American Water Works Co. Inc (AWK) Daily/Weekly Backtest Results

Buy indicator:                  
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Fixed profit target:               -or-  

Expectancy: 8.14%.   Win rate: 100%.   Sharpe Ratio: 9.117.   Maximum drawdown: -7.43% on 08 February 2018.
Mean CAGR: 156.44%. Time in market: 365 days.   Hypothetical return: $1000 would be worth $1599.37 on 06 November 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for American Water Works

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 6 signal(s) occurring before 20 April 2024 for a 7.5% profit target: (100% * 8.14%) + (0% * 0%) - (0% * 0%) = 8.14%.
Wins: 6 Breakevens: 0 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

American Water Works Analysis

Market sector: Utilities.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Rate of Change Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
12 November 2025   MEDIUM     smart_toy0.506 Rate of Change $ 129.86 select_check_box select_check_box select_check_box schedule schedule
09 October 2023   MEDIUM     smart_toy0.716 Rate of Change $ 119.06 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
25 January 2022   MEDIUM     smart_toy0.806 Rate of Change $ 157.39 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
08 March 2021   MEDIUM     smart_toy0.703 Rate of Change $ 135.29 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
26 March 2020   HIGH     smart_toy0.972 Rate of Change $ 113.40 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
31 December 2018   HIGH     smart_toy0.872 Rate of Change $ 88.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
23 January 2018   MEDIUM     smart_toy0.733 Rate of Change $ 79.69 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for American Water Works Co. Inc (exchange: XNYS symbol: AWK) was last updated 28 Apr 2026 06:53. Data for this stock is available from 01 Mar 2016 - 27 Apr 2026.