ELECTRONIC CONTROL Backtesting

EKCS -- USA Stock  

USD 0.07  0.002  2.86%

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

ELECTRONIC CONTROL 'What if' Analysis

July 23, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
October 21, 2019
0.00
If you would invest  0.00  in ELECTRONIC CONTROL on July 23, 2019 and sell it all today you would earn a total of 0.00 from holding ELECTRONIC CONTROL SECURITY INC or generate 0.0% return on investment in ELECTRONIC CONTROL over 90 days. ELECTRONIC CONTROL is related to or competes with ASSA ABLOY, SECOM CO, SECOM CO, Allegion Plc, Securitas, Brinks, and MSA Safety. Electronic Control Security Inc. designs, develops, manufactures, and markets technology-based integrated security solut...

ELECTRONIC CONTROL Upside/Downside Indicators

Downside Deviation21.88
Information Ratio0.0782
Maximum Drawdown103.57
Value At Risk(20.00)
Potential Upside16.67

ELECTRONIC CONTROL Market Premium Indicators

Risk Adjusted Performance0.0847
Jensen Alpha1.04
Total Risk Alpha1.36
Sortino Ratio0.0484
Treynor Ratio17.71

ELECTRONIC CONTROL Backtested Returns

ELECTRONIC CONTROL is out of control given 3 months investment horizon. ELECTRONIC CONTROL secures Sharpe Ratio (or Efficiency) of 0.0784 which denotes the organization had 0.0784% of return per unit of return volatility over the last 3 months. Our approach into predicting risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.0789% are justified by taking the suggested risk. Use ELECTRONIC CONTROL Downside Deviation of 21.88 and Mean Deviation of 5.29 to evaluate company specific risk that cannot be diversified away. ELECTRONIC CONTROL holds performance score of 5 on a scale of zero to a hundred. The firm shows Beta (market volatility) of 0.0585 which denotes to the fact that as returns on market increase, ELECTRONIC CONTROL returns are expected to increase less than the market. However during bear market, the loss on holding ELECTRONIC CONTROL will be expected to be smaller as well. Although it is vital to follow to ELECTRONIC CONTROL historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. Macroaxis approach into 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 ELECTRONIC CONTROL SECURITY INC expected return of 1.0789 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use ELECTRONIC CONTROL Variance as well as the relationship between Value At Risk and Skewness to analyze future returns on ELECTRONIC CONTROL.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.01) 
correlation synergy

Very weak reverse predictability

ELECTRONIC CONTROL SECURITY INC has very weak reverse predictability. Overlapping area represents the amount of predictability between ELECTRONIC CONTROL time series from July 23, 2019 to September 6, 2019 and September 6, 2019 to October 21, 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 CONTROL price movement. The serial correlation of -0.01 indicates that just 1.0% of current ELECTRONIC CONTROL price fluctuation can be explain by its past prices. Given that ELECTRONIC CONTROL SECURITY INC has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of ELECTRONIC CONTROL for similar time interval.
Correlation Coefficient-0.01
Spearman Rank Test-0.13
Residual Average0.0
Price Variance0.0

ELECTRONIC CONTROL lagged returns against current returns

 Current and Lagged Values 
      Timeline 

ELECTRONIC CONTROL regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

ELECTRONIC CONTROL Lagged Returns

 Regressed Prices 
      Timeline 

Did you try this?

Run Risk-Return Analysis Now

   

Risk-Return Analysis

View associations between returns expected from investment and the risk you assume
All  Next Launch Module

ELECTRONIC CONTROL Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for ELECTRONIC CONTROL and ASSA ABLOY. 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 CONTROL Hype Analysis, ELECTRONIC CONTROL Correlation, ELECTRONIC CONTROL Valuation, ELECTRONIC CONTROL Volatility as well as analyze ELECTRONIC CONTROL Alpha and Beta and ELECTRONIC CONTROL Performance. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Search macroaxis.com