E Valuator Backtesting

EVGRX -- USA Fund  

USD 11.60  0.02  0.17%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of The E Valuator Growth and determine expected loss or profit from investing in E Valuator over given investment horizon. Continue to E Valuator Hype Analysis, E Valuator Correlation, Portfolio Optimization, E Valuator Volatility as well as analyze E Valuator Alpha and Beta and E Valuator Performance.

E Valuator 'What if' Analysis

November 21, 2019
No Change 0.00  0.0 
In 2 months and 31 days
February 19, 2020
If you would invest  0.00  in E Valuator on November 21, 2019 and sell it all today you would earn a total of 0.00 from holding The E Valuator Growth or generate 0.0% return on investment in E Valuator over 90 days. E Valuator is related to or competes with Income Fund, John Hancock, John Hancock, American Funds, American Funds, American Funds, and MFS Growth. The investment seeks to provide growth of principal but will at times seek to provide both growth of principal and incom...

E Valuator Upside/Downside Indicators

Downside Deviation0.8215
Information Ratio(0.014504)
Maximum Drawdown3.35
Value At Risk(1.09)
Potential Upside0.8212

E Valuator Market Premium Indicators

Risk Adjusted Performance0.0979
Jensen Alpha0.0399
Total Risk Alpha0.0094
Sortino Ratio(0.01065)
Treynor Ratio0.1878

E Valuator Backtested Returns

We consider E Valuator not too volatile. E Valuator secures Sharpe Ratio (or Efficiency) of 0.1672 which denotes the fund had 0.1672% of return per unit of risk over the last 3 months. Our philosophy towards predicting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for The E Valuator Growth which you can use to evaluate future volatility of the entity. Please confirm E Valuator Risk Adjusted Performance of 0.0979, Semi Deviation of 0.5081 and Downside Deviation of 0.8215 to check if risk estimate we provide are consistent with the epected return of 0.1007%. The organization shows Beta (market volatility) of 0.3557 which denotes to the fact that as returns on market increase, E Valuator returns are expected to increase less than the market. However during bear market, the loss on holding E Valuator will be expected to be smaller as well. Although it is extremely important to respect E Valuator historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing E Valuator technical indicators you can presently evaluate if the expected return of 0.1007% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.15 
correlation synergy

Insignificant predictability

The E Valuator Growth has insignificant predictability. Overlapping area represents the amount of predictability between E Valuator time series from November 21, 2019 to January 5, 2020 and January 5, 2020 to February 19, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of E Valuator price movement. The serial correlation of 0.15 indicates that less than 15.0% of current E Valuator price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test0.35
Residual Average0.0
Price Variance0.02

E Valuator lagged returns against current returns

 Current and Lagged Values 

E Valuator regressed lagged prices vs. current prices

 Current vs Lagged Prices 

E Valuator Lagged Returns

 Regressed Prices 

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E Valuator Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for E Valuator and Income Fund. 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
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Continue to E Valuator Hype Analysis, E Valuator Correlation, Portfolio Optimization, E Valuator Volatility as well as analyze E Valuator Alpha and Beta and E Valuator Performance. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.