DST Systems Backtesting

DST Systems Inc -- USA Stock  

USD 84  0.41  0.49%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of DST Systems Inc and determine expected loss or profit from investing in DST Systems over given investment horizon. Additionally see DST Systems Hype Analysis, DST Systems Correlation, DST Systems Valuation, DST Systems Volatility as well as analyze DST Systems Alpha and Beta and DST Systems Performance
 Time Horizon     30 Days    Login   to change
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DST Systems 'What if' Analysis

December 25, 2017
0.00
No Change 0.00  0.0%
In 30 days
January 24, 2018
0.00
If you would invest  0.00  in DST Systems on December 25, 2017 and sell it all today you would earn a total of 0.00 from holding DST Systems Inc or generate 0.0% return on investment in DST Systems over 30 days. DST Systems is related to or competes with AECOM, Accenture plc, Booz Allen, HR Block, and Marsh McLennan. DST Systems Incs Financial Services segment offer investor investment advisorintermediary and asset distribution service...

DST Systems Upside/Downside Indicators

  

DST Systems Market Premium Indicators

DST Systems Inc lagged returns against current returns

 Current and Lagged Values 
      Timeline 

DST Systems regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

DST Systems Inc Backtested Returns

DST Systems is not too volatile given 1 month investment horizon. DST Systems Inc secures Sharpe Ratio (or Efficiency) of 0.3104 which denotes DST Systems Inc had 0.3104% of return per unit of volatility over the last 1 month. Our approach towards predicting risk of a stock is to use both market data as well as company specific technical data. We found twenty different technical indicators which can help you to evaluate if expected returns of 1.588% are justified by taking the suggested risk. Use DST Systems Market Risk Adjusted Performance of 1.99, Mean Deviation of 2.35 and Coefficient Of Variation of 325.07 to evaluate company specific risk that cannot be diversified away. DST Systems holds performance score of 20 on a scale of zero to a hundred. The firm shows Beta (market volatility) of 0.7515 which denotes to the fact that as returns on market increase, DST Systems returns are expected to increase less than the market. However during bear market, the loss on holding DST Systems will be expected to be smaller as well.. Although it is essential to pay attention to DST Systems Inc historical returns, it is also good to be reasonable about what you can actually do with equity current trending patterns. Macroaxis approach towards predicting 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 DST Systems Inc expected return of 1.588 will be sustainable into the future, we have found twenty different technical indicators which can help you to check if the expected returns are sustainable. Use DST Systems Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to analyze future returns on DST Systems.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.22 

Weak predictability

DST Systems Inc has weak predictability. Overlapping area represents the amount of predictability between DST Systems time series from December 25, 2017 to January 9, 2018 and January 9, 2018 to January 24, 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 DST Systems Inc price movement. The serial correlation of 0.22 indicates that over 22.0% of current DST Systems price fluctuation can be explain by its past prices.
Correlation Coefficient 0.22
Spearman Rank Test 0.2
Price Variance 31.1
Lagged Price Variance 1.25

DST Systems Lagged Returns

 Regressed Prices 
      Timeline 

DST Systems Performance vs DOW

The median price of DST Systems for the period between Mon, Dec 25, 2017 and Wed, Jan 24, 2018 is 65.02 with a coefficient of variation of 14.47. The daily time series for the period is distributed with a sample standard deviation of 10.32, arithmetic mean of 71.29, and mean deviation of 9.85. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Going Through the Figures for DST Systems, Inc. and SSandC T...01/23/2018