Vascular Biogenics Backtesting

Vascular Biogenics Ltd -- USA Stock  

USD 7.55  0.2  2.58%

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

Vascular Biogenics 'What if' Analysis

December 23, 2017
No Change 0.00  0.0%
In 31 days
January 22, 2018
If you would invest  0.00  in Vascular Biogenics on December 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, Denali Therapeutics, VBI Vaccines, and . 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 risky given 1 month investment horizon. Vascular Biogenics owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0646 which indicates Vascular Biogenics had 0.0646% of return per unit of risk over the last 1 month. Our philosophy 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-one technical indicators for Vascular Biogenics Ltd which you can use to evaluate future volatility of the company. Please operate Vascular Biogenics Semi Deviation of 3.74, Coefficient Of Variation of 576.56 and Risk Adjusted Performance of 0.0856 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Vascular Biogenics holds performance score of 4. The entity has beta of -3.4507 which indicates as returns on market increase, returns on owning Vascular Biogenics are expected to decrease by larger amounts. On the other hand, during market turmoil, Vascular Biogenics is expected to significantly outperform it.. Although it is vital to follow to Vascular Biogenics current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy 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 inspecting Vascular Biogenics technical indicators you can presently evaluate if the expected return of 0.2693% will be sustainable into the future. Please operates Vascular Biogenics Jensen Alpha and Semi Variance to make a quick decision on weather Vascular Biogenics existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.69) 

Very good reverse predictability

Vascular Biogenics Ltd has very good reverse predictability. Overlapping area represents the amount of predictability between Vascular Biogenics time series from December 23, 2017 to January 7, 2018 and January 7, 2018 to January 22, 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 -0.69 indicates that around 69.0% 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 -0.69
Spearman Rank Test -0.17
Price Variance 0.1
Lagged Price Variance 0.19

Vascular Biogenics Lagged Returns

 Regressed Prices 

Vascular Biogenics Performance vs DOW

The median price of Vascular Biogenics for the period between Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 7.55 with a coefficient of variation of 7.39. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 7.51, and mean deviation of 0.45. The Stock received some media coverage during the period.
Price Growth (%)  
Vascular Biogenics Ltd. added to 4 new portfolios01/17/2018