IQVIA Holdings Backtesting

Q -- USA Stock  

USD 103.48  0.00  0.00%

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

IQVIA Holdings 'What if' Analysis

June 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 19, 2018
0.00
If you would invest  0.00  in IQVIA Holdings on June 19, 2018 and sell it all today you would earn a total of 0.00 from holding IQVIA Holdings or generate 0.0% return on investment in IQVIA Holdings over 30 days. IQVIA Holdings is related to or competes with Vertex Pharmaceuticals, Sinovac Biotech, PAREXEL International, SciClone Pharmaceuticals, Origin Agritech, and SEATTLE GENETICS. Quintiles IMS Holdings, Inc. offer biopharmaceutical development services and commercial outsourcing services in the Americas, Europe, Africa, and the AsiaPacific.

IQVIA Holdings Upside/Downside Indicators

  

IQVIA Holdings Market Premium Indicators

IQVIA Holdings Backtested Returns

Our way in which we are determining 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 IQVIA Holdings which you can use to evaluate future volatility of the corporation. Please check out IQVIA Holdings to validate if risk estimate we provide are consistent with the epected return of 0.0%. IQVIA Holdings has performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and IQVIA Holdings are completely uncorrelated. Although it is extremely important to respect IQVIA Holdings current price history, it is better to be realistic regarding the information on equity current price movements. The way in which we are determining 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 examining IQVIA Holdings technical indicators you can currently evaluate if the expected return of 0.0% will be sustainable into the future. IQVIA Holdings presently retains a risk of 0.0%. Please check out IQVIA Holdings Jensen Alpha and Semi Variance to decide if IQVIA Holdings will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 1.00 

Perfect predictability

IQVIA Holdings has perfect predictability. Overlapping area represents the amount of predictability between IQVIA Holdings time series from June 19, 2018 to July 4, 2018 and July 4, 2018 to July 19, 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 IQVIA Holdings price movement. The serial correlation of 1.0 indicates that 100.0% of current IQVIA Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient 1.0
Spearman Rank Test 1.0
Average Price 103.48
Lagged Average Price 103.48

IQVIA Holdings lagged returns against current returns

 Current and Lagged Values 
      Timeline 

IQVIA Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

IQVIA Holdings Lagged Returns

 Regressed Prices 
      Timeline 

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Risk-Return Analysis

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Additionally take a look at IQVIA Holdings Hype Analysis, IQVIA Holdings Correlation, IQVIA Holdings Valuation, IQVIA Holdings Volatility as well as analyze IQVIA Holdings Alpha and Beta and IQVIA Holdings Performance. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.