Este Lauder Backtesting

EL -- USA Stock  

USD 141.08  0.66  0.47%

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

June 22, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 22, 2018
0.00
If you would invest  0.00  in Este Lauder on June 22, 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 30 days. Este Lauder is related to or competes with Colgate Palmolive, Procter Gamble, Acme United, Avon Products, CCA Industries, and CHURCH DWIGHT. The Este Lauder Companies Inc. manufactures and markets skin care, makeup, fragrance, and hair care products worldwide

Este Lauder Upside/Downside Indicators

Information Ratio0.33
Maximum Drawdown5.48
Value At Risk3.55
Potential Upside1.19
  

Este Lauder Market Premium Indicators

Risk Adjusted Performance0.11
Jensen Alpha0.40
Total Risk Alpha0.73
Treynor Ratio1.28

The Este Lauder Backtested Returns

Macroaxis considers Este Lauder to be not too risky. The Este Lauder secures Sharpe Ratio (or Efficiency) of -0.2482 which denotes The Este Lauder had -0.2482% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting 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. The Este Lauder Companies exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm The Este Lauder Risk Adjusted Performance of 0.11 to check risk estimate we provide. Macroaxis gives Este Lauder performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.2877 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.. Even though it is essential to pay attention to The Este Lauder historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. The Este Lauder Companies exposes twenty-one different technical indicators which can help you to evaluate its performance. The Este Lauder has expected return of -0.3724%. Please be advised to confirm The Este Lauder Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if The Este Lauder past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.24 

Weak predictability

The Este Lauder Companies has weak predictability. Overlapping area represents the amount of predictability between Este Lauder time series from June 22, 2018 to July 7, 2018 and July 7, 2018 to July 22, 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 0.24 indicates that over 24.0% of current Este Lauder price fluctuation can be explain by its past prices.
Correlation Coefficient 0.24
Spearman Rank Test 0.2
Price Variance 2.22
Lagged Price Variance 9.35

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 

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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Este Lauder and Colgate Palmolive. 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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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 CEO Directory module to screen ceos from public companies around the world.
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