Visa Backtesting

V -- USA Stock  

USD 135.10  0.10  0.07%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Visa 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

May 19, 2018
No Change 0.00  0.0%
In 30 days
June 18, 2018
If you would invest  0.00  in Visa on May 19, 2018 and sell it all today you would earn a total of 0.00 from holding Visa or generate 0.0% return on investment in Visa over 30 days. Visa is related to or competes with FleetCor Technologies, Ecolab, Convergys, 58 com, Fidelity National, and Verisk Analytics. Visa Inc. operates as a payments technology company worldwide

Visa Upside/Downside Indicators

Downside Deviation1.09
Information Ratio0.1721
Maximum Drawdown3.83
Value At Risk1.21
Potential Upside1.7

Visa Market Premium Indicators

Risk Adjusted Performance0.01
Sortino Ratio0.1356

Visa Backtested Returns

We consider Visa not too risky. Visa owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1957 which indicates Visa had 0.1957% 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 which you can use to evaluate future volatility of the company. Please validate Visa Semi Deviation of 0.579, Coefficient Of Variation of 581.15 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.1708%. Visa has performance score of 12 on a scale of 0 to 100. The entity has beta of 0.0 which indicates the returns on MARKET and Visa are completely uncorrelated. Although it is extremely important to respect Visa 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 technical indicators you can presently evaluate if the expected return of 0.1708% will be sustainable into the future. Visa right now has a risk of 0.8728%. 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 0.47 

Average predictability

Visa has average predictability. Overlapping area represents the amount of predictability between Visa time series from May 19, 2018 to June 3, 2018 and June 3, 2018 to June 18, 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 price movement. The serial correlation of 0.47 indicates that about 47.0% of current Visa price fluctuation can be explain by its past prices.
Correlation Coefficient 0.47
Spearman Rank Test -0.31
Price Variance 0.77
Lagged Price Variance 0.79

Visa lagged returns against current returns

 Current and Lagged Values 

Visa regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Visa Lagged Returns

 Regressed Prices 

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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. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.