Escalade Incorporated Backtesting

Escalade Incorporated -- USA Stock  

USD 13.6  0.2  1.45%

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

Escalade Incorporated 'What if' Analysis

September 21, 2017
No Change 0.00  0.0%
In 30 days
October 21, 2017
If you would invest  0.00  in Escalade Incorporated on September 21, 2017 and sell it all today you would earn a total of 0.00 from holding Escalade Incorporated or generate 0.0% return on investment in Escalade Incorporated over 30 days. Escalade Incorporated is related to or competes with Knowles, Callaway Golf, and Harman International. It manufactures imports and distributes various sporting goods brands in basketball goals archery indoor and outdoor gam...

Escalade Incorporated Upside/Downside Indicators


Escalade Incorporated Market Premium Indicators

Escalade Incorporated lagged returns against current returns

 Current and Lagged Values 

Escalade Incorporated regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Escalade Incorporated Backtested Returns

We consider Escalade Incorporated not very risky. Escalade Incorporated secures Sharpe Ratio (or Efficiency) of 0.105 which denotes Escalade Incorporated had 0.105% of return per unit of standard deviation over the last 1 month. Our philosophy in 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 Escalade Incorporated which you can use to evaluate future volatility of the firm. Please confirm Escalade Incorporated Semi Deviation of 0.9357, Mean Deviation of 0.9595 and Downside Deviation of 1.11 to check if risk estimate we provide are consistent with the epected return of 0.1234%. Escalade Incorporated has performance score of 7 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.706 which denotes to the fact that as returns on market increase, returns on owning Escalade Incorporated are expected to decrease by larger amounts. On the other hand, during market turmoil, Escalade Incorporated is expected to significantly outperform it.. Although it is extremely important to respect Escalade Incorporated historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy in 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 Escalade Incorporated technical indicators you can presently evaluate if the expected return of 0.1234% will be sustainable into the future. Escalade Incorporated right now shows a risk of 1.1752%. Please confirm Escalade Incorporated Variance, Maximum Drawdown and the relationship between Coefficient Of Variation and Jensen Alpha to decide if Escalade Incorporated will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.02) 

Very weak reverse predictability

Escalade Incorporated has very weak reverse predictability. Overlapping area represents the amount of predictability between Escalade Incorporated 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 Escalade Incorporated price movement. The serial correlation of -0.02 indicates that only 2.0% of current Escalade Incorporated price fluctuation can be explain by its past prices. Given that Escalade Incorporated has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Escalade Incorporated for similar time interval.
Correlation Coefficient -0.02
Spearman Rank Test 0.16
Price Variance 0.01
Lagged Price Variance 0.02

Escalade Incorporated Lagged Returns

 Regressed Prices 

Escalade Incorporated Performance vs DOW

The median price of Escalade Incorporated for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 13.65 with a coefficient of variation of 1.07. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 13.67, and mean deviation of 0.12. The Stock received some media coverage during the period.
Price Growth (%)  
Escalade Inc RMI Running Higher in Consecutive Sessions10/20/2017