Booking Holdings Backtesting

    Booking Holdings Inc -- USA Stock  

    USD 1,904  2.76  0.14%

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

    Booking Holdings 'What if' Analysis

    February 22, 2018
    No Change 0.00  0.0%
    In 31 days
    March 24, 2018
    If you would invest  0.00  in Booking Holdings on February 22, 2018 and sell it all today you would earn a total of 0.00 from holding Booking Holdings Inc or generate 0.0% return on investment in Booking Holdings over 30 days. Booking Holdings is related to or competes with Hyatt Hotels, Expedia, Wynn Resorts, Hilton Worldwide, and Host Hotels. Booking Holdings Inc. provides online travel and related services to consumers and local partners

    Booking Holdings Upside/Downside Indicators


    Booking Holdings Market Premium Indicators

    Booking Holdings Inc lagged returns against current returns

     Current and Lagged Values 

    Booking Holdings regressed lagged prices vs. current prices

     Current vs Lagged Prices 

    Booking Holdings Inc Backtested Returns

    We consider Booking Holdings not too risky. Booking Holdings Inc secures Sharpe Ratio (or Efficiency) of 0.042 which signifies that Booking Holdings Inc had 0.042% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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 Booking Holdings Inc which you can use to evaluate future volatility of the firm. Please confirm Booking Holdings Inc Risk Adjusted Performance of 0.0482 and Mean Deviation of 0.8721 to double-check if risk estimate we provide are consistent with the epected return of 0.126%. Booking Holdings has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.5681 which signifies that as returns on market increase, returns on owning Booking Holdings are expected to decrease at a much smaller rate. During bear market, Booking Holdings is likely to outperform the market.. Although it is extremely important to respect Booking Holdings Inc historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing 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 Booking Holdings Inc technical indicators you can presently evaluate if the expected return of 0.126% will be sustainable into the future. Booking Holdings Inc right now shows a risk of 3.0002%. Please confirm Booking Holdings Inc Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Booking Holdings Inc will be following its price patterns.
    Advice Volatility Trend Exposure Correlations
    15 days auto-correlation 0.00 

    No correlation between past and present

    Booking Holdings Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Booking Holdings time series from February 22, 2018 to March 9, 2018 and March 9, 2018 to March 24, 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 Booking Holdings Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Booking Holdings price fluctuation can be explain by its past prices.
    Spearman Rank Test -0.69
    Lagged Price Variance 2420.26
    Average Price 1904.26
    Lagged Average Price 1864.52

    Booking Holdings Lagged Returns

     Regressed Prices 

    Booking Holdings Performance vs DOW

    The median price of Booking Holdings for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 1871.59997559 with a coefficient of variation of 77.47. The daily time series for the period is distributed with a sample standard deviation of 922.97, arithmetic mean of 1191.43, and mean deviation of 866.5. The Stock did not receive any noticable media coverage during the period.
     Price Growth (%)