Yahoo Backtesting

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

Yahoo 'What if' Analysis

April 24, 2017
No Change 0.00  0.0%
In 30 days
May 24, 2017
If you would invest  0.00  in Yahoo on April 24, 2017 and sell it all today you would earn a total of 0.00 from holding Yahoo Inc or generate 0.0% return on investment in Yahoo over 30 days. Yahoo is related to or competes with Broadridge Financial, CA, Gartner, F5 Networks, and CDK Global. Yahoo Inc offers Yahoo Search that serves as a guide for users to discover information on the Internet Yahoo Mail, which...

Yahoo Upside/Downside Indicators


Yahoo Market Premium Indicators

Yahoo Inc lagged returns against current returns

 Current and Lagged Values 

Yahoo regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Yahoo Inc Backtested Returns

Macroaxis considers Yahoo not too risky given 1 month investment horizon. Yahoo Inc shows Sharpe Ratio of 0.2123 which attests that Yahoo Inc had 0.2123% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Yahoo Inc which you can use to evaluate future volatility of the organization. Please utilize Yahoo Inc Market Risk Adjusted Performance of 0.1963, Mean Deviation of 0.692 and Downside Deviation of 1.03 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Yahoo holds performance score of 14. The firm maintains market beta of 1.0415 which attests that Yahoo returns are very sensitive to returns on the market. as market goes up or down, Yahoo is expected to follow.. Although it is extremely important to respect Yahoo Inc historical price patterns, it is beter to be realistic about what you can do with the information about equity current price history. The philosophy towards determining 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. By examining Yahoo Inc technical indicators you can presently evaluate if the expected return of 0.2041% will be sustainable into the future. Please utilizes Yahoo Inc Semi Variance, and the relationship between Treynor Ratio and Daily Balance Of Power to make a quick decision on weather Yahoo Inc historical returns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.33 

Below average predictability

Yahoo Inc has below average predictability. Overlapping area represents the amount of predictability between Yahoo time series from April 24, 2017 to May 9, 2017 and May 9, 2017 to May 24, 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 Yahoo Inc price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Yahoo price fluctuation can be explain by its past prices.
Correlation Coefficient 0.33
Spearman Rank Test 0.3
Price Variance 0.22
Lagged Price Variance 0.14

Yahoo Lagged Returns

 Regressed Prices 

Yahoo Performance vs NYSE

The median price of Yahoo for the period between Mon, Apr 24, 2017 and Wed, May 24, 2017 is 49.4 with a coefficient of variation of 1.72. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 49.22, and mean deviation of 0.73. The Stock received some media coverage during the period.
Price Growth (%)  
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