Barksdale Capital Backtesting

BRKCF -- USA Stock  

USD 0.45  0.00  0.00%

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

August 26, 2018
No Change 0.00  0.0%
In 31 days
September 25, 2018
If you would invest  0.00  in Barksdale Capital on August 26, 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 Amazon, Vedanta, Hero MotoCorp, CHINA LIFE, Megaworld, Metro Pacific, and HSBC Holdings. Barksdale Capital Corp. focuses on acquiring and exploring precious and base metal projects in the United States

Barksdale Capital Upside/Downside Indicators


Barksdale Capital Market Premium Indicators

Barksdale Capital Corp Backtested Returns

Macroaxis considers Barksdale Capital abnormally risky given 1 month investment horizon. Barksdale Capital Corp secures Sharpe Ratio (or Efficiency) of 0.0391 which signifies that Barksdale Capital Corp had 0.0391% of return per unit of risk over the last 1 month. 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. We have found twenty-one technical indicators for Barksdale Capital Corp which you can use to evaluate future volatility of the firm. Please makes use of Barksdale Capital Corp 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 2. 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. 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. By analyzing Barksdale Capital Corp technical indicators you can presently evaluate if the expected return of 0.2859% will be sustainable into the future. 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 0.00 

No correlation between past and present

Barksdale Capital Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Barksdale Capital time series from August 26, 2018 to September 10, 2018 and September 10, 2018 to September 25, 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 0.0 indicates that just 0.0% of current Barksdale Capital price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.75
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 Amazon. 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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.