Vascular Biogenics Backtesting

VBLT -- USA Stock  

USD 1.65  0.07  4.35%

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

Vascular Biogenics 'What if' Analysis

July 21, 2018
0.00
No Change 0.00  0.0%
In 31 days
August 20, 2018
0.00
If you would invest  0.00  in Vascular Biogenics on July 21, 2018 and sell it all today you would earn a total of 0.00 from holding Vascular Biogenics Ltd or generate 0.0% return on investment in Vascular Biogenics over 30 days. Vascular Biogenics is related to or competes with Novartis AG, Novo Nordisk, Nektar Therapeutics, and Bio Techne. Vascular Biogenics Ltd., a clinical-stage biopharmaceutical company, focuses on the discovery, development, and commerci...

Vascular Biogenics Upside/Downside Indicators

Maximum Drawdown8.76
Value At Risk4.35
Potential Upside2.5
  

Vascular Biogenics Market Premium Indicators

Risk Adjusted Performance0.01

Vascular Biogenics Backtested Returns

Macroaxis considers Vascular Biogenics to be relatively volatile. Vascular Biogenics owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.5082 which indicates Vascular Biogenics had -0.5082% of return per unit of risk over the last 1 month. Macroaxis philosophy 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. Vascular Biogenics Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vascular Biogenics Coefficient Of Variation of 202.43 and Risk Adjusted Performance of 0.01 to confirm risk estimate we provide. Macroaxis gives Vascular Biogenics performance score of 0 on a scale of 0 to 100. The entity has beta of 0.0 which indicates the returns on MARKET and Vascular Biogenics are completely uncorrelated. Even though it is essential to pay attention to Vascular Biogenics current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy 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. Vascular Biogenics Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Vascular Biogenics has expected return of -1.1186%. Please be advised to validate Vascular Biogenics Jensen Alpha and Semi Variance to decide if Vascular Biogenics past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.85 

Very good predictability

Vascular Biogenics Ltd has very good predictability. Overlapping area represents the amount of predictability between Vascular Biogenics time series from July 21, 2018 to August 5, 2018 and August 5, 2018 to August 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 Vascular Biogenics price movement. The serial correlation of 0.85 indicates that around 85.0% of current Vascular Biogenics price fluctuation can be explain by its past prices.
Correlation Coefficient 0.85
Spearman Rank Test 0.67
Lagged Price Variance 0.01
Average Price 1.71

Vascular Biogenics lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vascular Biogenics regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vascular Biogenics Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - VBLT

Vascular Biogenics Investor Sentiment
Most of Macroaxis users are at this time bullish on Vascular Biogenics Ltd. What is your outlook on investing in Vascular Biogenics Ltd? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at Vascular Biogenics Hype Analysis, Vascular Biogenics Correlation, Vascular Biogenics Valuation, Vascular Biogenics Volatility as well as analyze Vascular Biogenics Alpha and Beta and Vascular Biogenics Performance. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.