Este Lauder Backtesting

The Este Lauder Companies Inc -- USA Stock  

USD 141.04  1.22  0.87%

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
 Time Horizon     30 Days    Login   to change
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Backtest

Este Lauder 'What if' Analysis

January 23, 2018
0.00
No Change 0.00  0.0%
In 31 days
February 22, 2018
0.00
If you would invest  0.00  in Este Lauder on January 23, 2018 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. manufactures and markets skin care, makeup, fragrance, and hair care products worldwide

Este Lauder Upside/Downside Indicators

  

Este Lauder Market Premium Indicators

The Este Lauder lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Este Lauder regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

The Este Lauder Backtested Returns

We consider Este Lauder not too risky. The Este Lauder secures Sharpe Ratio (or Efficiency) of 0.0917 which denotes The Este Lauder had 0.0917% of return per unit of risk over the last 1 month. Our philosophy towards predicting 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 The Este Lauder Companies Inc which you can use to evaluate future volatility of the firm. Please confirm The Este Lauder Downside Deviation of 1.2, Risk Adjusted Performance of 0.2316 and Semi Deviation of 0.9964 to check if risk estimate we provide are consistent with the epected return of 0.1142%. Este Lauder has performance score of 6 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.432 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.. Although it is extremely important to respect The Este Lauder historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting 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 reviewing The Este Lauder technical indicators you can presently evaluate if the expected return of 0.1142% will be sustainable into the future. The Este Lauder right now shows a risk of 1.246%. Please confirm The Este Lauder Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if The Este Lauder will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.59) 

Good reverse predictability

The Este Lauder Companies Inc has good reverse predictability. Overlapping area represents the amount of predictability between Este Lauder time series from January 23, 2018 to February 7, 2018 and February 7, 2018 to February 22, 2018. 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 -0.59 indicates that roughly 59.0% of current Este Lauder price fluctuation can be explain by its past prices. Given that The Este Lauder Companies Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Este Lauder for similar time interval.
Correlation Coefficient -0.59
Spearman Rank Test -0.68
Price Variance 8.29
Lagged Price Variance 1.42

Este Lauder Lagged Returns

 Regressed Prices 
      Timeline 

Este Lauder Performance vs DOW

The median price of Este Lauder for the period between Tue, Jan 23, 2018 and Thu, Feb 22, 2018 is 136.72 with a coefficient of variation of 1.7. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 136.65, and mean deviation of 1.79. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
These Stock are Flying High, But Do not Go Contrarian Yet Th...01/29/2018
2
Este Lauder exotic insider transaction detected02/20/2018