Knowles Backtesting

Knowles Corporation -- USA Stock  

USD 13.53  0.40  2.87%

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

Knowles 'What if' Analysis

February 18, 2018
No Change 0.00  0.0%
In 30 days
March 20, 2018
If you would invest  0.00  in Knowles on February 18, 2018 and sell it all today you would earn a total of 0.00 from holding Knowles Corporation or generate 0.0% return on investment in Knowles over 30 days. Knowles is related to or competes with LeapFrog Enterprises, Escalade Incorporated, Funko, and Callaway Golf. Knowles Corporation designs, manufactures, and sells micro-acoustic, audio processing, and precision device solutions to...

Knowles Upside/Downside Indicators


Knowles Market Premium Indicators

Knowles lagged returns against current returns

 Current and Lagged Values 

Knowles regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Knowles Backtested Returns

Macroaxis considers Knowles to be not too volatile. Knowles has Sharpe Ratio of -0.2011 which conveys that Knowles had -0.2011% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating 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. Knowles exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Knowles Corporation Mean Deviation of 0.9979 and Risk Adjusted Performance of 0.21 to check out risk estimate we provide. Macroaxis gives Knowles performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.1127 which conveys that as returns on market increase, returns on owning Knowles are expected to decrease at a much smaller rate. During bear market, Knowles is likely to outperform the market.. Even though it is essential to pay attention to Knowles price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Knowles exposes twenty-one different technical indicators which can help you to evaluate its performance. Knowles has expected return of -0.2586%. Please be advised to verify Knowles Corporation Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Knowles past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.06 

Virtually no predictability

Knowles Corporation has virtually no predictability. Overlapping area represents the amount of predictability between Knowles time series from February 18, 2018 to March 5, 2018 and March 5, 2018 to March 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 Knowles price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Knowles price fluctuation can be explain by its past prices.
Correlation Coefficient 0.06
Spearman Rank Test 0.28
Price Variance 0.11
Lagged Price Variance 0.01

Knowles Lagged Returns

 Regressed Prices 

Knowles Performance vs DOW

The median price of Knowles for the period between Sun, Feb 18, 2018 and Tue, Mar 20, 2018 is 14.48 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 14.37, and mean deviation of 0.23. The Stock received some media coverage during the period.
 Price Growth (%)  
Knowles Corporation sticks almost -4.13 percent in last 5 tr...03/19/2018