Equity LifeStyle Backtesting

Equity LifeStyle Properties Inc -- USA Stock  

USD 85.95  0.08  0.093%

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

Equity LifeStyle 'What if' Analysis

February 17, 2018
No Change 0.00  0.0%
In 31 days
March 19, 2018
If you would invest  0.00  in Equity LifeStyle on February 17, 2018 and sell it all today you would earn a total of 0.00 from holding Equity LifeStyle Properties Inc or generate 0.0% return on investment in Equity LifeStyle over 30 days. Equity LifeStyle is related to or competes with Realty Income, and Associated Capital. We are a self-administered, self-managed real estate investment trust As of January 29, 2018, we own or have an interest...

Equity LifeStyle Upside/Downside Indicators


Equity LifeStyle Market Premium Indicators

Equity LifeStyle Pro lagged returns against current returns

 Current and Lagged Values 

Equity LifeStyle regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Equity LifeStyle Pro Backtested Returns

We consider Equity LifeStyle not too risky. Equity LifeStyle Pro secures Sharpe Ratio (or Efficiency) of 0.0987 which denotes Equity LifeStyle Pro had 0.0987% 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 Equity LifeStyle Properties Inc which you can use to evaluate future volatility of the firm. Please confirm Equity LifeStyle Pro Coefficient Of Variation of 799.12, Mean Deviation of 0.7963 and Downside Deviation of 1.03 to check if risk estimate we provide are consistent with the epected return of 0.1007%. Equity LifeStyle has performance score of 6 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.541 which denotes to the fact that as returns on market increase, returns on owning Equity LifeStyle are expected to decrease at a much smaller rate. During bear market, Equity LifeStyle is likely to outperform the market.. Although it is extremely important to respect Equity LifeStyle Pro 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 Equity LifeStyle Pro technical indicators you can presently evaluate if the expected return of 0.1007% will be sustainable into the future. Equity LifeStyle Pro right now shows a risk of 1.021%. Please confirm Equity LifeStyle Pro Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to decide if Equity LifeStyle Pro will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.01) 

Very weak reverse predictability

Equity LifeStyle Properties Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Equity LifeStyle time series from February 17, 2018 to March 4, 2018 and March 4, 2018 to March 19, 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 Equity LifeStyle Pro price movement. The serial correlation of -0.01 indicates that just 1.0% of current Equity LifeStyle price fluctuation can be explain by its past prices. Given that Equity LifeStyle Properties Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Equity LifeStyle for similar time interval.
Correlation Coefficient -0.01
Spearman Rank Test 0.07
Price Variance 0.55
Lagged Price Variance 0.93

Equity LifeStyle Lagged Returns

 Regressed Prices 

Equity LifeStyle Performance vs DOW

The median price of Equity LifeStyle for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 84.72 with a coefficient of variation of 1.14. The daily time series for the period is distributed with a sample standard deviation of 0.97, arithmetic mean of 84.86, and mean deviation of 0.79. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)