Escalade Incorporated Backtesting

Escalade Incorporated -- USA Stock  

USD 13.85  0.30  2.12%

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
 Time Horizon     30 Days    Login   to change

Escalade Incorporated 'What if' Analysis

February 20, 2018
No Change 0.00  0.0%
In 30 days
March 22, 2018
If you would invest  0.00  in Escalade Incorporated on February 20, 2018 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, LeapFrog Enterprises, Funko, and Callaway Golf. Escalade, Incorporated, together with its subsidiaries, manufactures and sells sporting goods in North America, Europe, ...

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

Macroaxis considers Escalade Incorporated not very risky given 1 month investment horizon. Escalade Incorporated secures Sharpe Ratio (or Efficiency) of 0.5084 which denotes Escalade Incorporated had 0.5084% 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. By reviewing Escalade Incorporated technical indicators you can presently evaluate if the expected return of 0.7625% is justified by implied risk. Please utilize Escalade Incorporated Downside Deviation of 0.9154, Mean Deviation of 1.22 and Coefficient Of Variation of 196.7 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Escalade Incorporated holds performance score of 33. The firm shows Beta (market volatility) of 0.0545 which denotes to the fact that as returns on market increase, Escalade Incorporated returns are expected to increase less than the market. However during bear market, the loss on holding Escalade Incorporated will be expected to be smaller as well.. Although it is vital to follow to Escalade Incorporated historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. 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. We have found twenty technical indicators for Escalade Incorporated which you can use to evaluate performance of the firm. Please utilizes Escalade Incorporated Information Ratio, Value At Risk and the relationship between Standard Deviation and Treynor Ratio to make a quick decision on weather Escalade Incorporated price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.95 

Excellent predictability

Escalade Incorporated has excellent predictability. Overlapping area represents the amount of predictability between Escalade Incorporated time series from February 20, 2018 to March 7, 2018 and March 7, 2018 to March 22, 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 Escalade Incorporated price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Escalade Incorporated price fluctuation can be explain by its past prices.
Correlation Coefficient 0.95
Spearman Rank Test 0.85
Price Variance 0.1
Lagged Price Variance 0.25

Escalade Incorporated Lagged Returns

 Regressed Prices 

Escalade Incorporated Performance vs DOW

The median price of Escalade Incorporated for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 13.2 with a coefficient of variation of 5.36. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 12.97, and mean deviation of 0.6. The Stock received some media coverage during the period.
 Price Growth (%)  
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