SHIMACHU CO 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 SHIMACHU CO. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on SHIMACHU CO

Here is the result of two systematic investment strategies applied to SHIMACHU CO. 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 SHIMACHU CO

The following chart shows the equity curve of the two systematic investment strategies applied to SHIMACHU CO:

SHIMACHU CO automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 76.29% on the backtest period.

Performance at glance

Performance

76.29 %

Latent gain

9486.0 ¥

Invested capital

12434.0 ¥

Annualized return

18.16 %
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Momentum strategy results on SHIMACHU CO

This is the result of two momentum investment strategies applied to SHIMACHU CO. 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 SHIMACHU CO

The following chart shows all the entries opened by the momentum investment system on SHIMACHU CO:

SHIMACHU CO momentum entries
  • The first momentum investment strategy would give 108.29% of return on SHIMACHU CO. That represents 8547.0¥ of latent gain with 7893.0¥ of employed capital.
  • The second momentum investment strategy would give 72.76% of return on SHIMACHU CO. That represents 6924.0¥ of latent gain with 9516.0¥ of employed capital.
Performance at glance (1Q Momentum)

Performance

108.29 %

Latent gain

8547.0 ¥

Invested capital

7893.0 ¥

Annualized return

45.46 %
Performance at glance (2Q Momentum)

Performance

72.76 %

Latent gain

6924.0 ¥

Invested capital

9516.0 ¥

Annualized return

19.56 %

Momentum equity curve on SHIMACHU CO

The following chart shows the equity curve of the two momentum strategies applied to SHIMACHU CO:

SHIMACHU CO momentum equity

Note: the dividends potentially given by SHIMACHU CO 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 SHIMACHU CO

The following chart shows the employed capital evolution of the two momentum strategies on SHIMACHU CO since the beginning:

SHIMACHU CO

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 SHIMACHU CO

Buy the dip entry openings on SHIMACHU CO

SHIMACHU CO

The performance achieved by the robo-advisor on SHIMACHU CO is 100.02%. That represents 8221.0$ of latent gain with 8219.0¥ of employed capital. The following chart shows SHIMACHU CO stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of SHIMACHU CO, 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

100.02 %

Latent gain

8221.0 ¥

Invested capital

8219.0 ¥

Annualized return

45.46 %

Equity curve of the strategy applied to SHIMACHU CO

The following chart shows the result of the investment strategy applied to SHIMACHU CO:

SHIMACHU CO

Note: the dividends potentially given by SHIMACHU CO 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 SHIMACHU CO

The following chart shows the employed capital evolution since the beginning of the investment strategy on SHIMACHU CO:

SHIMACHU CO

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 SHIMACHU CO

In this section, I will compare the three previous investment strategies applied to SHIMACHU CO.

Equity curve comparison on SHIMACHU CO

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

SHIMACHU CO investment strategy comparison

Employed capital comparison on SHIMACHU CO

SHIMACHU CO investment comparison

Performance comparison on SHIMACHU CO

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 76.29% 9486.0¥ 12434.0¥ 18.16%
Momentum 1 quarter 108.29% 8547.0¥ 7893.0¥ 27.35%
Momentum 2 quarters 72.76% 6924.0¥ 9516.0¥ 19.56%
Non-directional 100.02% 8221.0¥ 8219.0¥ 45.46%
Annualized return comparison

Automatic investment

18.16 %

Momentum 1Q

19.56 %

Momentum 2Q

19.56 %

Non-directional

45.46 %

Correlated stocks

Here are the most positively and negatively correlated stocks with SHIMACHU CO:

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 SHIMACHU CO and the other stocks. There may be false positives or some missing correlated stocks. If the price of SHIMACHU CO does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name SHIMACHU CO
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XTKS
Ticker 8184.XTKS
Market www.jpx.co.jp

SHIMACHU CO 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