Veritiv Backtesting

Veritiv Corporation -- USA Stock  

USD 27.75  0.4  1.46%

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

Veritiv 'What if' Analysis

November 11, 2017
No Change 0.00  0.0%
In 31 days
December 11, 2017
If you would invest  0.00  in Veritiv on November 11, 2017 and sell it all today you would earn a total of 0.00 from holding Veritiv Corporation or generate 0.0% return on investment in Veritiv over 30 days. Veritiv is related to or competes with Adams Resources, Ingram Micro, Reliance Steel, DXP Enterprises, VOXX International, and . Veritiv Corporation operates through four segments Print Publishing Packaging and Facility Solutions

Veritiv Upside/Downside Indicators


Veritiv Market Premium Indicators

Veritiv lagged returns against current returns

 Current and Lagged Values 

Veritiv regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Veritiv Backtested Returns

Macroaxis considers Veritiv not too volatile given 1 month investment horizon. Veritiv owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.2983 which indicates Veritiv had 0.2983% 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. By inspecting Veritiv technical indicators you can presently evaluate if the expected return of 0.7717% is justified by implied risk. Please operate Veritiv Semi Deviation of 1.24, Coefficient Of Variation of 317.17 and Risk Adjusted Performance of 0.1647 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Veritiv holds performance score of 19. The entity has beta of 2.347 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Veritiv will likely underperform.. Although it is vital to follow to Veritiv 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. We have found twenty-one technical indicators for Veritiv Corporation which you can use to evaluate performance of the company. Please operates Veritiv Value At Risk as well as the relationship between Semi Variance and Kurtosis to make a quick decision on weather Veritiv existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Veritiv Corporation has no correlation between past and present. Overlapping area represents the amount of predictability between Veritiv time series from November 11, 2017 to November 26, 2017 and November 26, 2017 to December 11, 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 Veritiv price movement. The serial correlation of 0.0 indicates that just 0.0% of current Veritiv price fluctuation can be explain by its past prices.
Average Price 27.75
Lagged Average Price 27.75

Veritiv Lagged Returns

 Regressed Prices 

Veritiv Performance vs DOW

The median price of Veritiv for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 26.35 with a coefficient of variation of 6.29. The daily time series for the period is distributed with a sample standard deviation of 1.62, arithmetic mean of 25.75, and mean deviation of 1.43. The Stock received some media coverage during the period.
Price Growth (%)  
Prudential Financial Inc. Has 4.84 Million Holdings in Verit...12/08/2017