Colgate Palmolive Backtesting

Colgate Palmolive Company -- USA Stock  

USD 74.44  2.12  2.93%

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

Colgate Palmolive 'What if' Analysis

September 21, 2017
No Change 0.00  0.0%
In 30 days
October 21, 2017
If you would invest  0.00  in Colgate Palmolive on September 21, 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 

Colgate Palmolive regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Colgate Palmolive Backtested Returns

We consider Colgate Palmolive not too risky. Colgate Palmolive secures Sharpe Ratio (or Efficiency) of 0.0622 which signifies that Colgate Palmolive had 0.0622% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Colgate Palmolive Company which you can use to evaluate future volatility of the firm. Please confirm Colgate Palmolive Downside Deviation of 0.8699, Risk Adjusted Performance of 0.0237 and Mean Deviation of 0.7866 to double-check if risk estimate we provide are consistent with the epected return of 0.0654%. Colgate Palmolive has performance score of 4 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.4578 which signifies that as returns on market increase, returns on owning Colgate Palmolive are expected to decrease by larger amounts. On the other hand, during market turmoil, Colgate Palmolive is expected to significantly outperform it.. Although it is extremely important to respect Colgate Palmolive historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Colgate Palmolive technical indicators you can presently evaluate if the expected return of 0.0654% will be sustainable into the future. Colgate Palmolive right now shows a risk of 1.0518%. Please confirm Colgate Palmolive Treynor Ratio, and the relationship between Variance and Potential Upside to decide if Colgate Palmolive will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.5 

Modest predictability

Colgate Palmolive Company has modest predictability. Overlapping area represents the amount of predictability between Colgate Palmolive time series from September 21, 2017 to October 6, 2017 and October 6, 2017 to October 21, 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 0.5 indicates that about 50.0% of current Colgate Palmolive price fluctuation can be explain by its past prices.
Correlation Coefficient 0.5
Spearman Rank Test 0.12
Price Variance 1.74
Lagged Price Variance 0.49

Colgate Palmolive Lagged Returns

 Regressed Prices 

Colgate Palmolive Performance vs DOW

The median price of Colgate Palmolive for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 73.08 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 1.28, arithmetic mean of 73.36, and mean deviation of 0.99. The Stock received some media coverage during the period.
October 20, 2017Colgate Palmolive Dividend Paid
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