Visa Backtesting

Visa Inc -- USA Stock  

USD 122.58  1.95  1.57%

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

Visa 'What if' Analysis

February 15, 2018
No Change 0.00  0.0%
In 31 days
March 17, 2018
If you would invest  0.00  in Visa on February 15, 2018 and sell it all today you would earn a total of 0.00 from holding Visa Inc or generate 0.0% return on investment in Visa over 30 days. Visa is related to or competes with Verisk Analytics, 58 com, Automatic Data, and Alliance Data. Visa Inc. operates as a payments technology company worldwide

Visa Upside/Downside Indicators


Visa Market Premium Indicators

Visa Inc lagged returns against current returns

 Current and Lagged Values 

Visa regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Visa Inc Backtested Returns

We consider Visa not too risky. Visa Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0896 which indicates Visa Inc had 0.0896% of return per unit of risk over the last 1 month. Our philosophy towards measuring 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 Visa Inc which you can use to evaluate future volatility of the company. Please validate Visa Semi Deviation of 0.7929, Coefficient Of Variation of 722.54 and Risk Adjusted Performance of 0.1603 to confirm if risk estimate we provide are consistent with the epected return of 0.0919%. Visa has performance score of 5 on a scale of 0 to 100. The entity has beta of -0.0861 which indicates as returns on market increase, returns on owning Visa are expected to decrease at a much smaller rate. During bear market, Visa is likely to outperform the market.. Although it is extremely important to respect Visa Inc current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Visa Inc technical indicators you can presently evaluate if the expected return of 0.0919% will be sustainable into the future. Visa Inc right now has a risk of 1.0248%. Please validate Visa Value At Risk as well as the relationship between Semi Variance and Kurtosis to decide if Visa will be following its existing price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.24 

Weak predictability

Visa Inc has weak predictability. Overlapping area represents the amount of predictability between Visa time series from February 15, 2018 to March 2, 2018 and March 2, 2018 to March 17, 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 Visa Inc price movement. The serial correlation of 0.24 indicates that over 24.0% of current Visa price fluctuation can be explain by its past prices.
Correlation Coefficient 0.24
Spearman Rank Test -0.27
Price Variance 1.62
Lagged Price Variance 1.78

Visa Lagged Returns

 Regressed Prices 

Visa Performance vs DOW

The median price of Visa for the period between Thu, Feb 15, 2018 and Sat, Mar 17, 2018 is 122.28 with a coefficient of variation of 1.13. The daily time series for the period is distributed with a sample standard deviation of 1.39, arithmetic mean of 122.38, and mean deviation of 1.14. The Stock received some media coverage during the period.
 Price Growth (%)  
Visa exotic insider transaction detected03/15/2018