SPORTSCENE GROUP INC. chart

Last update: 2021-02-19
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/AC$ (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 SPORTSCENE GROUP INC.. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on SPORTSCENE GROUP INC.

Here is the result of two systematic investment strategies applied to SPORTSCENE GROUP INC.. 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 SPORTSCENE GROUP INC.

The following chart shows the equity curve of the two systematic investment strategies applied to SPORTSCENE GROUP INC.:

SPORTSCENE GROUP INC. automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 10.65% on the backtest period.

Performance at glance

Performance

10.65 %

Latent gain

239.45 C$

Invested capital

2249.14 C$

Annualized return

2.55 %
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Momentum strategy results on SPORTSCENE GROUP INC.

This is the result of two momentum investment strategies applied to SPORTSCENE GROUP INC.. 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 SPORTSCENE GROUP INC.

The following chart shows all the entries opened by the momentum investment system on SPORTSCENE GROUP INC.:

SPORTSCENE GROUP INC. momentum entries
  • The first momentum investment strategy would give 10.41% of return on SPORTSCENE GROUP INC.. That represents 804.83C$ of latent gain with 7732.77C$ of employed capital.
  • The second momentum investment strategy would give 7.84% of return on SPORTSCENE GROUP INC.. That represents 311.91C$ of latent gain with 3979.89C$ of employed capital.
Performance at glance (1Q Momentum)

Performance

10.41 %

Latent gain

804.83 C$

Invested capital

7732.77 C$

Annualized return

-11.12 %
Performance at glance (2Q Momentum)

Performance

7.84 %

Latent gain

311.91 C$

Invested capital

3979.89 C$

Annualized return

2.12 %

Momentum equity curve on SPORTSCENE GROUP INC.

The following chart shows the equity curve of the two momentum strategies applied to SPORTSCENE GROUP INC.:

SPORTSCENE GROUP INC. momentum equity

Note: the dividends potentially given by SPORTSCENE GROUP INC. 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 SPORTSCENE GROUP INC.

The following chart shows the employed capital evolution of the two momentum strategies on SPORTSCENE GROUP INC. since the beginning:

SPORTSCENE GROUP INC.

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


Buy the dip strategy result on SPORTSCENE GROUP INC.

Buy the dip entry openings on SPORTSCENE GROUP INC.

SPORTSCENE GROUP INC.

The performance achieved by the robo-advisor on SPORTSCENE GROUP INC. is -24.25%. That represents -300.35$ of latent gain with 1238.75C$ of employed capital. The following chart shows SPORTSCENE GROUP INC. stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of SPORTSCENE GROUP INC., 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

-24.25 %

Latent gain

-300.35 C$

Invested capital

1238.75 C$

Annualized return

-11.12 %

Equity curve of the strategy applied to SPORTSCENE GROUP INC.

The following chart shows the result of the investment strategy applied to SPORTSCENE GROUP INC.:

SPORTSCENE GROUP INC.

Note: the dividends potentially given by SPORTSCENE GROUP INC. 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 SPORTSCENE GROUP INC.

The following chart shows the employed capital evolution since the beginning of the investment strategy on SPORTSCENE GROUP INC.:

SPORTSCENE GROUP INC.

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 SPORTSCENE GROUP INC.

In this section, I will compare the three previous investment strategies applied to SPORTSCENE GROUP INC..

Equity curve comparison on SPORTSCENE GROUP INC.

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

SPORTSCENE GROUP INC. investment strategy comparison

Employed capital comparison on SPORTSCENE GROUP INC.

SPORTSCENE GROUP INC. investment comparison

Performance comparison on SPORTSCENE GROUP INC.

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 10.65% 239.45C$ 2249.14C$ 2.55%
Momentum 1 quarter 10.41% 804.83C$ 7732.77C$ 2.64%
Momentum 2 quarters 7.84% 311.91C$ 3979.89C$ 2.12%
Non-directional -24.25% -300.35C$ 1238.75C$ -11.12%
Annualized return comparison

Automatic investment

2.55 %

Momentum 1Q

2.12 %

Momentum 2Q

2.12 %

Non-directional

-11.12 %

Correlated stocks

Here are the most positively and negatively correlated stocks with SPORTSCENE GROUP INC.:

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


Company information

Company name SPORTSCENE GROUP INC.
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XTSX
Ticker SPS.A.XTSX
Market www.tsx.com

SPORTSCENE GROUP INC. 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