Equity One Backtesting

EQY -- USA Stock  

USD 30.04  1.62  5.12%

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

Equity One 'What if' Analysis

June 21, 2018
No Change 0.00  0.0%
In 31 days
July 21, 2018
If you would invest  0.00  in Equity One on June 21, 2018 and sell it all today you would earn a total of 0.00 from holding Equity One or generate 0.0% return on investment in Equity One over 30 days. Equity One is related to or competes with Credit Suisse, Welltower, Nomura Holdings, Equity LifeStyle, Sun Communities, Douglas Emmett, and JEFFERIES GROUP. Equity One, Inc is a real estate investment trust.

Equity One Upside/Downside Indicators


Equity One Market Premium Indicators

Equity One Backtested Returns

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 One which you can use to evaluate future volatility of the firm. Please confirm Equity One to check if risk estimate we provide are consistent with the epected return of 0.0%. Equity One has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Equity One are completely uncorrelated. Although it is extremely important to respect Equity One 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 One technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Equity One right now shows a risk of 0.0%. Please confirm Equity One Information Ratio and Downside Variance to decide if Equity One will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 1.00 

Perfect predictability

Equity One has perfect predictability. Overlapping area represents the amount of predictability between Equity One time series from June 21, 2018 to July 6, 2018 and July 6, 2018 to July 21, 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 One price movement. The serial correlation of 1.0 indicates that 100.0% of current Equity One price fluctuation can be explain by its past prices.
Correlation Coefficient 1.0
Spearman Rank Test 1.0
Average Price 30.04
Lagged Average Price 30.04

Equity One lagged returns against current returns

 Current and Lagged Values 

Equity One regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Equity One Lagged Returns

 Regressed Prices 

Current Sentiment - EQY

Equity One Investor Sentiment
Greater number of Macroaxis users are currently bullish on Equity One. What is your opinion about investing in Equity One? Are you bullish or bearish?
98% Bullish
2% Bearish

Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Equity One and Credit Suisse Group. 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
Run Pair Correlation  
Additionally see Equity One Hype Analysis, Equity One Correlation, Equity One Valuation, Equity One Volatility as well as analyze Equity One Alpha and Beta and Equity One Performance. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.