Macroaxis considers Cheniere Energy to be not too volatile. Cheniere Energy Part
secures Sharpe Ratio (or Efficiency) of -0.1267 which signifies that Cheniere Energy Part
had -0.1267% of return per unit of standard deviation over the last 1 month. 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
. Cheniere Energy Partners L P exposes twenty-one different technical indicators
which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Cheniere Energy Part Mean Deviation
of 0.9186 and Risk Adjusted Performance
of 0.01662 to double-check risk estimate we provide. Macroaxis gives Cheniere Energy performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2007 which signifies that as returns on market increase, returns on owning Cheniere Energy are expected to decrease at a much smaller rate. During bear market, Cheniere Energy is likely to outperform the market.. Even though it is essential to pay attention to Cheniere Energy Part 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. Cheniere Energy Partners L P exposes twenty-one different technical indicators which can help you to evaluate its performance. Cheniere Energy Part has expected return of -0.2062%. Please be advised to confirm Cheniere Energy Part Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Cheniere Energy Part past performance will be repeated at some point in the near future.
|15 days auto-correlation|| 0.25 |
Cheniere Energy Partners L P has poor predictability. Overlapping area represents the amount of predictability between Cheniere Energy time series from September 15, 2018 to September 30, 2018 and September 30, 2018 to October 15, 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 Cheniere Energy Part price movement. The serial correlation of 0.25 indicates that over 25.0% of current Cheniere Energy price fluctuation can be explain by its past prices.
|Spearman Rank Test||-0.16|