Enterprise Financial Backtesting

EFSC -- USA Stock  

USD 41.40  0.24  0.58%

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

Enterprise Financial 'What if' Analysis

June 21, 2019
0.00
No Change 0.00  0.0%
In 3 months and 1 day
September 19, 2019
0.00
If you would invest  0.00  in Enterprise Financial on June 21, 2019 and sell it all today you would earn a total of 0.00 from holding Enterprise Financial Services C or generate 0.0% return on investment in Enterprise Financial over 90 days. Enterprise Financial Services Corp operates as the financial holding company for Enterprise Bank Trust that offers banki...

Enterprise Financial Upside/Downside Indicators

Downside Deviation1.6
Information Ratio(0.011149)
Maximum Drawdown9.52
Value At Risk(2.27)
Potential Upside2.47

Enterprise Financial Market Premium Indicators

Risk Adjusted Performance0.0158
Jensen Alpha(0.02141)
Total Risk Alpha(0.044812)
Sortino Ratio(0.011756)
Treynor Ratio0.0099

Enterprise Financial Backtested Returns

We consider Enterprise Financial not too volatile. Enterprise Financial secures Sharpe Ratio (or Efficiency) of 0.0385 which denotes the organization had 0.0385% 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 Enterprise Financial Services C which you can use to evaluate future volatility of the firm. Please confirm Enterprise Financial Coefficient Of Variation of 8084.77, Mean Deviation of 1.29 and Downside Deviation of 1.6 to check if risk estimate we provide are consistent with the epected return of 0.0657%. Enterprise Financial has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.0894 which denotes to the fact that Enterprise Financial returns are very sensitive to returns on the market. as market goes up or down, Enterprise Financial is expected to follow. Although it is extremely important to respect Enterprise Financial 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 Enterprise Financial technical indicators you can presently evaluate if the expected return of 0.0657% will be sustainable into the future. Enterprise Financial right now shows a risk of 1.706%. Please confirm Enterprise Financial Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Enterprise Financial will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.10 
correlation synergy

Insignificant predictability

Enterprise Financial Services C has insignificant predictability. Overlapping area represents the amount of predictability between Enterprise Financial time series from June 21, 2019 to August 5, 2019 and August 5, 2019 to September 19, 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 Enterprise Financial price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Enterprise Financial price fluctuation can be explain by its past prices.
Correlation Coefficient0.1
Spearman Rank Test0.46
Residual Average0.0
Price Variance1.15

Enterprise Financial lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Enterprise Financial regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Enterprise Financial Lagged Returns

 Regressed Prices 
      Timeline 

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Enterprise Financial Pair Correlation

Equities Pair Trading Analysis

Additionally see Enterprise Financial Hype Analysis, Enterprise Financial Correlation, Enterprise Financial Valuation, Enterprise Financial Volatility as well as analyze Enterprise Financial Alpha and Beta and Enterprise Financial Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
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