Monitronics International Backtesting

SCTY -- USA Stock  

Last Earning Anouncement Date: December 31, 2015  

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

Monitronics International 'What if' Analysis

July 18, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
October 16, 2019
0.00
If you would invest  0.00  in Monitronics International on July 18, 2019 and sell it all today you would earn a total of 0.00 from holding Monitronics International or generate 0.0% return on investment in Monitronics International over 90 days. Monitronics International is related to or competes with Facebook, Alibaba Group, Visa, Amazon Com, Alphabet, Microsoft, and Apple. Monitronics International, Inc., doing business as Brinks Home Security, provides security alarm monitoring and related ...

Monitronics International Upside/Downside Indicators

Downside Deviation4.88
Information Ratio0.0537
Maximum Drawdown43.25
Value At Risk(4.97)
Potential Upside3.33

Monitronics International Market Premium Indicators

Risk Adjusted Performance0.058
Jensen Alpha0.2602
Total Risk Alpha0.4129
Sortino Ratio0.0614
Treynor Ratio(0.43)

Monitronics International Backtested Returns

Macroaxis considers Monitronics International unstable given 3 months investment horizon. Monitronics International has Sharpe Ratio of 0.0525 which conveys that the firm had 0.0525% of return per unit of risk over the last 3 months. Our philosophy towards estimating 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 Monitronics International which you can use to evaluate future volatility of the firm. Please exercise Monitronics International Mean Deviation of 2.34, Risk Adjusted Performance of 0.058 and Downside Deviation of 4.88 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Monitronics International holds performance score of 3. The company secures Beta (Market Risk) of -0.6404 which conveys that as returns on market increase, returns on owning Monitronics International are expected to decrease at a much smaller rate. During bear market, Monitronics International is likely to outperform the market. Although it is vital to follow to Monitronics International price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy towards estimating 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 analyzing Monitronics International technical indicators you can presently evaluate if the expected return of 0.301% will be sustainable into the future. Please exercises Monitronics International Variance and Potential Upside to make a quick decision on weather Monitronics International current price movements will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 
correlation synergy

No correlation between past and present

Monitronics International has no correlation between past and present. Overlapping area represents the amount of predictability between Monitronics International time series from July 18, 2019 to September 1, 2019 and September 1, 2019 to October 16, 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 Monitronics International price movement. The serial correlation of 0.0 indicates that just 0.0% of current Monitronics International price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

Monitronics International lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Monitronics International regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Monitronics International Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Monitronics International Hype Analysis, Monitronics International Correlation, Monitronics International Valuation, Monitronics International Volatility as well as analyze Monitronics International Alpha and Beta and Monitronics International Performance. Please also try Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.
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