Parker-Hannifin Corp (PH) Daily/Weekly Backtest Results crown

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

Expectancy: 8.48%.   Win rate: 100%.   Sharpe Ratio: -0.998.   Maximum drawdown: -45.50% on 23 March 2020.
Mean CAGR: 147.4%. Time in market: 1741 days.   Hypothetical return: $1000 would be worth $3894.71 on 14 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 Parker-Hannifin

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 25 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (100% * 8.48%) + (0% * 0%) - (0% * 0%) = 8.48%.
Wins: 25 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.

Parker-Hannifin Analysis

Market sector: Industrials.

External links: Seeking Alpha Research, Zacks Research.

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

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low 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%
20 March 2026   35     50 Day Low $ 896.08 schedule schedule schedule schedule schedule
07 March 2025  bubble_chart   45     50 Day Low $ 629.88 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
29 May 2024  bubble_chart   40     50 Day Low $ 523.64 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
25 October 2023  bubble_chart   55     50 Day Low $ 368.14 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_bolt
20 September 2023  bubble_chart   55     50 Day Low $ 390.92 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
26 September 2022   45     50 Day Low $ 241.12 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_bolt select_check_box electric_boltelectric_boltelectric_bolt
16 June 2022   45     50 Day Low $ 244.52 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 May 2022   45     50 Day Low $ 265.11 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 April 2022   45     50 Day Low $ 271.83 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 February 2022   55     50 Day Low $ 293.82 select_check_box select_check_box select_check_box select_check_box select_check_box
10 September 2021   30     50 Day Low $ 286.85 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
26 May 2021   30     50 Day Low $ 304.89 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2021   25     50 Day Low $ 255.39 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_bolt select_check_box electric_boltelectric_bolt
28 February 2020   60     50 Day Low $ 180.92 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 January 2020   25     50 Day Low $ 192.16 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
15 August 2019   30     50 Day Low $ 155.18 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
23 May 2019   30     50 Day Low $ 156.90 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 December 2018   65     50 Day Low $ 138.58 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
15 October 2018   55     50 Day Low $ 158.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
21 June 2018   55     50 Day Low $ 154.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 April 2018   55     50 Day Low $ 158.87 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
23 March 2018   35     50 Day Low $ 165.56 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
08 February 2018   30     50 Day Low $ 171.05 select_check_box select_check_box select_check_box select_check_box select_check_box
18 May 2017   30     50 Day Low $ 144.45 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
02 November 2016   25     50 Day Low $ 112.55 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_bolt
24 June 2016       50 Day Low $ 100.41 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
15 January 2016       50 Day Low $ 80.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
14 December 2015       50 Day Low $ 87.78 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

 

The data for Parker-Hannifin Corp (exchange: XNYS symbol: PH) was last updated 27 Mar 2026 11:21. Data for this stock is available from 01 Sep 2015 - 26 Mar 2026.