HUGO BOSS (Germany) Backtesting

BOSS -- Germany Stock  

EUR 61.54  0.16  0.26%

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

HUGO BOSS 'What if' Analysis

January 23, 2019
0.00
No Change 0.00  0.0%
In 2 months and 2 days
March 24, 2019
0.00
If you would invest  0.00  in HUGO BOSS on January 23, 2019 and sell it all today you would earn a total of 0.00 from holding HUGO BOSS AG NA O N or generate 0.0% return on investment in HUGO BOSS over 60 days. HUGO BOSS is related to or competes with Apple, Amazon, Berkshire Hathaway, Berkshire Hathaway, Alibaba Group, Tencent Holdings, and Johnson Johnson.

HUGO BOSS Upside/Downside Indicators

Downside Deviation2.3
Information Ratio0.0151
Maximum Drawdown12.76
Value At Risk(2.45)
Potential Upside2.79

HUGO BOSS Market Premium Indicators

Risk Adjusted Performance0.043
Jensen Alpha0.0821
Total Risk Alpha(0.09)
Sortino Ratio0.0136
Treynor Ratio0.4517

HUGO BOSS AG Backtested Returns

Macroaxis considers HUGO BOSS to be very steady. HUGO BOSS AG holds Efficiency (Sharpe) Ratio of -0.0035 which attests that the entity had -0.0035% of return per unit of return volatility over the last 2 months. Macroaxis way of determining 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. HUGO BOSS AG exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out HUGO BOSS Semi Deviation of 2.17, Risk Adjusted Performance of 0.043 and Market Risk Adjusted Performance of 0.4617 to validate risk estimate we provide. The company retains Market Volatility (i.e. Beta) of 0.2121 which attests that as returns on market increase, HUGO BOSS returns are expected to increase less than the market. However during bear market, the loss on holding HUGO BOSS will be expected to be smaller as well. Even though it is essential to pay attention to HUGO BOSS AG current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis way of determining 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. HUGO BOSS AG exposes twenty-one different technical indicators which can help you to evaluate its performance. HUGO BOSS AG has expected return of -0.0069%. Please be advised to check out HUGO BOSS Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if HUGO BOSS AG past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.23 
correlation synergy

Weak predictability

HUGO BOSS AG NA O N has weak predictability. Overlapping area represents the amount of predictability between HUGO BOSS time series from January 23, 2019 to February 22, 2019 and February 22, 2019 to March 24, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HUGO BOSS AG price movement. The serial correlation of 0.23 indicates that over 23.0% of current HUGO BOSS price fluctuation can be explain by its past prices.
Correlation Coefficient0.23
Spearman Rank Test0.06
Residual Average0.0
Price Variance4.25

HUGO BOSS AG lagged returns against current returns

 Current and Lagged Values 
      Timeline 

HUGO BOSS regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

HUGO BOSS Lagged Returns

 Regressed Prices 
      Timeline 

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HUGO BOSS Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for HUGO BOSS and Apple. 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
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Check also HUGO BOSS Hype Analysis, HUGO BOSS Correlation, HUGO BOSS Valuation, HUGO BOSS Volatility as well as analyze HUGO BOSS Alpha and Beta and HUGO BOSS Performance. Please also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.
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