Este Lauder Backtesting

The Este Lauder Companies Inc -- USA Stock  

USD 125.47  0.16  0.13%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of The Este Lauder Companies Inc and determine expected loss or profit from investing in Este Lauder over given investment horizon. Additionally see Este Lauder Hype Analysis, Este Lauder Correlation, Este Lauder Valuation, Este Lauder Volatility as well as analyze Este Lauder Alpha and Beta and Este Lauder Performance
Investment Horizon     30 Days    Login   to change

Este Lauder 'What if' Analysis

November 11, 2017
No Change 0.00  0.0%
In 31 days
December 11, 2017
If you would invest  0.00  in Este Lauder on November 11, 2017 and sell it all today you would earn a total of 0.00 from holding The Este Lauder Companies Inc or generate 0.0% return on investment in Este Lauder over 30 days. Este Lauder is related to or competes with Avon Products, Nu Skin, Tiffany, and Kingold Jewelry. The Este Lauder Companies Inc offers a range of skin care products, such as moisturizers, serums, cleansers, toners, bod...

Este Lauder Upside/Downside Indicators


Este Lauder Market Premium Indicators

The Este Lauder lagged returns against current returns

 Current and Lagged Values 

Este Lauder regressed lagged prices vs. current prices

 Current vs Lagged Prices 

The Este Lauder Backtested Returns

Macroaxis considers Este Lauder to be not too risky. The Este Lauder secures Sharpe Ratio (or Efficiency) of -0.0697 which denotes The Este Lauder had -0.0697% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting 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. The Este Lauder Companies Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm The Este Lauder Downside Deviation of 0.728, Risk Adjusted Performance of 0.0513 and Semi Deviation of 0.6328 to check risk estimate we provide. Macroaxis gives Este Lauder performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.5784 which denotes to the fact that as returns on market increase, Este Lauder returns are expected to increase less than the market. However during bear market, the loss on holding Este Lauder will be expected to be smaller as well.. Even though it is essential to pay attention to The Este Lauder historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. The Este Lauder Companies Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. The Este Lauder has expected return of -0.0409%. Please be advised to confirm The Este Lauder Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if The Este Lauder past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.37 

Below average predictability

The Este Lauder Companies Inc has below average predictability. Overlapping area represents the amount of predictability between Este Lauder time series from November 11, 2017 to November 26, 2017 and November 26, 2017 to December 11, 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 The Este Lauder price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Este Lauder price fluctuation can be explain by its past prices.
Correlation Coefficient 0.37
Spearman Rank Test 0.22
Price Variance 0.23
Lagged Price Variance 0.32

Este Lauder Lagged Returns

 Regressed Prices 

Este Lauder Performance vs DOW

The median price of Este Lauder for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 125.18 with a coefficient of variation of 0.54. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 125.13, and mean deviation of 0.55. The Stock received some media coverage during the period.
November 29, 2017Este Lauder Dividend Paid
Price Growth (%)  
Hartford Investment Management Co. Has 5.41 Million Position...12/11/2017