Electronic Arts Backtesting

EA -- USA Stock  

USD 98.42  0.70  0.71%

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

Electronic Arts 'What if' Analysis

June 19, 2019
No Change 0.00  0.0%
In 3 months and 1 day
September 17, 2019
If you would invest  0.00  in Electronic Arts on June 19, 2019 and sell it all today you would earn a total of 0.00 from holding Electronic Arts or generate 0.0% return on investment in Electronic Arts over 90 days. Electronic Arts is related to or competes with Integrated Media, The9 Limited, Glu Mobile, Avid Technology, Activision Blizzard, and Changyou. Electronic Arts Inc. develops, markets, publishes, and distributes games, content, and services for game consoles, PCs, ...

Electronic Arts Upside/Downside Indicators

Downside Deviation2.11
Information Ratio0.0358
Maximum Drawdown9.07
Value At Risk(4.49)
Potential Upside3.21

Electronic Arts Market Premium Indicators

Risk Adjusted Performance0.055
Jensen Alpha0.0762
Total Risk Alpha0.0337
Sortino Ratio0.0328
Treynor Ratio0.1293

Electronic Arts Backtested Returns

We consider Electronic Arts very steady. Electronic Arts secures Sharpe Ratio (or Efficiency) of 0.0647 which denotes the organization had 0.0647% of return per unit of risk over the last 3 months. Our philosophy towards predicting 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 Electronic Arts which you can use to evaluate future volatility of the firm. Please confirm Electronic Arts Coefficient Of Variation of 1777.54, Mean Deviation of 1.44 and Downside Deviation of 2.11 to check if risk estimate we provide are consistent with the epected return of 0.1277%. Electronic Arts has performance score of 4 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.7639 which denotes to the fact that as returns on market increase, Electronic Arts returns are expected to increase less than the market. However during bear market, the loss on holding Electronic Arts will be expected to be smaller as well. Although it is extremely important to respect Electronic Arts historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting 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 reviewing Electronic Arts technical indicators you can presently evaluate if the expected return of 0.1277% will be sustainable into the future. Electronic Arts right now shows a risk of 1.9746%. Please confirm Electronic Arts Information Ratio, Value At Risk and the relationship between Standard Deviation and Treynor Ratio to decide if Electronic Arts will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.72) 
correlation synergy

Almost perfect reverse predictability

Electronic Arts has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Electronic Arts time series from June 19, 2019 to August 3, 2019 and August 3, 2019 to September 17, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Electronic Arts price movement. The serial correlation of -0.72 indicates that around 72.0% of current Electronic Arts price fluctuation can be explain by its past prices. Given that Electronic Arts has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Electronic Arts for similar time interval.
Correlation Coefficient-0.72
Spearman Rank Test-0.61
Residual Average0.0
Price Variance12.24

Electronic Arts lagged returns against current returns

 Current and Lagged Values 

Electronic Arts regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Electronic Arts Lagged Returns

 Regressed Prices 

Current Sentiment - EA

Electronic Arts Investor Sentiment

Nearly all of Macroaxis users are currently bullish on Electronic Arts. What is your opinion about investing in Electronic Arts? Are you bullish or bearish?
98% Bullish
2% Bearish

Electronic Arts Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Electronic Arts and Integrated Media Tec. 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  
Additionally see Electronic Arts Hype Analysis, Electronic Arts Correlation, Electronic Arts Valuation, Electronic Arts Volatility as well as analyze Electronic Arts Alpha and Beta and Electronic Arts Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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