With this equity back-testing module your can estimate the performance of a buy and hold strategy of Sprint Corporation and determine expected loss or profit from investing in Sprint over given investment horizon. Also please take a look at Sprint Hype Analysis, Sprint Correlation, Sprint Valuation, Sprint Volatility as well as analyze Sprint Alpha and Beta and Sprint Performance.
|Horizon||30 Days Login to change|
Sprint 'What if' Analysis
October 15, 20180.00
December 14, 20180.00
If you would invest 0.00 in Sprint on October 15, 2018 and sell it all today you would earn a total of 0.00 from holding Sprint Corporation or generate 0.0% return on investment in Sprint over 60 days. Sprint is related to or competes with UTStarcom Holdings, ATT, Verizon Communications, Telephone, Zayo Group, and Liberty Broadband. Sprint Corporation, together with its subsidiaries, provides various wireless and wireline communications products and s...
Sprint Upside/Downside Indicators
Sprint Market Premium Indicators
Sprint Backtested Returns
Macroaxis considers Sprint to be relatively risky. Sprint owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0248 which indicates Sprint had -0.0248% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring 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. Sprint Corporation exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Sprint Coefficient Of Variation of
(6,322) and Risk Adjusted Performance of (0.015711) to confirm risk estimate we provide. Macroaxis gives Sprint performance score of 0 on a scale of 0 to 100. The entity has beta of 1.1048 which indicates Sprint returns are very sensitive to returns on the market. as market goes up or down, Sprint is expected to follow.. Even though it is essential to pay attention to Sprint current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Sprint Corporation exposes twenty-one different technical indicators which can help you to evaluate its performance. Sprint has expected return of -0.0561%. Please be advised to validate Sprint Information Ratio and Downside Variance to decide if Sprint past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.55)|
|Spearman Rank Test||-0.23|
Sprint lagged returns against current returns
Current and Lagged Values
Sprint regressed lagged prices vs. current prices
Current vs Lagged Prices
Sprint Lagged Returns
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Also please take a look at Sprint Hype Analysis, Sprint Correlation, Sprint Valuation, Sprint Volatility as well as analyze Sprint Alpha and Beta and Sprint Performance. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.