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|
HUGO BOSS 'What if' Analysis
October 17, 20180.00
December 16, 20180.00
If you would invest 0.00 in HUGO BOSS on October 17, 2018 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 Microsoft, Apple, Amazon, Microsoft, Apple, Alphabet, and Berkshire Hathaway.
HUGO BOSS Upside/Downside Indicators
HUGO BOSS Market Premium Indicators
HUGO BOSS AG Backtested Returns
Macroaxis considers HUGO BOSS to be not too risky. HUGO BOSS AG holds Efficiency (Sharpe) Ratio of -0.1063 which attests that HUGO BOSS AG had -0.1063% 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 Market Risk Adjusted Performance of
(0.76) and Risk Adjusted Performance of (0.21) to validate risk estimate we provide. Macroaxis gives HUGO BOSS performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.4749 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 -0.194%. 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.
|15 days auto-correlation||(0.40)|
|Spearman Rank Test||-0.67|
HUGO BOSS AG lagged returns against current returns
Current and Lagged Values
HUGO BOSS regressed lagged prices vs. current prices
Current vs Lagged Prices
HUGO BOSS Lagged Returns
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 Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.