Visualant Backtesting

Visualant Inc -- USA Stock  

USD 0.35  0.03  7.89%

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

September 20, 2017
No Change 0.00  0.0%
In 30 days
October 20, 2017
If you would invest  0.00  in Visualant on September 20, 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

Visualant is abnormally risky given 1 month investment horizon. Visualant Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.2427 which indicates Visualant Inc had 0.2427% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a stock is to use Visualant Inc market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 3.0829% are justified by taking the suggested risk. Use Visualant Inc Coefficient Of Variation of 402.87 and Risk Adjusted Performance of 0.0666 to evaluate company specific risk that cannot be diversified away. Visualant holds performance score of 16 on a scale of zero to a hundred. The entity has beta of 3.0473 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Visualant will likely underperform.. Although it is essential to pay attention to Visualant Inc current price movements, it is also good to be reasonable about what you can actually do with equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Visualant Inc expected return of 3.0829 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Visualant Inc Jensen Alpha and Semi Variance to analyze future returns on Visualant Inc.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.32) 

Poor reverse predictability

Visualant Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Visualant time series from September 20, 2017 to October 5, 2017 and October 5, 2017 to October 20, 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 -0.32 indicates that nearly 32.0% of current Visualant price fluctuation can be explain by its past prices. Given that Visualant Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Visualant for similar time interval.
Correlation Coefficient -0.32
Spearman Rank Test 0.06
Average Price 0.33
Lagged Average Price 0.19

Visualant Lagged Returns

 Regressed Prices 

Visualant Performance vs DOW

The median price of Visualant for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 0.21 with a coefficient of variation of 33.44. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.26, and mean deviation of 0.08. The Stock received some media coverage during the period.
Price Growth (%)  
Shares of Visualant Inc. Headlining Today Movers10/16/2017