VBI Vaccines Backtesting

VBI Vaccines Inc -- USA Stock  

USD 4.18  0.08  1.95%

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
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VBI Vaccines 'What if' Analysis

November 18, 2017
0.00
No Change 0.00  0.0%
In 30 days
December 18, 2017
0.00
If you would invest  0.00  in VBI Vaccines on November 18, 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, Vascular Biogenics. 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 
      Timeline 

VBI Vaccines regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

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.
Advice Volatility Trend Exposure Correlations
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

 Regressed Prices 
      Timeline 

VBI Vaccines Performance vs DOW

The median price of VBI Vaccines for the period between Sat, Nov 18, 2017 and Mon, Dec 18, 2017 is 4.52 with a coefficient of variation of 6.92. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 4.43, and mean deviation of 0.26. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline