Avon Products Backtesting

AVP -- USA Stock  

USD 1.47  0.03  2.08%

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
SymbolX
Backtest

Avon Products 'What if' Analysis

June 20, 2018
0.00
No Change 0.00  0.0%
In 30 days
July 20, 2018
0.00
If you would invest  0.00  in Avon Products on June 20, 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 30 days. Avon Products is related to or competes with Este Lauder, Tiffany, Coty, Nu Skin, Costco Wholesale, and Exxon. Avon Products, Inc. manufactures and markets beauty and related products in Europe, the Middle East, Africa, south Latin...

Avon Products Upside/Downside Indicators

Information Ratio0.19
Maximum Drawdown6.78
Value At Risk3.18
Potential Upside2.5
  

Avon Products Market Premium Indicators

Risk Adjusted Performance0.06
Jensen Alpha0.23
Total Risk Alpha0.72
Treynor Ratio331.46

Avon Products Backtested Returns

Macroaxis considers Avon Products to be unusually risky. Avon Products secures Sharpe Ratio (or Efficiency) of -0.145 which signifies that Avon Products had -0.145% of return per unit of risk over the last 1 month. Macroaxis philosophy towards 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. Avon Products exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Avon Products Risk Adjusted Performance of 0.06 and Mean Deviation of 1.6 to double-check risk estimate we provide. Macroaxis gives Avon Products performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -7.0E-4 which signifies that as returns on market increase, returns on owning Avon Products are expected to decrease at a much smaller rate. During bear market, Avon Products is likely to outperform the market.. Even though it is essential to pay attention to Avon Products historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. Avon Products exposes twenty-eight different technical indicators which can help you to evaluate its performance. Avon Products has expected return of -0.2807%. Please be advised to confirm Avon Products Semi Variance, and the relationship between Treynor Ratio and Daily Balance Of Power to decide if Avon Products past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.50) 

Modest reverse predictability

Avon Products has modest reverse predictability. Overlapping area represents the amount of predictability between Avon Products time series from June 20, 2018 to July 5, 2018 and July 5, 2018 to July 20, 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 -0.5 indicates that about 50.0% of current Avon Products price fluctuation can be explain by its past prices. Given that Avon Products 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 -0.5
Spearman Rank Test -0.24
Average Price 1.5
Lagged Average Price 1.61

Avon Products lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Avon Products regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Avon Products Lagged Returns

 Regressed Prices 
      Timeline 

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?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Avon Products and The Este Lauder. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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