Este Lauder Backtesting

The Este Lauder Companies Inc -- USA Stock  

USD 109.98  1.18  1.08%

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

September 21, 2017
No Change 0.00  0.0%
In 31 days
October 21, 2017
If you would invest  0.00  in Este Lauder on September 21, 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, Coach, 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

We consider Este Lauder not too risky. The Este Lauder secures Sharpe Ratio (or Efficiency) of 0.0337 which denotes The Este Lauder had 0.0337% 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 0.7715, Risk Adjusted Performance of 0.0156 and Semi Deviation of 0.7162 to check if risk estimate we provide are consistent with the epected return of 0.0259%. Este Lauder has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.3242 which denotes to the fact that as returns on market increase, returns on owning Este Lauder are expected to decrease at a much smaller rate. During bear market, Este Lauder is likely to outperform the market.. 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 patternss. 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 0.0259% will be sustainable into the future. The Este Lauder right now shows a risk of 0.7668%. 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(0.65) 

Very good reverse predictability

The Este Lauder Companies Inc has very good reverse predictability. Overlapping area represents the amount of predictability between Este Lauder 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 The Este Lauder price movement. The serial correlation of -0.65 indicates that roughly 65.0% 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 -0.65
Spearman Rank Test 0.27
Price Variance 0.46
Lagged Price Variance 0.95

Este Lauder Lagged Returns

 Regressed Prices 

Este Lauder Performance vs DOW

The median price of Este Lauder for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 109.59 with a coefficient of variation of 1.11. The daily time series for the period is distributed with a sample standard deviation of 1.21, arithmetic mean of 109.12, and mean deviation of 1.02. The Stock received some media coverage during the period.
Price Growth (%)  
Evaluating Insider Trading And Ownership For The Estee Laude...10/20/2017