Barksdale Capital Backtesting

BRKCF -- USA Stock  

USD 0.46  0.0014  0.31%

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

Barksdale Capital 'What if' Analysis

May 20, 2019
No Change 0.00  0.0%
In 2 months and 2 days
July 19, 2019
If you would invest  0.00  in Barksdale Capital on May 20, 2019 and sell it all today you would earn a total of 0.00 from holding Barksdale Capital Corp or generate 0.0% return on investment in Barksdale Capital over 60 days. Barksdale Capital is related to or competes with BHP Billiton, BHP Billiton, Rio Tinto, Vale S, Teck Resources, Vedanta, and Jiangxi Copper. Barksdale Capital Corp. focuses on acquiring and exploring precious and base metal projects in the Americas

Barksdale Capital Upside/Downside Indicators

Downside Deviation3.76
Information Ratio0.1289
Maximum Drawdown25.43
Value At Risk(4.38)
Potential Upside12.26

Barksdale Capital Market Premium Indicators

Risk Adjusted Performance0.108
Jensen Alpha0.3618
Total Risk Alpha(0.17)
Sortino Ratio0.1781
Treynor Ratio0.2197

Barksdale Capital Corp Backtested Returns

Macroaxis considers Barksdale Capital out of control given 2 months investment horizon. Barksdale Capital Corp secures Sharpe Ratio (or Efficiency) of 0.1372 which signifies that the organization had 0.1372% of return per unit of risk over the last 2 months. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By analyzing Barksdale Capital Corp technical indicators you can presently evaluate if the expected return of 0.8684% is justified by implied risk. Please makes use of Barksdale Capital Corp Risk Adjusted Performance of 0.108, Mean Deviation of 2.69 and Downside Deviation of 3.76 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Barksdale Capital holds performance score of 9. The firm shows Beta (market volatility) of 3.5914 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Barksdale Capital will likely underperform. Although it is vital to follow to Barksdale Capital Corp 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. We have found twenty-one technical indicators for Barksdale Capital Corp which you can use to evaluate performance of the firm. Please makes use of Barksdale Capital Corp Jensen Alpha and the relationship between Value At Risk and Kurtosis to make a quick decision on weather Barksdale Capital price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.33 
correlation synergy

Below average predictability

Barksdale Capital Corp has below average predictability. Overlapping area represents the amount of predictability between Barksdale Capital time series from May 20, 2019 to June 19, 2019 and June 19, 2019 to July 19, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Barksdale Capital Corp price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Barksdale Capital price fluctuation can be explain by its past prices.
Correlation Coefficient0.33
Spearman Rank Test0.11
Residual Average0.0
Price Variance0.0

Barksdale Capital Corp lagged returns against current returns

 Current and Lagged Values 

Barksdale Capital regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Barksdale Capital Lagged Returns

 Regressed Prices 

Current Sentiment - BRKCF

Barksdale Capital Corp Investor Sentiment

Macroaxis portfolio users are unresponsive in their opinion about investing in Barksdale Capital Corp. What is your opinion about investing in Barksdale Capital Corp? Are you bullish or bearish?
50% Bullish
50% Bearish

Barksdale Capital Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Barksdale Capital and BHP Billiton Limited. 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
Run Pair Correlation  
Check also Barksdale Capital Hype Analysis, Barksdale Capital Correlation, Barksdale Capital Valuation, Barksdale Capital Volatility as well as analyze Barksdale Capital Alpha and Beta and Barksdale Capital Performance. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.