Biglari Holdings Backtesting

BH -- USA Stock  

USD 167.86  0.61  0.36%

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

Biglari Holdings 'What if' Analysis

September 18, 2018
0.00
No Change 0.00  0.0%
In 31 days
October 18, 2018
0.00
If you would invest  0.00  in Biglari Holdings on September 18, 2018 and sell it all today you would earn a total of 0.00 from holding Biglari Holdings or generate 0.0% return on investment in Biglari Holdings over 30 days. Biglari Holdings is related to or competes with Dunkin Brands, Dine Brands, Dominos Pizza, Darden Restaurants, Brinker International, and Fiesta Restaurant. Biglari Holdings Inc., through its subsidiaries, operates and franchises restaurants in the United States

Biglari Holdings Upside/Downside Indicators

Information Ratio0.26
Maximum Drawdown4.18
Value At Risk2.59
Potential Upside1.6
  

Biglari Holdings Market Premium Indicators

Risk Adjusted Performance0.34
Jensen Alpha0.52
Total Risk Alpha0.36
Treynor Ratio1.98

Biglari Holdings Backtested Returns

Macroaxis considers Biglari Holdings to be not too risky. Biglari Holdings secures Sharpe Ratio (or Efficiency) of -0.4221 which signifies that Biglari Holdings had -0.4221% 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. Biglari Holdings exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Biglari Holdings Mean Deviation of 1.26 and Risk Adjusted Performance of 0.34 to double-check risk estimate we provide. Macroaxis gives Biglari Holdings performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2522 which signifies that as returns on market increase, returns on owning Biglari Holdings are expected to decrease at a much smaller rate. During bear market, Biglari Holdings is likely to outperform the market.. Even though it is essential to pay attention to Biglari Holdings 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. Biglari Holdings exposes twenty-one different technical indicators which can help you to evaluate its performance. Biglari Holdings has expected return of -0.6587%. Please be advised to confirm Biglari Holdings Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Information Ratio and Downside Variance to decide if Biglari Holdings past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.81 

Very good predictability

Biglari Holdings has very good predictability. Overlapping area represents the amount of predictability between Biglari Holdings time series from September 18, 2018 to October 3, 2018 and October 3, 2018 to October 18, 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 Biglari Holdings price movement. The serial correlation of 0.81 indicates that around 81.0% of current Biglari Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient0.81
Spearman Rank Test0.86
Residual Average0.0
Price Variance11.72

Biglari Holdings lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Biglari Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Biglari Holdings Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - BH

Biglari Holdings Investor Sentiment

Larger part of Macroaxis users are currently bullish on Biglari Holdings. What is your opinion about investing in Biglari Holdings? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Biglari Holdings Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Biglari Holdings and Dunkin Brands Group. 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 Biglari Holdings Hype Analysis, Biglari Holdings Correlation, Biglari Holdings Valuation, Biglari Holdings Volatility as well as analyze Biglari Holdings Alpha and Beta and Biglari Holdings Performance. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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