Equity LifeStyle Backtesting

Equity LifeStyle Properties Inc -- USA Stock  

USD 90.85  0.39  0.43%

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
Investment Horizon     30 Days    Login   to change

Equity LifeStyle 'What if' Analysis

November 14, 2017
No Change 0.00  0.0%
In 31 days
December 14, 2017
If you would invest  0.00  in Equity LifeStyle on November 14, 2017 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, Diamond Hill, AllianceBernstein, Associated Capital, Arlington Asset, and Blackstone Group. The firm engages in the ownership and operation of lifestyle oriented properties

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 0.03 which denotes Equity LifeStyle Pro had 0.03% 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-eight 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 2082.54, Mean Deviation of 0.573 and Downside Deviation of 0.7367 to check if risk estimate we provide are consistent with the epected return of 0.0228%. Equity LifeStyle has performance score of 1 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.9811 which denotes to the fact that Equity LifeStyle returns are very sensitive to returns on the market. as market goes up or down, Equity LifeStyle is expected to follow.. 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 0.0228% will be sustainable into the future. Equity LifeStyle Pro right now shows a risk of 0.7601%. Please confirm Equity LifeStyle Pro Potential Upside as well as the relationship between Kurtosis and Day Typical Price to decide if Equity LifeStyle Pro will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.11) 

Insignificant reverse predictability

Equity LifeStyle Properties Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Equity LifeStyle time series from November 14, 2017 to November 29, 2017 and November 29, 2017 to December 14, 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 Equity LifeStyle Pro price movement. The serial correlation of -0.11 indicates that less than 11.0% 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 -0.11
Spearman Rank Test 0.11
Price Variance 0.33
Lagged Price Variance 0.27

Equity LifeStyle Lagged Returns

 Regressed Prices 

Equity LifeStyle Performance vs DOW

The median price of Equity LifeStyle for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 90.43 with a coefficient of variation of 0.82. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 90.37, and mean deviation of 0.59. The Stock received some media coverage during the period.
Price Growth (%)  
Acquisition by Sheli Rosenberg of 2000 shares of Equity Life...12/12/2017