Cheniere Energy Backtesting

Cheniere Energy Partners L P -- USA Stock  

USD 30.28  0.2  0.66%

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

Cheniere Energy 'What if' Analysis

December 19, 2017
No Change 0.00  0.0%
In 31 days
January 18, 2018
If you would invest  0.00  in Cheniere Energy on December 19, 2017 and sell it all today you would earn a total of 0.00 from holding Cheniere Energy Partners L P or generate 0.0% return on investment in Cheniere Energy over 30 days. Cheniere Energy is related to or competes with Baker Hughes, Enbridge Energy, TechnipFMC plc, Halliburton, and Magellan Midstream. Cheniere Energy Partners LPs regasification facilities include infrastructure of five LNG storage tanks with capacity of...

Cheniere Energy Upside/Downside Indicators


Cheniere Energy Market Premium Indicators

Cheniere Energy Part lagged returns against current returns

 Current and Lagged Values 

Cheniere Energy regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Cheniere Energy Part Backtested Returns

Macroaxis considers Cheniere Energy not too risky given 1 month investment horizon. Cheniere Energy Part secures Sharpe Ratio (or Efficiency) of 0.4126 which signifies that Cheniere Energy Part had 0.4126% of return per unit of standard deviation over the last 1 month. Our philosophy in foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Cheniere Energy Partners L P which you can use to evaluate future volatility of the firm. Please makes use of Cheniere Energy Part Mean Deviation of 0.7644 and Risk Adjusted Performance of 0.1461 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Cheniere Energy holds performance score of 27. The firm shows Beta (market volatility) of -0.9728 which signifies that . Although it is vital to follow to Cheniere Energy Part historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy in 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 Cheniere Energy Part technical indicators you can presently evaluate if the expected return of 0.3911% will be sustainable into the future. Please makes use of Cheniere Energy Part Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to make a quick decision on weather Cheniere Energy price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.84 

Very good predictability

Cheniere Energy Partners L P has very good predictability. Overlapping area represents the amount of predictability between Cheniere Energy time series from December 19, 2017 to January 3, 2018 and January 3, 2018 to January 18, 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 0.84 indicates that around 84.0% of current Cheniere Energy price fluctuation can be explain by its past prices.
Correlation Coefficient 0.84
Spearman Rank Test 0.93
Price Variance 0.08
Lagged Price Variance 0.71

Cheniere Energy Lagged Returns

 Regressed Prices 

Cheniere Energy Performance vs DOW

The median price of Cheniere Energy for the period between Tue, Dec 19, 2017 and Thu, Jan 18, 2018 is 29.77 with a coefficient of variation of 3.17. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 29.37, and mean deviation of 0.79. The Stock received some media coverage during the period.
Price Growth (%)  
Cheniere Energy exotic insider transaction detected12/26/2017
Risk Malaise Alert in Option Market Cheniere Energy Partners...01/18/2018