Loews Backtesting

Loews Corporation -- USA Stock  

USD 50.99  0.17  0.33%

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

Loews '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 Loews on February 18, 2018 and sell it all today you would earn a total of 0.00 from holding Loews Corporation or generate 0.0% return on investment in Loews over 30 days. Loews is related to or competes with Berkshire Hathaway, Icahn Enterprises, Leucadia National, Valhi, and Alleghany. Loews Corporation, through its subsidiaries, provides commercial property and casualty insurance in the United States, C...

Loews Upside/Downside Indicators


Loews Market Premium Indicators

Loews lagged returns against current returns

 Current and Lagged Values 

Loews regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Loews Backtested Returns

We consider Loews not too risky. Loews has Sharpe Ratio of 0.1037 which conveys that Loews had 0.1037% of return per unit of risk over the last 1 month. Our philosophy towards estimating 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 Loews which you can use to evaluate future volatility of the firm. Please verify Loews Corporation Downside Deviation of 0.8431, Mean Deviation of 0.747 and Risk Adjusted Performance of 0.112 to check out if risk estimate we provide are consistent with the epected return of 0.1091%. Loews has performance score of 6 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.1083 which conveys that as returns on market increase, returns on owning Loews are expected to decrease at a much smaller rate. During bear market, Loews is likely to outperform the market.. Although it is extremely important to respect Loews price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 analyzing Loews technical indicators you can presently evaluate if the expected return of 0.1091% will be sustainable into the future. Loews right now secures a risk of 1.0528%. Please verify Loews Corporation Variance as well as the relationship between Value At Risk and Skewness to decide if Loews Corporation will be following its current price movements.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.47 

Average predictability

Loews Corporation has average predictability. Overlapping area represents the amount of predictability between Loews 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 Loews price movement. The serial correlation of 0.47 indicates that about 47.0% of current Loews price fluctuation can be explain by its past prices.
Correlation Coefficient 0.47
Spearman Rank Test -0.72
Price Variance 0.13
Lagged Price Variance 0.42

Loews Lagged Returns

 Regressed Prices 

Loews Performance vs DOW

The median price of Loews for the period between Sun, Feb 18, 2018 and Tue, Mar 20, 2018 is 50.73 with a coefficient of variation of 1.68. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 50.42, and mean deviation of 0.7. The Stock received some media coverage during the period.
February 27, 2018Loews Dividend Paid
 Price Growth (%)  
Sale by Rebell Arthur L of 1900 shares of Loews03/19/2018