Visualant Backtesting

Visualant Inc -- USA Stock  

USD 0.23  0.001  0.43%

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

Visualant 'What if' Analysis

November 17, 2017
No Change 0.00  0.0%
In 31 days
December 17, 2017
If you would invest  0.00  in Visualant on November 17, 2017 and sell it all today you would earn a total of 0.00 from holding Visualant Inc or generate 0.0% return on investment in Visualant over 30 days. Visualant is related to or competes with Agilent Technologies, Ingersoll Rand, Sensata Technologies, Electro Sensors. It offers ChromaID Lab Kit which scans and identifies solid surfaces targeting various markets including commercial pain...

Visualant Upside/Downside Indicators


Visualant Market Premium Indicators

Visualant Inc lagged returns against current returns

 Current and Lagged Values 

Visualant regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Visualant Inc Backtested Returns

Macroaxis considers Visualant abnormally risky given 1 month investment horizon. Visualant Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0666 which indicates Visualant Inc had 0.0666% 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 Visualant Inc technical indicators you can presently evaluate if the expected return of 0.5782% is justified by implied risk. Please operate Visualant Coefficient Of Variation of 6673.05 and Risk Adjusted Performance of 0.0166 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Visualant holds performance score of 4. The entity has beta of -3.9276 which indicates as returns on market increase, returns on owning Visualant are expected to decrease by larger amounts. On the other hand, during market turmoil, Visualant is expected to significantly outperform it.. Although it is vital to follow to Visualant Inc 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 Visualant Inc which you can use to evaluate performance of the company. Please operates Visualant Jensen Alpha and Semi Variance to make a quick decision on weather Visualant Inc existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Visualant Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Visualant time series from November 17, 2017 to December 2, 2017 and December 2, 2017 to December 17, 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 Visualant Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Visualant price fluctuation can be explain by its past prices.
Spearman Rank Test 0.24
Average Price 0.24
Lagged Average Price 0.22

Visualant Lagged Returns

 Regressed Prices 

Visualant Performance vs DOW

The median price of Visualant for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 0.23 with a coefficient of variation of 8.69. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.23, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)