ING Group Backtesting

ING -- USA Stock  

USD 11.30  0.02  0.18%

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

ING Group 'What if' Analysis

July 19, 2019
No Change 0.00  0.0 
In 3 months and 1 day
October 17, 2019
If you would invest  0.00  in ING Group on July 19, 2019 and sell it all today you would earn a total of 0.00 from holding ING Group N V or generate 0.0% return on investment in ING Group over 90 days. ING Group is related to or competes with Citigroup, Canadian Imperial, Credit Suisse, East West, B of A, Barclays PLC, and Bank Of Montreal. ING Groep N.V., a financial institution, provides various banking products and services to individuals, small and medium...

ING Group Upside/Downside Indicators

Downside Deviation1.92
Information Ratio0.016
Maximum Drawdown6.44
Value At Risk(2.57)
Potential Upside3.1

ING Group Market Premium Indicators

Risk Adjusted Performance0.0168
Jensen Alpha0.0327
Total Risk Alpha0.0423
Sortino Ratio0.0149
Treynor Ratio0.0099

ING Group N Backtested Returns

We consider ING Group somewhat reliable. ING Group N holds Efficiency (Sharpe) Ratio of 0.0291 which attests that the entity had 0.0291% of return per unit of risk over the last 3 months. Our philosophy towards determining 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 ING Group N which you can use to evaluate future volatility of the corporation. Please check out ING Group Semi Deviation of 1.85, Risk Adjusted Performance of 0.0168 and Market Risk Adjusted Performance of 0.0199 to validate if risk estimate we provide are consistent with the epected return of 0.0523%. ING Group has performance score of 1 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 1.2537 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, ING Group will likely underperform. Although it is extremely important to respect ING Group N current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 examining ING Group N technical indicators you can today evaluate if the expected return of 0.0523% will be sustainable into the future. ING Group N now retains a risk of 1.7973%. Please check out ING Group Variance as well as the relationship between Maximum Drawdown and Semi Variance to decide if ING Group will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.18) 
correlation synergy

Insignificant reverse predictability

ING Group N V has insignificant reverse predictability. Overlapping area represents the amount of predictability between ING Group time series from July 19, 2019 to September 2, 2019 and September 2, 2019 to October 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 ING Group N price movement. The serial correlation of -0.18 indicates that over 18.0% of current ING Group price fluctuation can be explain by its past prices. Given that ING Group N V has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of ING Group for similar time interval.
Correlation Coefficient-0.18
Spearman Rank Test-0.03
Residual Average0.0
Price Variance0.16

ING Group N lagged returns against current returns

 Current and Lagged Values 

ING Group regressed lagged prices vs. current prices

 Current vs Lagged Prices 

ING Group Lagged Returns

 Regressed Prices 

Current Sentiment - ING

ING Group N Investor Sentiment

Greater number of Macroaxis users are currently bullish on ING Group N V. What is your judgment towards investing in ING Group N V? Are you bullish or bearish?
98% Bullish
2% Bearish

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Please also check ING Group Hype Analysis, ING Group Correlation, ING Group Valuation, ING Group Volatility as well as analyze ING Group Alpha and Beta and ING Group Performance. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.