Este Lauder Backtesting

The Este Lauder Companies -- USA Stock  

USD 151.83  0.67  0.44%

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

Este Lauder 'What if' Analysis

February 18, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
April 19, 2018
0.00
If you would invest  0.00  in Este Lauder on February 18, 2018 and sell it all today you would earn a total of 0.00 from holding The Este Lauder Companies or generate 0.0% return on investment in Este Lauder over 60 days. Este Lauder is related to or competes with Avon Products, Nu Skin, Tiffany, Kingold Jewelry, Coty, and JP MORGAN. The Este Lauder Companies Inc. manufactures and markets skin care, makeup, fragrance, and hair care products worldwide

Este Lauder Upside/Downside Indicators

Downside Deviation1.12
Information Ratio0.1929
Maximum Drawdown4.84
Value At Risk1.40
Potential Upside1.6
  

Este Lauder Market Premium Indicators

Risk Adjusted Performance0.2875
Jensen Alpha0.1896
Total Risk Alpha0.209
Sortino Ratio0.1957
Treynor Ratio2.24

The Este Lauder Backtested Returns

Macroaxis considers Este Lauder not too risky given 2 months investment horizon. The Este Lauder secures Sharpe Ratio (or Efficiency) of 0.185 which denotes The Este Lauder had 0.185% of return per unit of risk over the last 2 months. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for The Este Lauder Companies which you can use to evaluate future volatility of the firm. Please utilize The Este Lauder Downside Deviation of 1.12, Risk Adjusted Performance of 0.2875 and Semi Deviation of 0.896 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Este Lauder holds performance score of 12. The firm shows Beta (market volatility) of 0.0836 which denotes to the fact that as returns on market increase, Este Lauder returns are expected to increase less than the market. However during bear market, the loss on holding Este Lauder will be expected to be smaller as well.. Although it is extremely important to respect The Este Lauder historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing The Este Lauder technical indicators you can presently evaluate if the expected return of 0.2107% will be sustainable into the future. Please utilizes The Este Lauder Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to make a quick decision on weather Este Lauder price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.73 

Good predictability

The Este Lauder Companies has good predictability. Overlapping area represents the amount of predictability between Este Lauder time series from February 18, 2018 to March 20, 2018 and March 20, 2018 to April 19, 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 The Este Lauder price movement. The serial correlation of 0.73 indicates that around 73.0% of current Este Lauder price fluctuation can be explain by its past prices.
Correlation Coefficient 0.73
Spearman Rank Test 0.66
Price Variance 6.91
Lagged Price Variance 7.69

The Este Lauder lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Este Lauder regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Este Lauder Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - EL

The Este Lauder Investor Sentiment
Larger part of Macroaxis users are currently bullish on The Este Lauder Companies. What is your opinion about investing in The Este Lauder Companies? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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BATS Exchange Efficient Frontier

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The main assumption in equity investing is that a higher degree of volatility (or risk) means a higher potential (or expected) return on investment. Conversely, investors who take on a low degree of risk have a low expection for return.
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You can create optimal portfolios in USA market or optimize your existing portfolio in one of two ways: 1) For any level of risk, select the one which has the highest expected return. 2) For any expected return, select the one which has the lowest volatility.
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Additionally see Este Lauder Hype Analysis, Este Lauder Correlation, Este Lauder Valuation, Este Lauder Volatility as well as analyze Este Lauder Alpha and Beta and Este Lauder Performance. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .