Biglari Holdings Backtesting

BH -- USA Stock  

USD 192.59  0.27  0.14%

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.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Biglari Holdings 'What if' Analysis

June 16, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 16, 2018
0.00
If you would invest  0.00  in Biglari Holdings on June 16, 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, Flanigans Enterprises, Chipotle Mexican, Dine Brands, Dominos Pizza, and DARDEN RESTAURANT. Biglari Holdings Inc., through its subsidiaries, operates and franchises restaurants in the United States

Biglari Holdings Upside/Downside Indicators

Information Ratio0.07
Maximum Drawdown8.33
Value At Risk3.59
Potential Upside2.9
  

Biglari Holdings Market Premium Indicators

Jensen Alpha0.15
Total Risk Alpha0.46
Treynor Ratio0.035838

Biglari Holdings Backtested Returns

Macroaxis considers Biglari Holdings to be not too risky. Biglari Holdings secures Sharpe Ratio (or Efficiency) of -0.0861 which signifies that Biglari Holdings had -0.0861% 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 1.54 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 1.0495 which signifies that Biglari Holdings returns are very sensitive to returns on the market. as market goes up or down, Biglari Holdings is expected to follow.. 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 -0.1713%. 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 0.15 

Insignificant predictability

Biglari Holdings has insignificant predictability. Overlapping area represents the amount of predictability between Biglari Holdings time series from June 16, 2018 to July 1, 2018 and July 1, 2018 to July 16, 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 0.15 indicates that less than 15.0% of current Biglari Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient 0.15
Spearman Rank Test 0.03
Price Variance 11.0
Lagged Price Variance 20.9

Biglari Holdings lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Biglari Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

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
Skip

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 Center module to all portfolio management and optimization tools to improve performance of your portfolios.