Vericel Backtesting

VCEL -- USA Stock  

USD 11.70  0.70  6.36%

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

Vericel 'What if' Analysis

May 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 23, 2018
0.00
If you would invest  0.00  in Vericel on May 24, 2018 and sell it all today you would earn a total of 0.00 from holding Vericel Corporation or generate 0.0% return on investment in Vericel over 30 days. Vericel is related to or competes with NantKwest, DelMar Pharmaceuticals, Dimension Therapeutics, Denali Therapeutics, VBI Vaccines, Vascular Biogenics, and Vericel Corporati. Vericel Corporation, a commercial-stage biopharmaceutical company, researches, develops, manufactures, markets, and sell...

Vericel Upside/Downside Indicators

Information Ratio0.28
Maximum Drawdown16.79
Value At Risk6.41
Potential Upside4.22
  

Vericel Market Premium Indicators

Risk Adjusted Performance0.01

Vericel Backtested Returns

Macroaxis considers Vericel to be relatively volatile. Vericel owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2621 which indicates Vericel had -0.2621% 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. Vericel Corporation exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vericel Coefficient Of Variation of 356.61 and Risk Adjusted Performance of 0.01 to confirm risk estimate we provide. Macroaxis gives Vericel 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 Vericel are completely uncorrelated. Even though it is essential to pay attention to Vericel 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. Vericel Corporation exposes twenty-one different technical indicators which can help you to evaluate its performance. Vericel has expected return of -1.0479%. Please be advised to validate Vericel Jensen Alpha, Potential Upside as well as the relationship between Potential Upside and Skewness to decide if Vericel past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.59 

Modest predictability

Vericel Corporation has modest predictability. Overlapping area represents the amount of predictability between Vericel time series from May 24, 2018 to June 8, 2018 and June 8, 2018 to June 23, 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 Vericel price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Vericel price fluctuation can be explain by its past prices.
Correlation Coefficient 0.59
Spearman Rank Test 0.55
Price Variance 0.7
Lagged Price Variance 0.27

Vericel lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vericel regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vericel Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - VCEL

Vericel Investor Sentiment
Most of Macroaxis users are at this time bullish on Vericel Corporation. What is your outlook on investing in Vericel Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at Vericel Hype Analysis, Vericel Correlation, Vericel Valuation, Vericel Volatility as well as analyze Vericel Alpha and Beta and Vericel Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.