PERSIMMON PLC (Germany) Backtesting

OHP -- Germany Stock  

EUR 25.08  0.13  0.52%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of PERSIMMON PLC LS 10 and determine expected loss or profit from investing in PERSIMMON PLC over given investment horizon. Additionally take a look at PERSIMMON PLC Hype Analysis, PERSIMMON PLC Correlation, PERSIMMON PLC Valuation, PERSIMMON PLC Volatility as well as analyze PERSIMMON PLC Alpha and Beta and PERSIMMON PLC Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

PERSIMMON PLC 'What if' Analysis

September 21, 2018
0.00
No Change 0.00  0.0%
In 30 days
October 21, 2018
0.00
If you would invest  0.00  in PERSIMMON PLC on September 21, 2018 and sell it all today you would earn a total of 0.00 from holding PERSIMMON PLC LS 10 or generate 0.0% return on investment in PERSIMMON PLC over 30 days. PERSIMMON PLC is related to or competes with Apple, Amazon, Ecopetrol, Alphabet, Facebook, Berkshire Hathaway, and Berkshire Hathaway.

PERSIMMON PLC Upside/Downside Indicators

Information Ratio0.09
Maximum Drawdown5.39
Value At Risk3.86
Potential Upside1.41
  

PERSIMMON PLC Market Premium Indicators

Risk Adjusted Performance0.20
Jensen Alpha0.31
Total Risk Alpha0.05
Treynor Ratio3.47

PERSIMMON PLC LS Backtested Returns

Macroaxis considers PERSIMMON PLC to be not too volatile. PERSIMMON PLC LS maintains Sharpe Ratio (i.e. Efficiency) of -0.1727 which implies PERSIMMON PLC LS had -0.1727% of return per unit of standard deviation over the last 1 month. Macroaxis approach into forecasting 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. PERSIMMON PLC LS exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check PERSIMMON PLC LS Market Risk Adjusted Performance of 3.46 and Risk Adjusted Performance of 0.20 to confirm risk estimate we provide. Macroaxis gives PERSIMMON PLC performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.0952 which implies as returns on market increase, PERSIMMON PLC returns are expected to increase less than the market. However during bear market, the loss on holding PERSIMMON PLC will be expected to be smaller as well.. Even though it is essential to pay attention to PERSIMMON PLC LS current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis approach into forecasting 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. PERSIMMON PLC LS exposes twenty-one different technical indicators which can help you to evaluate its performance. PERSIMMON PLC LS has expected return of -0.2814%. Please be advised to check PERSIMMON PLC LS Maximum Drawdown, Potential Upside and the relationship between Treynor Ratio and Value At Risk to decide if PERSIMMON PLC LS past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.51 

Modest predictability

PERSIMMON PLC LS 10 has modest predictability. Overlapping area represents the amount of predictability between PERSIMMON PLC time series from September 21, 2018 to October 6, 2018 and October 6, 2018 to October 21, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PERSIMMON PLC LS price movement. The serial correlation of 0.51 indicates that about 51.0% of current PERSIMMON PLC price fluctuation can be explain by its past prices.
Correlation Coefficient0.51
Spearman Rank Test0.17
Residual Average0.0
Price Variance0.16

PERSIMMON PLC LS lagged returns against current returns

 Current and Lagged Values 
      Timeline 

PERSIMMON PLC regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

PERSIMMON PLC Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - OHP

PERSIMMON PLC LS Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in PERSIMMON PLC LS 10. What is your perspective on investing in PERSIMMON PLC LS 10? Are you bullish or bearish?
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Additionally take a look at PERSIMMON PLC Hype Analysis, PERSIMMON PLC Correlation, PERSIMMON PLC Valuation, PERSIMMON PLC Volatility as well as analyze PERSIMMON PLC Alpha and Beta and PERSIMMON PLC Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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