With this equity back-testing module your can estimate the performance of a buy and hold strategy of A L D Advanced Logistics Developments Ltd and determine expected loss or profit from investing in A L over given investment horizon. Check also A L Hype Analysis, A L Correlation, A L Valuation, A L Volatility as well as analyze A L Alpha and Beta and A L Performance.
|Horizon||30 Days Login to change|
A L 'What if' Analysis
October 17, 20180.00
December 16, 20180.00
If you would invest 0.00 in A L on October 17, 2018 and sell it all today you would earn a total of 0.00 from holding A L D Advanced Logistics Developments Ltd or generate 0.0% return on investment in A L over 60 days. A L is related to or competes with Hilan Ltd, Azrieli Group. Advanced Logistics Developments Ltd. provides professional consulting, software development, and training services in Is...
A L Upside/Downside Indicators
A L Market Premium Indicators
A L D Backtested Returns
Macroaxis considers A L to be not too risky. A L D secures Sharpe Ratio (or Efficiency) of -0.1719 which signifies that A L D had -0.1719% of return per unit of return volatility over the last 2 months. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. A L D Advanced Logistics Developments Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm A L D Mean Deviation of 2.74 and Coefficient Of Variation of
(650.12) to double-check risk estimate we provide. Macroaxis gives A L performance score of 0 on a scale of 0 to 100. The corporation shows Beta (market volatility) of -0.003 which signifies that as returns on market increase, returns on owning A L are expected to decrease at a much smaller rate. During bear market, A L is likely to outperform the market.. Even though it is essential to pay attention to A L D historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. A L D Advanced Logistics Developments Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. A L D has expected return of -1.1337%. Please be advised to confirm A L D Treynor Ratio, and the relationship between Variance and Potential Upside to decide if A L D past performance will be repeated sooner or later.
|15 days auto-correlation||0.17|
|Spearman Rank Test||-0.31|
A L D lagged returns against current returns
Current and Lagged Values
A L regressed lagged prices vs. current prices
Current vs Lagged Prices
A L Lagged Returns