Escalade Incorporated Backtesting

ESCA -- USA Stock  

USD 13.80  0.10  0.72%

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
SymbolX
Backtest

Escalade Incorporated 'What if' Analysis

June 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 20, 2018
0.00
If you would invest  0.00  in Escalade Incorporated on June 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 Sony, Acushnet Holdings, Callaway Golf, Knowles, Johnson Outdoors, Funko, and UNIVERSAL ELECT. Escalade, Incorporated, together with its subsidiaries, manufactures and sells sporting goods in North America, Europe, ...

Escalade Incorporated Upside/Downside Indicators

Downside Deviation2.15
Information Ratio0.026709
Maximum Drawdown11.94
Value At Risk3.29
Potential Upside2.18
  

Escalade Incorporated Market Premium Indicators

Risk Adjusted Performance0.0306
Jensen Alpha0.014768
Total Risk Alpha0.51
Sortino Ratio0.030076
Treynor Ratio0.1256

Escalade Incorporated Backtested Returns

Macroaxis considers Escalade Incorporated to be not very volatile. Escalade Incorporated secures Sharpe Ratio (or Efficiency) of -0.0024 which denotes Escalade Incorporated had -0.0024% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Escalade Incorporated exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Escalade Incorporated Semi Deviation of 1.66, Mean Deviation of 1.52 and Downside Deviation of 2.15 to check risk estimate we provide. Macroaxis gives Escalade Incorporated performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.6622 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.. Even though it is essential to pay attention to Escalade Incorporated historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Escalade Incorporated exposes twenty-eight different technical indicators which can help you to evaluate its performance. Escalade Incorporated has expected return of -0.0059%. Please be advised to confirm Escalade Incorporated Jensen Alpha, Maximum Drawdown and the relationship between Coefficient Of Variation and Sortino Ratio to decide if Escalade Incorporated past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.41 

Average predictability

Escalade Incorporated has average predictability. Overlapping area represents the amount of predictability between Escalade Incorporated time series from June 20, 2018 to July 5, 2018 and July 5, 2018 to July 20, 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 0.41 indicates that just about 41.0% of current Escalade Incorporated price fluctuation can be explain by its past prices.
Correlation Coefficient 0.41
Spearman Rank Test 0.19
Price Variance 0.02
Lagged Price Variance 0.17

Escalade Incorporated lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Escalade Incorporated regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Escalade Incorporated Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - ESCA

Escalade Incorporated Investor Sentiment
Most of Macroaxis users are currently bullish on Escalade Incorporated. What is your opinion about investing in Escalade Incorporated? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Escalade Incorporated and Sony. 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 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. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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