YPF Sociedad Backtesting

YPF -- USA Stock  

USD 8.72  0.51  5.53%

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

YPF Sociedad 'What if' Analysis

June 22, 2019
0.00
No Change 0.00  0.0%
In 2 months and 31 days
September 20, 2019
0.00
If you would invest  0.00  in YPF Sociedad on June 22, 2019 and sell it all today you would earn a total of 0.00 from holding YPF Sociedad Anonima or generate 0.0% return on investment in YPF Sociedad over 90 days. YPF Sociedad is related to or competes with Exxon, Chevron, ROYAL DUTCH, ROYAL DUTCH, PetroChina Company, BP plc, and Total SA. YPF Sociedad Annima, an energy company, operates in the oil and gas upstream and downstream activities in Argentina

YPF Sociedad Upside/Downside Indicators

Information Ratio(0.18)
Maximum Drawdown38.99
Value At Risk(5.31)
Potential Upside4.18

YPF Sociedad Market Premium Indicators

Risk Adjusted Performance(0.15)
Jensen Alpha(0.91)
Total Risk Alpha(1.00)
Treynor Ratio(0.40)

YPF Sociedad Anonima Backtested Returns

Macroaxis considers YPF Sociedad to be relatively risky. YPF Sociedad Anonima shows Sharpe Ratio of -0.1894 which attests that the company had -0.1894% of return per unit of volatility over the last 3 months. Macroaxis approach towards determining 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. YPF Sociedad Anonima exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out YPF Sociedad Anonima Risk Adjusted Performance of (0.15) and Mean Deviation of 2.43 to validate risk estimate we provide. The firm maintains market beta of 2.1056 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, YPF Sociedad will likely underperform. Even though it is essential to pay attention to YPF Sociedad Anonima historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis approach towards determining 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. YPF Sociedad Anonima exposes twenty-one different technical indicators which can help you to evaluate its performance. YPF Sociedad Anonima has expected return of -0.9365%. Please be advised to check out YPF Sociedad Anonima Downside Deviation, Jensen Alpha as well as the relationship between Jensen Alpha and Downside Variance to decide if YPF Sociedad Anonima past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.46 
correlation synergy

Average predictability

YPF Sociedad Anonima has average predictability. Overlapping area represents the amount of predictability between YPF Sociedad time series from June 22, 2019 to August 6, 2019 and August 6, 2019 to September 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 YPF Sociedad Anonima price movement. The serial correlation of 0.46 indicates that about 46.0% of current YPF Sociedad price fluctuation can be explain by its past prices.
Correlation Coefficient0.46
Spearman Rank Test0.62
Residual Average0.0
Price Variance5.49

YPF Sociedad Anonima lagged returns against current returns

 Current and Lagged Values 
      Timeline 

YPF Sociedad regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

YPF Sociedad Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - YPF

YPF Sociedad Anonima Investor Sentiment

Greater number of Macroaxis users are at this time bullish on YPF Sociedad Anonima. What is your take regarding investing in YPF Sociedad Anonima? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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See also YPF Sociedad Hype Analysis, YPF Sociedad Correlation, YPF Sociedad Valuation, YPF Sociedad Volatility as well as analyze YPF Sociedad Alpha and Beta and YPF Sociedad Performance. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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