VBI Vaccines Backtesting

VBI Vaccines Inc -- USA Stock  

USD 3.53  0.03  0.84%

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
Investment Horizon     30 Days    Login   to change

VBI Vaccines 'What if' Analysis

September 20, 2017
No Change 0.00  0.0%
In 31 days
October 20, 2017
If you would invest  0.00  in VBI Vaccines on September 20, 2017 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, Del Mar, Dimension Therapeutics, Vascular Biogenics, and Vericel. It develops solutions based on eVLP a platform for the design of enveloped viruslike particle vaccines and Lipid Particl...

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 to be relatively risky. VBI Vaccines Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2204 which indicates VBI Vaccines Inc had -0.2204% of return per unit of volatility over the last 1 month. Macroaxis approach towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. VBI Vaccines Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate VBI Vaccines Risk Adjusted Performance of (0.041968) and Market Risk Adjusted Performance of 0.1832 to confirm risk estimate we provide. Macroaxis gives VBI Vaccines performance score of 0 on a scale of 0 to 100. The corporation has beta of -2.4744 which indicates as returns on market increase, returns on owning VBI Vaccines are expected to decrease by larger amounts. On the other hand, during market turmoil, VBI Vaccines is expected to significantly outperform it.. Even though it is essential to pay attention to VBI Vaccines Inc current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach towards measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. VBI Vaccines Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. VBI Vaccines Inc has expected return of -0.4651%. Please be advised to validate VBI Vaccines Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if VBI Vaccines Inc past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.51 

Modest predictability

VBI Vaccines Inc has modest predictability. Overlapping area represents the amount of predictability between VBI Vaccines time series from September 20, 2017 to October 5, 2017 and October 5, 2017 to October 20, 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 0.51 indicates that about 51.0% of current VBI Vaccines price fluctuation can be explain by its past prices.
Correlation Coefficient 0.51
Spearman Rank Test 0.77
Price Variance 0.02
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 Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 3.85 with a coefficient of variation of 3.43. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 3.82, and mean deviation of 0.1. The Stock received some media coverage during the period.
Price Growth (%)  
What Will Happen to VBI Vaccines, Inc. Ordinary Shares Next ...10/20/2017