Barksdale Capital Backtesting

BRKCF -- USA Stock  

USD 0.48  0.001  0.21%

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
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Backtest

Barksdale Capital 'What if' Analysis

October 17, 2018
0.00
No Change 0.00  0.0%
In 30 days
November 16, 2018
0.00
If you would invest  0.00  in Barksdale Capital on October 17, 2018 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 30 days. Barksdale Capital is related to or competes with CITIC, Mitsubishi, Mitsubishi, ITOCHU, Jardine Strategic, Jardine Matheson, and Sumitomo. Barksdale Capital Corp. focuses on acquiring and exploring precious and base metal projects in the Americas

Barksdale Capital Upside/Downside Indicators

  

Barksdale Capital Market Premium Indicators

Barksdale Capital Corp Backtested Returns

Barksdale Capital is abnormally risky given 1 month investment horizon. Barksdale Capital Corp secures Sharpe Ratio (or Efficiency) of 0.1804 which signifies that Barksdale Capital Corp had 0.1804% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.2194% are justified by taking the suggested risk. Use Barksdale Capital to evaluate company specific risk that cannot be diversified away. Barksdale Capital holds performance score of 12 on a scale of zero to a hundred. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Barksdale Capital are completely uncorrelated. 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. Macroaxis philosophy towards foreseeing future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Barksdale Capital Corp expected return of 1.2194 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Barksdale Capital Jensen Alpha and the relationship between Value At Risk and Kurtosis to analyze future returns on Barksdale Capital.
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 October 17, 2018 to November 1, 2018 and November 1, 2018 to November 16, 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 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 Test0.41
Residual Average0.0
Price Variance0.0

Barksdale Capital Corp lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Barksdale Capital regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Barksdale Capital Lagged Returns

 Regressed Prices 
      Timeline 

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Risk-Return Analysis

View associations between returns expected from investment and the risk you assume
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Barksdale Capital Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Barksdale Capital and CITIC 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
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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 Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
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