Colgate Palmolive Backtesting

Colgate Palmolive Company -- USA Stock  

USD 73.17  0.15  0.2%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Colgate Palmolive Company and determine expected loss or profit from investing in Colgate Palmolive over given investment horizon. Check also Colgate Palmolive Hype Analysis, Colgate Palmolive Correlation, Colgate Palmolive Valuation, Colgate Palmolive Volatility as well as analyze Colgate Palmolive Alpha and Beta and Colgate Palmolive Performance
Investment Horizon     30 Days    Login   to change
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Backtest

Colgate Palmolive 'What if' Analysis

November 12, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 12, 2017
0.00
If you would invest  0.00  in Colgate Palmolive on November 12, 2017 and sell it all today you would earn a total of 0.00 from holding Colgate Palmolive Company or generate 0.0% return on investment in Colgate Palmolive over 30 days. Colgate Palmolive is related to or competes with Procter Gamble, Church Dwight, Fuling Global, Clorox, and Energizer Holdings. It operates through two segments Oral, Personal and Home Care and Pet Nutrition

Colgate Palmolive Upside/Downside Indicators

  

Colgate Palmolive Market Premium Indicators

Colgate Palmolive lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Colgate Palmolive regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Colgate Palmolive Backtested Returns

Macroaxis considers Colgate Palmolive to be not too risky. Colgate Palmolive secures Sharpe Ratio (or Efficiency) of -0.0384 which signifies that Colgate Palmolive had -0.0384% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Colgate Palmolive Company exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Colgate Palmolive Downside Deviation of 0.9124, Risk Adjusted Performance of 0.0157 and Mean Deviation of 0.6038 to double-check risk estimate we provide. Macroaxis gives Colgate Palmolive performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.6415 which signifies that as returns on market increase, Colgate Palmolive returns are expected to increase less than the market. However during bear market, the loss on holding Colgate Palmolive will be expected to be smaller as well.. Even though it is essential to pay attention to Colgate Palmolive historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Colgate Palmolive Company exposes twenty-one different technical indicators which can help you to evaluate its performance. Colgate Palmolive has expected return of -0.0312%. Please be advised to confirm Colgate Palmolive Treynor Ratio, and the relationship between Variance and Potential Upside to decide if Colgate Palmolive past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.63) 

Very good reverse predictability

Colgate Palmolive Company has very good reverse predictability. Overlapping area represents the amount of predictability between Colgate Palmolive time series from November 12, 2017 to November 27, 2017 and November 27, 2017 to December 12, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Colgate Palmolive price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Colgate Palmolive price fluctuation can be explain by its past prices. Given that Colgate Palmolive Company has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Colgate Palmolive for similar time interval.
Correlation Coefficient -0.63
Spearman Rank Test -0.58
Price Variance 0.84
Lagged Price Variance 0.4

Colgate Palmolive Lagged Returns

 Regressed Prices 
      Timeline 

Colgate Palmolive Performance vs DOW

The median price of Colgate Palmolive for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 72.91 with a coefficient of variation of 1.16. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 72.89, and mean deviation of 0.69. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Acquisition by Noel Wallace of 75000 shares of Colgate Palmo...11/17/2017
2
Few Things investors Did not Know About Antero Resources Cor...12/11/2017