Boston Properties Backtesting

BXP -- USA Stock  

USD 131.20  1.58  1.22%

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

Boston Properties 'What if' Analysis

June 22, 2019
0.00
No Change 0.00  0.0%
In 2 months and 31 days
September 20, 2019
0.00
If you would invest  0.00  in Boston Properties on June 22, 2019 and sell it all today you would earn a total of 0.00 from holding Boston Properties or generate 0.0% return on investment in Boston Properties over 90 days. Boston Properties is related to or competes with Alexandria Real, Brandywine Realty, City Office, Mack Cali, CoreSite Realty, and Columbia Property. Boston Properties is the largest publicly-held developer and owner of Class A office properties in the United States, co...

Boston Properties Upside/Downside Indicators

Information Ratio(0.09)
Maximum Drawdown3.8
Value At Risk(1.95)
Potential Upside1.38

Boston Properties Market Premium Indicators

Risk Adjusted Performance(0.047864)
Jensen Alpha(0.09)
Total Risk Alpha(0.1)
Treynor Ratio(0.1)

Boston Properties Backtested Returns

Macroaxis considers Boston Properties to be very steady. Boston Properties secures Sharpe Ratio (or Efficiency) of -0.0339 which signifies that the organization had -0.0339% of return per unit of risk over the last 3 months. Macroaxis philosophy towards 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. Boston Properties exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Boston Properties Mean Deviation of 0.8063 and Risk Adjusted Performance of (0.047864) to double-check risk estimate we provide. The firm shows Beta (market volatility) of 0.6572 which signifies that as returns on market increase, Boston Properties returns are expected to increase less than the market. However during bear market, the loss on holding Boston Properties will be expected to be smaller as well. Even though it is essential to pay attention to Boston Properties historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. Boston Properties exposes twenty-one different technical indicators which can help you to evaluate its performance. Boston Properties has expected return of -0.0333%. Please be advised to confirm Boston Properties Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Boston Properties past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.18) 
correlation synergy

Insignificant reverse predictability

Boston Properties has insignificant reverse predictability. Overlapping area represents the amount of predictability between Boston Properties time series from June 22, 2019 to August 6, 2019 and August 6, 2019 to September 20, 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 Boston Properties price movement. The serial correlation of -0.18 indicates that over 18.0% of current Boston Properties price fluctuation can be explain by its past prices. Given that Boston Properties has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Boston Properties for similar time interval.
Correlation Coefficient-0.18
Spearman Rank Test0.03
Residual Average0.0
Price Variance3.93

Boston Properties lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Boston Properties regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Boston Properties Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - BXP

Boston Properties Investor Sentiment

Greater number of Macroaxis users are currently bullish on Boston Properties. What is your opinion about investing in Boston Properties? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Boston Properties Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Boston Properties and Alexandria Real Estate. 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 Boston Properties Hype Analysis, Boston Properties Correlation, Boston Properties Valuation, Boston Properties Volatility as well as analyze Boston Properties Alpha and Beta and Boston Properties Performance. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.
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