Coca-Cola Amatil Limited chart

Last update: 2021-02-19
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/A$ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown



Investment strategy backtesting

These are the result of three automatic investment systems applied to Coca-Cola Amatil Limited. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Coca-Cola Amatil Limited

Here is the result of two systematic investment strategies applied to Coca-Cola Amatil Limited. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Coca-Cola Amatil Limited

The following chart shows the equity curve of the two systematic investment strategies applied to Coca-Cola Amatil Limited:

Coca-Cola Amatil Limited automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 43.16% on the backtest period.

Performance at glance

Performance

43.16 %

Latent gain

969.76 $

Invested capital

2247.09 $

Annualized return

10.53 %
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Momentum strategy results on Coca-Cola Amatil Limited

This is the result of two momentum investment strategies applied to Coca-Cola Amatil Limited. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Coca-Cola Amatil Limited

The following chart shows all the entries opened by the momentum investment system on Coca-Cola Amatil Limited:

Coca-Cola Amatil Limited momentum entries
  • The first momentum investment strategy would give 47.09% of return on Coca-Cola Amatil Limited. That represents 2479.91$ of latent gain with 5266.79$ of employed capital.
  • The second momentum investment strategy would give 53.4% of return on Coca-Cola Amatil Limited. That represents 1206.6$ of latent gain with 2259.72$ of employed capital.
Performance at glance (1Q Momentum)

Performance

47.09 %

Latent gain

2479.91 $

Invested capital

5266.79 $

Annualized return

11.47 %
Performance at glance (2Q Momentum)

Performance

53.4 %

Latent gain

1206.6 $

Invested capital

2259.72 $

Annualized return

14.75 %

Momentum equity curve on Coca-Cola Amatil Limited

The following chart shows the equity curve of the two momentum strategies applied to Coca-Cola Amatil Limited:

Coca-Cola Amatil Limited momentum equity

Note: the dividends potentially given by Coca-Cola Amatil Limited are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Coca-Cola Amatil Limited

The following chart shows the employed capital evolution of the two momentum strategies on Coca-Cola Amatil Limited since the beginning:

Coca-Cola Amatil Limited

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Coca-Cola Amatil Limited

Buy the dip entry openings on Coca-Cola Amatil Limited

Coca-Cola Amatil Limited

The performance achieved by the robo-advisor on Coca-Cola Amatil Limited is 24.09%. That represents 242.14$ of latent gain with 1005.21$ of employed capital. The following chart shows Coca-Cola Amatil Limited stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Coca-Cola Amatil Limited, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

24.09 %

Latent gain

242.14 $

Invested capital

1005.21 $

Annualized return

11.47 %

Equity curve of the strategy applied to Coca-Cola Amatil Limited

The following chart shows the result of the investment strategy applied to Coca-Cola Amatil Limited:

Coca-Cola Amatil Limited

Note: the dividends potentially given by Coca-Cola Amatil Limited are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Coca-Cola Amatil Limited

The following chart shows the employed capital evolution since the beginning of the investment strategy on Coca-Cola Amatil Limited:

Coca-Cola Amatil Limited

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Coca-Cola Amatil Limited

In this section, I will compare the three previous investment strategies applied to Coca-Cola Amatil Limited.

Equity curve comparison on Coca-Cola Amatil Limited

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Coca-Cola Amatil Limited investment strategy comparison

Employed capital comparison on Coca-Cola Amatil Limited

Coca-Cola Amatil Limited investment comparison

Performance comparison on Coca-Cola Amatil Limited

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 43.16% 969.76$ 2247.09$ 10.53%
Momentum 1 quarter 47.09% 2479.91$ 5266.79$ 12.2%
Momentum 2 quarters 53.4% 1206.6$ 2259.72$ 14.75%
Non-directional 24.09% 242.14$ 1005.21$ 11.47%
Annualized return comparison

Automatic investment

10.53 %

Momentum 1Q

14.75 %

Momentum 2Q

14.75 %

Non-directional

11.47 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Coca-Cola Amatil Limited:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between Coca-Cola Amatil Limited and the other stocks. There may be false positives or some missing correlated stocks. If the price of Coca-Cola Amatil Limited does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Coca-Cola Amatil Limited
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XASX
Ticker CCL.XASX
Market www2.asx.com.au

Coca-Cola Amatil Limited ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown