VBI Vaccines Inc Backtested Returns
Our approach 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-eight technical indicators
for VBI Vaccines Inc which you can use to evaluate future volatility of the entity. Please validate VBI Vaccines Risk Adjusted Performance
of (0.007825) and Market Risk Adjusted Performance of (0.028587) to confirm if risk estimate we provide are consistent with the epected return of 0.0%. VBI Vaccines has performance score of 0 on a scale of 0 to 100. The corporation has beta of 3.2698 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, VBI Vaccines will likely underperform.. Although it is extremely important to respect VBI Vaccines Inc current price movements, it is better to be realistic regarding the information on equity historical returns. The approach 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 examining VBI Vaccines Inc technical indicators you can now evaluate if the expected return of 0.0% will be sustainable into the future. VBI Vaccines Inc currently has a risk of 0.0%. Please validate VBI Vaccines Maximum Drawdown as well as the relationship between Skewness and Day Typical Price to decide if VBI Vaccines will be following its existing price patterns.
|15 days auto-correlation|| 0.00 |
No correlation between past and present
VBI Vaccines Inc has no correlation between past and present. Overlapping area represents the amount of predictability between VBI Vaccines time series from November 18, 2017 to December 3, 2017 and December 3, 2017 to December 18, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VBI Vaccines Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current VBI Vaccines price fluctuation can be explain by its past prices.
|Average Price|| 4.18|
|Lagged Average Price|| 4.18|
VBI Vaccines Lagged Returns