Exxon Backtesting

XOM -- USA Stock  

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

Exxon 'What if' Analysis

July 22, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
October 20, 2019
0.00
If you would invest  0.00  in Exxon on July 22, 2019 and sell it all today you would earn a total of 0.00 from holding Exxon Mobil Corporation or generate 0.0% return on investment in Exxon over 90 days. Exxon is related to or competes with SM Energy, Pioneer Natural, QEP Resources, Range Resources, Southwestern Energy, Western Midstream, and Whiting Petroleum. Exxon Mobil Corporation explores for and produces crude oil and natural gas in the United States, CanadaOther Americas, ...

Exxon Upside/Downside Indicators

Information Ratio(0.07)
Maximum Drawdown6.7
Value At Risk(2.56)
Potential Upside1.5

Exxon Market Premium Indicators

Risk Adjusted Performance(0.08)
Jensen Alpha(0.09)
Total Risk Alpha(0.08)
Treynor Ratio(0.11)

Exxon Mobil Backtested Returns

Macroaxis considers Exxon to be very steady. Exxon Mobil secures Sharpe Ratio (or Efficiency) of -0.0886 which denotes the organization had -0.0886% of return per unit of risk over the last 3 months. Macroaxis philosophy towards predicting 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. Exxon Mobil Corporation exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Exxon Mobil Mean Deviation of 1.0 and Coefficient Of Variation of (1,187) to check risk estimate we provide. The firm shows Beta (market volatility) of 1.0473 which denotes to the fact that Exxon returns are very sensitive to returns on the market. as market goes up or down, Exxon is expected to follow. Even though it is essential to pay attention to Exxon Mobil historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. Exxon Mobil Corporation exposes twenty-one different technical indicators which can help you to evaluate its performance. Exxon Mobil has expected return of -0.1147%. Please be advised to confirm Exxon Mobil Market Risk Adjusted Performance, Variance as well as the relationship between Variance and Potential Upside to decide if Exxon Mobil past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.55 
correlation synergy

Modest predictability

Exxon Mobil Corporation has modest predictability. Overlapping area represents the amount of predictability between Exxon time series from July 22, 2019 to September 5, 2019 and September 5, 2019 to October 20, 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 Exxon Mobil price movement. The serial correlation of 0.55 indicates that about 55.0% of current Exxon price fluctuation can be explain by its past prices.
Correlation Coefficient0.55
Spearman Rank Test0.44
Residual Average0.0
Price Variance4.02

Exxon Mobil lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Exxon regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Exxon Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - XOM

Exxon Mobil Investor Sentiment

Predominant part of Macroaxis users are at this time bullish on Exxon Mobil Corporation. What is your opinion about investing in Exxon Mobil Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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See also Exxon Hype Analysis, Exxon Correlation, Exxon Valuation, Exxon Volatility as well as analyze Exxon Alpha and Beta and Exxon Performance. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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