VBI Vaccines Backtesting

VBI Vaccines Inc -- USA Stock  

USD 4.01  0.08  2.04%

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

VBI Vaccines 'What if' Analysis

February 18, 2018
No Change 0.00  0.0%
In 30 days
March 20, 2018
If you would invest  0.00  in VBI Vaccines on February 18, 2018 and sell it all today you would earn a total of 0.00 from holding VBI Vaccines Inc or generate 0.0% return on investment in VBI Vaccines over 30 days. VBI Vaccines is related to or competes with NantKwest, DelMar Pharmaceuticals, Dimension Therapeutics, Denali Therapeutics, Vascular Biogenics. VBI Vaccines Inc., a biopharmaceutical company, develops and sells vaccines to address unmet needs in infectious disease...

VBI Vaccines Upside/Downside Indicators


VBI Vaccines Market Premium Indicators

VBI Vaccines Inc lagged returns against current returns

 Current and Lagged Values 

VBI Vaccines regressed lagged prices vs. current prices

 Current vs Lagged Prices 

VBI Vaccines Inc Backtested Returns

Macroaxis considers VBI Vaccines unusually risky given 1 month investment horizon. VBI Vaccines Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0797 which indicates VBI Vaccines Inc had 0.0797% of return per unit of volatility over the last 1 month. 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-one technical indicators for VBI Vaccines Inc which you can use to evaluate future volatility of the entity. Please operate VBI Vaccines Risk Adjusted Performance of 0.1434, Market Risk Adjusted Performance of 5.0 and Downside Deviation of 3.29 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 VBI Vaccines holds performance score of 5. The corporation has beta of 0.0749 which indicates as returns on market increase, VBI Vaccines returns are expected to increase less than the market. However during bear market, the loss on holding VBI Vaccines will be expected to be smaller as well.. Although it is vital to follow to VBI Vaccines Inc current price movements, it is good to be conservative about what you can actually do with the information regarding 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 0.2578% will be sustainable into the future. Please operates VBI Vaccines Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to make a quick decision on weather VBI Vaccines Inc existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.03 

Virtually no predictability

VBI Vaccines Inc has virtually no predictability. Overlapping area represents the amount of predictability between VBI Vaccines time series from February 18, 2018 to March 5, 2018 and March 5, 2018 to March 20, 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 VBI Vaccines Inc price movement. The serial correlation of 0.03 indicates that only 3.0% of current VBI Vaccines price fluctuation can be explain by its past prices.
Correlation Coefficient 0.03
Spearman Rank Test -0.2
Price Variance 0.01
Lagged Price Variance 0.01

VBI Vaccines Lagged Returns

 Regressed Prices 

VBI Vaccines Performance vs DOW

The median price of VBI Vaccines for the period between Sun, Feb 18, 2018 and Tue, Mar 20, 2018 is 3.9 with a coefficient of variation of 3.58. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 3.88, and mean deviation of 0.11. The Stock received some media coverage during the period.
 Price Growth (%)  
Analyst Research Roundup VBI Vaccines Inc. , Allied Motion T...03/19/2018