Biglari Holdings Backtesting

Biglari Holdings Inc -- USA Stock  

USD 419.38  7.76  1.89%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Biglari Holdings Inc 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

Biglari Holdings 'What if' Analysis

December 21, 2017
No Change 0.00  0.0%
In 30 days
January 20, 2018
If you would invest  0.00  in Biglari Holdings on December 21, 2017 and sell it all today you would earn a total of 0.00 from holding Biglari Holdings Inc or generate 0.0% return on investment in Biglari Holdings over 30 days. Biglari Holdings is related to or competes with Hyatt Hotels, La Quinta, Park Hotels, and Dunkin Brands. It owns operates and franchises restaurants under restaurant concepts including Steak n Shake a classic American brand s...

Biglari Holdings Upside/Downside Indicators


Biglari Holdings Market Premium Indicators

Biglari Holdings Inc lagged returns against current returns

 Current and Lagged Values 

Biglari Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Biglari Holdings Inc Backtested Returns

Macroaxis considers Biglari Holdings to be not too risky. Biglari Holdings Inc secures Sharpe Ratio (or Efficiency) of -0.1107 which signifies that Biglari Holdings Inc had -0.1107% 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 Inc 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 Inc Mean Deviation of 1.03 and Risk Adjusted Performance of 0.0129 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 -0.9673 which signifies that . Even though it is essential to pay attention to Biglari Holdings Inc 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 Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Biglari Holdings Inc has expected return of -0.1226%. Please be advised to confirm Biglari Holdings Inc Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Information Ratio and Downside Variance to decide if Biglari Holdings Inc past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.29 

Poor predictability

Biglari Holdings Inc has poor predictability. Overlapping area represents the amount of predictability between Biglari Holdings time series from December 21, 2017 to January 5, 2018 and January 5, 2018 to January 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 Biglari Holdings Inc price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Biglari Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient 0.29
Spearman Rank Test 0.22
Price Variance 26.56
Lagged Price Variance 6.12

Biglari Holdings Lagged Returns

 Regressed Prices 

Biglari Holdings Performance vs DOW

The median price of Biglari Holdings for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 418.73 with a coefficient of variation of 1.08. The daily time series for the period is distributed with a sample standard deviation of 4.53, arithmetic mean of 418.37, and mean deviation of 3.3. The Stock received some media coverage during the period.
Price Growth (%)  
Biglari Holdings exotic insider transaction detected01/12/2018