Avon Products Backtesting

Avon Products -- USA Stock  

USD 2.76  0.06  2.13%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Avon Products 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

February 21, 2018
No Change 0.00  0.0%
In 2 months and 2 days
April 22, 2018
If you would invest  0.00  in Avon Products on February 21, 2018 and sell it all today you would earn a total of 0.00 from holding Avon Products or generate 0.0% return on investment in Avon Products over 60 days. Avon Products is related to or competes with Este Lauder, Nu Skin, Tiffany, Kingold Jewelry, Coty, and MERCK CO. Avon Products, Inc. manufactures and markets beauty and related products in Europe, the Middle East, Africa, south Latin...

Avon Products Upside/Downside Indicators

Downside Deviation2.55
Information Ratio0.0582
Maximum Drawdown9.33
Value At Risk3.41
Potential Upside3.7

Avon Products Market Premium Indicators

Risk Adjusted Performance0.0401
Jensen Alpha0.0703
Total Risk Alpha0.1826
Sortino Ratio0.055
Treynor Ratio0.1552

Avon Products Backtested Returns

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-eight technical indicators for Avon Products which you can use to evaluate future volatility of the firm. Please confirm Avon Products Downside Deviation of 2.55, Risk Adjusted Performance of 0.0401 and Mean Deviation of 1.96 to double-check if risk estimate we provide are consistent with the epected return of 0.0%. Avon Products has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.2788 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 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 technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Avon Products right now shows a risk of 0.0%. Please confirm Avon Products Semi Variance, and the relationship between Treynor Ratio and Daily Balance Of Power to decide if Avon Products will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Avon Products has no correlation between past and present. Overlapping area represents the amount of predictability between Avon Products time series from February 21, 2018 to March 23, 2018 and March 23, 2018 to April 22, 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 price movement. The serial correlation of 0.0 indicates that just 0.0% of current Avon Products price fluctuation can be explain by its past prices.
Average Price 2.76
Lagged Average Price 2.76

Avon Products lagged returns against current returns

 Current and Lagged Values 

Avon Products regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Avon Products Lagged Returns

 Regressed Prices 

Current Sentiment - AVP

Avon Products Investor Sentiment
Greater number of Macroaxis users are presently bullish on Avon Products. What is your sentiment towards investing in Avon Products? Are you bullish or bearish?
98% Bullish
2% Bearish

BATS Exchange Efficient Frontier

Diversify in USA Market
The main assumption in equity investing is that a higher degree of volatility (or risk) means a higher potential (or expected) return on investment. Conversely, investors who take on a low degree of risk have a low expection for return.
Diversify Portfolios
You can create optimal portfolios in USA market or optimize your existing portfolio in one of two ways: 1) For any level of risk, select the one which has the highest expected return. 2) For any expected return, select the one which has the lowest volatility.
Diversify Portfolios
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. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.