VOXX International Backtesting

VOXX International Corporation -- USA Stock  

USD 6.4  0.35  5.19%

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

VOXX International 'What if' Analysis

December 21, 2017
No Change 0.00  0.0%
In 31 days
January 20, 2018
If you would invest  0.00  in VOXX International on December 21, 2017 and sell it all today you would earn a total of 0.00 from holding VOXX International Corporation or generate 0.0% return on investment in VOXX International over 30 days. VOXX International is related to or competes with Adams Resources, Ingram Micro, Reliance Steel, DXP Enterprises, Veritiv. VOXX International Corporations Automotive segment designs manufactures distributes and markets rearseat entertainment d...

VOXX International Upside/Downside Indicators


VOXX International Market Premium Indicators

VOXX International lagged returns against current returns

 Current and Lagged Values 

VOXX International regressed lagged prices vs. current prices

 Current vs Lagged Prices 

VOXX International Backtested Returns

Macroaxis considers VOXX International extremely risky given 1 month investment horizon. VOXX International owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1636 which indicates VOXX International had 0.1636% of return per unit of risk over the last 1 month. Our approach into measuring volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By evaluating VOXX International technical indicators you can currently evaluate if the expected return of 0.7618% is justified by implied risk. Please operate VOXX International Semi Deviation of 2.05, Coefficient Of Variation of 463.8 and Risk Adjusted Performance of 0.1056 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 VOXX International holds performance score of 10. The entity has beta of 0.8492 which indicates as returns on market increase, VOXX International returns are expected to increase less than the market. However during bear market, the loss on holding VOXX International will be expected to be smaller as well.. Although it is vital to follow to VOXX International current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The approach into 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. We have found twenty-one technical indicators for VOXX International Corporation which you can use to evaluate performance of the company. Please operates VOXX International Downside Deviation, Treynor Ratio, Expected Short fall, as well as the relationship between Variance and Potential Upside to make a quick decision on weather VOXX International existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.23) 

Weak reverse predictability

VOXX International Corporation has weak reverse predictability. Overlapping area represents the amount of predictability between VOXX International time series from December 21, 2017 to January 5, 2018 and January 5, 2018 to January 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 VOXX International price movement. The serial correlation of -0.23 indicates that over 23.0% of current VOXX International price fluctuation can be explain by its past prices. Given that VOXX International Corporation has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of VOXX International for similar time interval.
Correlation Coefficient -0.23
Spearman Rank Test -0.38
Price Variance 0.15
Lagged Price Variance 0.01

VOXX International Lagged Returns

 Regressed Prices 

VOXX International Performance vs DOW

The median price of VOXX International for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 5.8 with a coefficient of variation of 6.51. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 5.95, and mean deviation of 0.33. The Stock received some media coverage during the period.
Price Growth (%)  
Sale by Paul Kreuch of 6000 shares of VOXX International01/19/2018