American States Water Company (AWR) Daily/Weekly Backtest Results crown

Buy indicator:                
              [ What are these indicators? | Switch to AWR's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 7.50%.   Win rate: 71.43%.   Sharpe Ratio: 1.273.   Maximum drawdown: -20.99% on 16 March 2020.
Mean CAGR: 158.51%. Time in market: 998 days.   Hypothetical return: $1000 would be worth $1533.82 on 28 October 2022.
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 States Water

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 7 signal(s) occurring before 06 April 2024 for a 7.5% profit target: (71.43% * 8.29%) + (28.57% * 5.54%) - (0% * 0%) = 7.50%.
Wins: 5 Breakevens: 2 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 States Water 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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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%
13 April 2026   LOW     Gap Down $ 77.13 schedule schedule schedule schedule schedule
18 December 2024   MEDIUM     Gap Down $ 80.70 schedule schedule schedule schedule schedule
05 August 2024   MEDIUM     Gap Down $ 82.98 schedule schedule schedule schedule schedule
20 October 2022  bubble_chart   HIGH   smart_toy0.975   mode_heat Gap Down $ 81.26 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_boltelectric_boltelectric_bolt
13 June 2022  bubble_chart   HIGH     Gap Down $ 76.74 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
11 June 2020  bubble_chart   MEDIUM     Gap Down $ 76.86 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
06 May 2020  bubble_chart   MEDIUM     Gap Down $ 75.76 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
27 February 2020  bubble_chart   HIGH     Gap Down $ 84.01 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
23 November 2016   MEDIUM     Gap Down $ 40.62 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
26 February 2016   LOW     Gap Down $ 40.67 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for American States Water Company (exchange: XNYS symbol: AWR) was last updated 14 Apr 2026 13:11. Data for this stock is available from 01 Sep 2015 - 13 Apr 2026.