Vascular Biogenics Backtesting

Vascular Biogenics Ltd -- USA Stock  

USD 6  0.25  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
Investment Horizon     30 Days    Login   to change

Vascular Biogenics 'What if' Analysis

September 23, 2017
No Change 0.00  0.0%
In 31 days
October 23, 2017
If you would invest  0.00  in Vascular Biogenics on September 23, 2017 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 NantKwest, Del Mar, Dimension Therapeutics, VBI Vaccines, Vericel. Its lead product candidates include VB111 a genebased biologic that is in III clinical trials for the treatment of recur...

Vascular Biogenics Upside/Downside Indicators


Vascular Biogenics Market Premium Indicators

Vascular Biogenics lagged returns against current returns

 Current and Lagged Values 

Vascular Biogenics regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Vascular Biogenics Backtested Returns

Macroaxis considers Vascular Biogenics to be relatively risky. Vascular Biogenics owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0808 which indicates Vascular Biogenics had -0.0808% 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 (1,007) and Risk Adjusted Performance of (0.017618) 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 1.4065 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Vascular Biogenics will likely underperform.. 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 -0.2842%. 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(0.41) 

Modest reverse predictability

Vascular Biogenics Ltd has modest reverse predictability. Overlapping area represents the amount of predictability between Vascular Biogenics time series from September 23, 2017 to October 8, 2017 and October 8, 2017 to October 23, 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 Vascular Biogenics price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Vascular Biogenics price fluctuation can be explain by its past prices. Given that Vascular Biogenics Ltd has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Vascular Biogenics for similar time interval.
Correlation Coefficient -0.41
Spearman Rank Test 0.26
Price Variance 0.04
Lagged Price Variance 0.03

Vascular Biogenics Lagged Returns

 Regressed Prices 

Vascular Biogenics Performance vs DOW

The median price of Vascular Biogenics for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 6.1 with a coefficient of variation of 3.98. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 6.04, and mean deviation of 0.18. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)