adjusted Performance of 0.012 and Mean Deviation of 5.82 to double-check if risk estimate we provide are consistent with the epected return of 0.0895%. The firm shows Beta (market volatility) of -4.4769 which signifies that as returns on market increase, returns on owning BITFRONTIER CAPITAL are expected to decrease by larger amounts. On the other hand, during market turmoil, BITFRONTIER CAPITAL is expected to significantly outperform it. Although it is extremely important to respect BITFRONTIER CAPITAL historical returns, it is better to be realistic regarding the information on equity current trending patterns. The way of 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 reviewing BITFRONTIER CAPITAL technical indicators you can today evaluate if the expected return of 0.0895% will be sustainable into the future. BITFRONTIER CAPITAL now shows a risk of 9.13%. Please confirm BITFRONTIER CAPITAL Expected Short fall, Day Median Price and the relationship between Potential Upside and Accumulation Distribution to decide if BITFRONTIER CAPITAL will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.14) 
correlation synergy

Insignificant reverse predictability

BITFRONTIER CAPITAL HOLDINGS IN has insignificant reverse predictability. Overlapping area represents the amount of predictability between BITFRONTIER CAPITAL time series from October 20, 2019 to December 4, 2019 and December 4, 2019 to January 18, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BITFRONTIER CAPITAL price movement. The serial correlation of -0.14 indicates that less than 14.0% of current BITFRONTIER CAPITAL price fluctuation can be explain by its past prices. Given that BITFRONTIER CAPITAL HOLDINGS IN has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of BITFRONTIER CAPITAL for similar time interval.
Correlation Coefficient-0.14
Spearman Rank Test-0.04
Residual Average0.0
Price Variance0.0

BITFRONTIER CAPITAL lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

BITFRONTIER CAPITAL regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

BITFRONTIER CAPITAL Lagged Returns

 Regressed Prices 
    
  Timeline 

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BITFRONTIER CAPITAL Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for BITFRONTIER CAPITAL and TD Ameritrade Holding. 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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Continue to BITFRONTIER CAPITAL Hype Analysis, BITFRONTIER CAPITAL Correlation, BITFRONTIER CAPITAL Valuation, BITFRONTIER CAPITAL Volatility as well as analyze BITFRONTIER CAPITAL Alpha and Beta and BITFRONTIER CAPITAL Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.