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
to analyze future returns on Barksdale Capital.
|15 days auto-correlation|| 0.33 |
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.
|Spearman Rank Test||0.41|