Vascular Biogenics Backtesting

Vascular Biogenics Ltd -- USA Stock  

USD 2.23  0.08  3.72%

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

February 20, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
April 21, 2018
0.00
If you would invest  0.00  in Vascular Biogenics on February 20, 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 60 days. Vascular Biogenics is related to or competes with DelMar Pharmaceuticals, Dimension Therapeutics, Vericel, Dova Pharmaceuticals, Dicerna Pharmaceuticals, and DURECT CORP. Vascular Biogenics Ltd., a clinical-stage biopharmaceutical company, focuses on the discovery, development, and commerci...

Vascular Biogenics Upside/Downside Indicators

Information Ratio0.16
Maximum Drawdown70.95
Value At Risk5.97
Potential Upside5.69
  

Vascular Biogenics Market Premium Indicators

Risk Adjusted Performance0.27
Jensen Alpha1.65
Total Risk Alpha1.43
Treynor Ratio11.62

Vascular Biogenics Backtested Returns

Macroaxis considers Vascular Biogenics to be extremely risky. Vascular Biogenics owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1627 which indicates Vascular Biogenics had -0.1627% of return per unit of risk over the last 2 months. 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 600.81 and Risk Adjusted Performance of 0.27 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 -0.1411 which indicates as returns on market increase, returns on owning Vascular Biogenics are expected to decrease at a much smaller rate. During bear market, Vascular Biogenics is likely to outperform the market.. 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 -1.6127%. 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(0.09) 

Very weak reverse predictability

Vascular Biogenics Ltd has very weak reverse predictability. Overlapping area represents the amount of predictability between Vascular Biogenics time series from February 20, 2018 to March 22, 2018 and March 22, 2018 to April 21, 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 -0.09 indicates that less than 9.0% 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 -0.09
Spearman Rank Test 0.24
Price Variance 0.01
Lagged Price Variance 3.92

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
Skip

Trending Equities

Currently Active Assets on Macroaxis
MSFT   
 NMS 
Purchased over 30 shares of
few hours ago ago
Traded for 94.72
AOI   
 NYQ 
Purchased over 100 shares of
few hours ago ago
Traded for 24.75
REV   
 NYQ 
Purchased over 100 shares of
few hours ago ago
Traded for 22.75
FB   
 NMS 
Purchased few shares of
few hours ago ago
Traded for 166.69
VMW   
 NYQ 
Purchased over 20 shares of
few hours ago ago
Traded for 134.7
MSFT   
 NMS 
Purchased over 30 shares of
few hours ago ago
Traded for 94.72
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.