Emerson Electric Company (EMR) Daily/Weekly Backtest Results crown

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

Expectancy: 7.89%.   Win rate: 85.71%.   Sharpe Ratio: -0.714.   Maximum drawdown: -45.23% on 23 March 2020.
Mean CAGR: 88.54%. Time in market: 1886 days.   Hypothetical return: $1000 would be worth $2238.20 on 13 December 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 Emerson Electric Company

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 14 signal(s) occurring before 30 April 2024 for a 7.5% profit target: (85.71% * 9.10%) + (14.29% * 0.64%) - (0% * 0%) = 7.89%.
Wins: 12 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.

Emerson Electric Company 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%
07 May 2026   LOW     smart_toy0.527 Gap Down $ 144.52 schedule schedule schedule schedule schedule
12 March 2026   MEDIUM     smart_toy0.918 Gap Down $ 134.87 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
05 February 2026   MEDIUM     smart_toy0.892 Gap Down $ 152.78 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule schedule
16 September 2025   MEDIUM     smart_toy0.497 Gap Down $ 130.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 August 2025   MEDIUM     smart_toy0.778 Gap Down $ 132.36 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
04 April 2025   MEDIUM   FIRE SALE   smart_toy0.995 Gap Down $ 95.81 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
18 December 2024   MEDIUM     smart_toy0.831 Gap Down $ 125.00 select_check_box select_check_box select_check_box select_check_box select_check_box
07 November 2023   HIGH   FIRE SALE   smart_toy0.847 Gap Down $ 83.45 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
21 February 2023   MEDIUM     smart_toy0.49 Gap Down $ 83.30 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 January 2023   MEDIUM     smart_toy0.685 Gap Down $ 93.34 select_check_box select_check_box select_check_box select_check_box select_check_box
03 November 2021   MEDIUM     smart_toy0.831 Gap Down $ 95.02 select_check_box select_check_box select_check_box select_check_box select_check_box
17 June 2021   MEDIUM     smart_toy0.619 Gap Down $ 96.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
21 September 2020   MEDIUM     smart_toy0.527 Gap Down $ 65.74 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_boltelectric_bolt
11 June 2020   MEDIUM     smart_toy0.797 Gap Down $ 61.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
15 April 2020   MEDIUM   FIRE SALE   smart_toy0.978 Gap Down $ 47.88 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
03 March 2020   HIGH   FIRE SALE   smart_toy0.756 Gap Down $ 64.38 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
27 January 2020   MEDIUM     smart_toy0.725 Gap Down $ 73.20 select_check_box select_check_box select_check_box select_check_box select_check_box
04 December 2018   HIGH     smart_toy0.49 Gap Down $ 64.11 select_check_box select_check_box select_check_box select_check_box select_check_box
31 October 2017   MEDIUM     smart_toy0.783 Gap Down $ 60.58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 August 2016   LOW     smart_toy0.884 Gap Down $ 47.25 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 June 2016   LOW     smart_toy0.241 Gap Down $ 45.42 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for Emerson Electric Company (exchange: XNYS symbol: EMR) was last updated 08 May 2026 01:35. Data for this stock is available from 01 Dec 2015 - 07 May 2026.