Brack Capital (Israel) Backtesting

BCNV -- Israel Stock  

ILS 40,400  50.00  0.12%

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

Brack Capital 'What if' Analysis

September 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
October 19, 2018
0.00
If you would invest  0.00  in Brack Capital on September 19, 2018 and sell it all today you would earn a total of 0.00 from holding Brack Capital Properties NV or generate 0.0% return on investment in Brack Capital over 30 days. Brack Capital is related to or competes with Bezeq Israel, Oil Refineries, Perrigo Company, Bank Leumi, Israel Chemicals, NICE Ltd, and Azrieli Group. Brack Capital Properties NV, a real estate company, owns and develops residential and commercial properties in Germany

Brack Capital Upside/Downside Indicators

Information Ratio0.031098
Maximum Drawdown2.53
Value At Risk1.01
Potential Upside0.6979
  

Brack Capital Market Premium Indicators

Risk Adjusted Performance0.36
Jensen Alpha0.20
Total Risk Alpha0.10
Treynor Ratio81.20

Brack Capital Proper Backtested Returns

Macroaxis considers Brack Capital to be not too risky. Brack Capital Proper secures Sharpe Ratio (or Efficiency) of -0.5103 which signifies that Brack Capital Proper had -0.5103% of return per unit of standard deviation over the last 1 month. 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. Brack Capital Properties NV exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Brack Capital Proper Mean Deviation of 0.4802 and Risk Adjusted Performance of 0.36 to double-check risk estimate we provide. Macroaxis gives Brack Capital performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0025 which signifies that as returns on market increase, Brack Capital returns are expected to increase less than the market. However during bear market, the loss on holding Brack Capital will be expected to be smaller as well.. Even though it is essential to pay attention to Brack Capital Proper 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. Brack Capital Properties NV exposes twenty-one different technical indicators which can help you to evaluate its performance. Brack Capital Proper has expected return of -0.3104%. Please be advised to confirm Brack Capital Proper Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to decide if Brack Capital Proper past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.73 

Good predictability

Brack Capital Properties NV has good predictability. Overlapping area represents the amount of predictability between Brack Capital time series from September 19, 2018 to October 4, 2018 and October 4, 2018 to October 19, 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 Brack Capital Proper price movement. The serial correlation of 0.73 indicates that around 73.0% of current Brack Capital price fluctuation can be explain by its past prices.
Correlation Coefficient0.73
Spearman Rank Test0.64
Residual Average0.0
Price Variance34677.55

Brack Capital Proper lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Brack Capital regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Brack Capital Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - BCNV

Brack Capital Proper Investor Sentiment

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Brack Capital Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Brack Capital and Bezeq The Israel. 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 Brack Capital Hype Analysis, Brack Capital Correlation, Brack Capital Valuation, Brack Capital Volatility as well as analyze Brack Capital Alpha and Beta and Brack Capital Performance. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.
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