With this equity back-testing module your can estimate the performance of a buy and hold strategy of Brenmiller Energy Ltd and determine expected loss or profit from investing in Brenmiller Energy over given investment horizon. Check also Brenmiller Energy Hype Analysis, Brenmiller Energy Correlation, Brenmiller Energy Valuation, Brenmiller Energy Volatility as well as analyze Brenmiller Energy Alpha and Beta and Brenmiller Energy Performance.
|Horizon||30 Days Login to change|
Brenmiller Energy 'What if' Analysis
October 19, 20180.00
December 18, 20180.00
If you would invest 0.00 in Brenmiller Energy on October 19, 2018 and sell it all today you would earn a total of 0.00 from holding Brenmiller Energy Ltd or generate 0.0% return on investment in Brenmiller Energy over 60 days. Brenmiller Energy is related to or competes with El Al. Brenmiller Energy Ltd, through its storage technology, provides energy solutions to the distributed generation market
Brenmiller Energy Upside/Downside Indicators
Brenmiller Energy Market Premium Indicators
Brenmiller Energy Backtested Returns
Macroaxis considers Brenmiller Energy to be not too risky. Brenmiller Energy secures Sharpe Ratio (or Efficiency) of -0.4597 which signifies that Brenmiller Energy had -0.4597% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in 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. Brenmiller Energy Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Brenmiller Energy Mean Deviation of 0.4978 and Risk Adjusted Performance of
(0.38) to double-check risk estimate we provide. Macroaxis gives Brenmiller Energy performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0102 which signifies that as returns on market increase, returns on owning Brenmiller Energy are expected to decrease at a much smaller rate. During bear market, Brenmiller Energy is likely to outperform the market.. Even though it is essential to pay attention to Brenmiller Energy historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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. Brenmiller Energy Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Brenmiller Energy has expected return of -0.4003%. Please be advised to confirm Brenmiller Energy Mean Deviation, Downside Deviation, Standard Deviation, as well as the relationship between Semi Deviation and Coefficient Of Variation to decide if Brenmiller Energy past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.88)|
|Spearman Rank Test||-0.78|
Brenmiller Energy lagged returns against current returns
Current and Lagged Values
Brenmiller Energy regressed lagged prices vs. current prices
Current vs Lagged Prices
Brenmiller Energy Lagged Returns
Check also Brenmiller Energy Hype Analysis, Brenmiller Energy Correlation, Brenmiller Energy Valuation, Brenmiller Energy Volatility as well as analyze Brenmiller Energy Alpha and Beta and Brenmiller Energy Performance. Please also try Equity Search module to search for activelly-traded equities including funds and etfs from over 30 global markets.