Este Lauder Backtesting

EL -- USA Stock  

USD 139.89  1.04  0.74%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of The Este Lauder Companies 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Este Lauder 'What if' Analysis

August 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 18, 2018
0.00
If you would invest  0.00  in Este Lauder on August 19, 2018 and sell it all today you would earn a total of 0.00 from holding The Este Lauder Companies or generate 0.0% return on investment in Este Lauder over 30 days. Este Lauder is related to or competes with Colgate Palmolive, Procter Gamble, Acme United, Avon Products, CCA Industries, and Church Dwight. The Este Lauder Companies Inc. manufactures and markets skin care, makeup, fragrance, and hair care products

Este Lauder Upside/Downside Indicators

Downside Deviation1.49
Information Ratio0.1169
Maximum Drawdown6.81
Value At Risk1.43
Potential Upside1.84
  

Este Lauder Market Premium Indicators

Risk Adjusted Performance0.0717
Jensen Alpha0.2139
Total Risk Alpha0.07
Sortino Ratio0.1214
Treynor Ratio0.4442

The Este Lauder Backtested Returns

Macroaxis considers Este Lauder to be not too risky. The Este Lauder secures Sharpe Ratio (or Efficiency) of -0.0056 which denotes The Este Lauder had -0.0056% 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 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 1.49, Risk Adjusted Performance of 0.0717 and Semi Deviation of 0.8611 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 0.5862 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 exposes twenty-one different technical indicators which can help you to evaluate its performance. The Este Lauder has expected return of -0.0089%. 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 0.42 

Average predictability

The Este Lauder Companies has average predictability. Overlapping area represents the amount of predictability between Este Lauder time series from August 19, 2018 to September 3, 2018 and September 3, 2018 to September 18, 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 0.42 indicates that just about 42.0% of current Este Lauder price fluctuation can be explain by its past prices.
Correlation Coefficient0.42
Spearman Rank Test0.17
Residual Average0.0
Price Variance1.69

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 

Este Lauder Lagged Returns

 Regressed Prices 
      Timeline 

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Este Lauder Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Este Lauder and Colgate Palmolive. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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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. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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