13.96 -0.62 (-4.45%) Buy

RUN investors herd to book profits while the going is good

13 min read

SUNRUN INC. ranked among the worst performers today. It returned -4.45% to close at 13.96. During the last week it returned -4.71% and saw a maximum drawdown of -6.37% before bouncing back.

[Themes containing RUN]

RUN is currently in a up trend. Over the last three months Buy-and-Hold has been a better strategy (returning +16.82%) for RUN's investors than trading long signals.


RUN has been outperforming the SP500 index in recent time. Over the last 2 years 11 months and 3 days, RUN underperformed the SP500 index on 49% days. Which indicates that on days RUN underperforms the SP500 index, it's performance is marginally worse than on the days it outperforms the SP500 index.

During the last three months RUN was mostly profitable and delivered on average +0.31% per day. It's best return during this period (of +10.62%) was on Tuesday, 2 Oct, 2018. While it's worst loss in the same period (of -7.74%) was on Tuesday, 20 Nov, 2018. There was initially a bearish trend during this period which started on 3 Oct, 2018 and went on till 8 Oct, 2018. The trend delivered -11.92% losses to investors. This was followed by a bullish trend that started on 21 Nov, 2018 and ended on 29 Nov, 2018. This bullish trend delivered +22.56% to investors.

On monthly basis, RUN delivered profits in more months over the last year, than losses. RUN delivered profits less regularly than SP500 index. RUN significantly outperformed SP500 index in Mar 2018, when it returned +33.48% compared to +4.75% returned by SP500 index during it's best month in the last one year - Jan 2018. RUN and SP500 index, both had periods of 6 consecutive profitable months.

It's good to have money and the things that money can buy, but It's good, too, to check up once in a while and make sure that you haven't lost the things that money can't buy.
-- George Lorimer

RUN is becoming more volatile overall. In comparison, the SP500 index is seeing a rise in volatility. During the last three months, there was a significant surge in RUN's volatility from 10 Sep, 2018 to 11 Oct, 2018. While there was a significant surge in the SP500 index's volatility from 10 Sep, 2018 to 29 Oct, 2018.

Advanced/professional short-term investors should note that RUN has negative skewness in it's return distribution. This indicates that investors may need to stay invested through long periods of drawdown before expecting a recovery.

SP500 index has more chance of extreme outcomes than RUN. Therefore, SP500 must receive a lower allocation than RUN in your portfolio. SP500 index usually has shorter drawdown period than RUN.

On a general note (since you are interested in RUN), ECYT has performed really well this year and deserves to be closely tracked for investment opportunities.

Want to improve your Portfolio's performance?

Spotalpha's Portfolio optimizer is all you need to improve your returns and reduce your risk.
Optimize Portfolio NOW
Symbol Price {{retType}} | Tr.
{{detail.symbol}} {{detail.close}} {{detail.priceChange}}  {{detail.pctChange}}%  {{}} {{detail.trend}} 
If you liked what you read here ...

... we have a small favour to ask. Help us bring the power of algorithmic trading strategies to individual investors.

All content in this article was automatically generated by algorithms. This ensures that there are no human biases in the analysis provided. This approach to investing is not new and has been around for more than three decades. Yet, it has been available to only the most affluent or elite investors leaving individual investors to trade on emotions (such as fear and greed), intuition and poor analysis from third-parties. We want to change this.

We want to empower investors with all the tools and analysis required by them to make a rational investment decision.

If you found Spotalpha useful, consider making a contribution. For as little as $5 you can support our efforts and it takes less than a minute. Thank you. Contribute
Share with friends   WhatsApp   Facebook   Twitter