Intelsat S Backtesting

I -- USA Stock  

  Downward Rally

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

Intelsat S 'What if' Analysis

August 17, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
November 15, 2019
0.00
If you would invest  0.00  in Intelsat S on August 17, 2019 and sell it all today you would earn a total of 0.00 from holding Intelsat S A or generate 0.0% return on investment in Intelsat S over 90 days. Intelsat S is related to or competes with China Mobile, CenturyLink, China Unicom, Chunghwa Telecom, Cellcom Israel, and KT. Intelsat S.A., together with its subsidiaries, provides satellite communications services worldwide

Intelsat S Upside/Downside Indicators

Information Ratio(0.11)
Maximum Drawdown42.11
Value At Risk(12.38)
Potential Upside4.97

Intelsat S Market Premium Indicators

Risk Adjusted Performance(0.06)
Jensen Alpha(0.73)
Total Risk Alpha(1.50)
Treynor Ratio(0.31)

Intelsat S A Backtested Returns

Macroaxis considers Intelsat S to be slightly risky. Intelsat S A holds Efficiency (Sharpe) Ratio of -0.0849 which attests that the entity had -0.0849% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Intelsat S A exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Intelsat S Risk Adjusted Performance of (0.06) and Market Risk Adjusted Performance of (0.30) to validate risk estimate we provide. The company retains Market Volatility (i.e. Beta) of 1.6905 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intelsat S will likely underperform. Even though it is essential to pay attention to Intelsat S A current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Intelsat S A exposes twenty-one different technical indicators which can help you to evaluate its performance. Intelsat S A has expected return of -0.5015%. Please be advised to check out Intelsat S Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to decide if Intelsat S A past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.15 
correlation synergy

Insignificant predictability

Intelsat S A has insignificant predictability. Overlapping area represents the amount of predictability between Intelsat S time series from August 17, 2019 to October 1, 2019 and October 1, 2019 to November 15, 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 Intelsat S A price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Intelsat S price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test0.25
Residual Average0.0
Price Variance2.46

Intelsat S A lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Intelsat S regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Intelsat S Lagged Returns

 Regressed Prices 
      Timeline 

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Please also check Intelsat S Hype Analysis, Intelsat S Correlation, Intelsat S Valuation, Intelsat S Volatility as well as analyze Intelsat S Alpha and Beta and Intelsat S Performance. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
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