Avon Products Backtesting

Avon Products Inc -- USA Stock  

USD 2.26  0.07  3%

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

Avon Products 'What if' Analysis

December 22, 2017
No Change 0.00  0.0%
In 31 days
January 21, 2018
If you would invest  0.00  in Avon Products on December 22, 2017 and sell it all today you would earn a total of 0.00 from holding Avon Products Inc or generate 0.0% return on investment in Avon Products over 30 days. Avon Products is related to or competes with Este Lauder, Nu Skin, Tiffany, and Kingold Jewelry. It offers beauty products, which consists of skincare products, including personal care products, as well as fragrances ...

Avon Products Upside/Downside Indicators


Avon Products Market Premium Indicators

Avon Products Inc lagged returns against current returns

 Current and Lagged Values 

Avon Products regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Avon Products Inc Backtested Returns

We consider Avon Products risky. Avon Products Inc secures Sharpe Ratio (or Efficiency) of 0.0594 which signifies that Avon Products Inc had 0.0594% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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-one technical indicators for Avon Products Inc which you can use to evaluate future volatility of the firm. Please confirm Avon Products Inc Downside Deviation of 2.33, Risk Adjusted Performance of 0.0864 and Mean Deviation of 1.83 to double-check if risk estimate we provide are consistent with the epected return of 0.1135%. Avon Products has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.5313 which signifies that as returns on market increase, Avon Products returns are expected to increase less than the market. However during bear market, the loss on holding Avon Products will be expected to be smaller as well.. Although it is extremely important to respect Avon Products Inc historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing 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 analyzing Avon Products Inc technical indicators you can presently evaluate if the expected return of 0.1135% will be sustainable into the future. Avon Products Inc right now shows a risk of 1.91%. Please confirm Avon Products Inc Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if Avon Products Inc will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.14) 

Insignificant reverse predictability

Avon Products Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Avon Products time series from December 22, 2017 to January 6, 2018 and January 6, 2018 to January 21, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Avon Products Inc price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Avon Products price fluctuation can be explain by its past prices. Given that Avon Products Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Avon Products for similar time interval.
Correlation Coefficient -0.14
Spearman Rank Test -0.67
Average Price 2.21
Lagged Average Price 2.21

Avon Products Lagged Returns

 Regressed Prices 

Avon Products Performance vs DOW

The median price of Avon Products for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 2.21 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 2.22, and mean deviation of 0.05. The Stock received some media coverage during the period.
Price Growth (%)  
Stock Alert and Holding Pattern Avon Products Inc Realized V...01/19/2018