Este Lauder Backtesting

The Este Lauder Companies Inc -- USA Stock  

USD 130.98  3.47  2.58%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of The Este Lauder Companies Inc 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

Este Lauder 'What if' Analysis

December 22, 2017
No Change 0.00  0.0%
In 30 days
January 21, 2018
If you would invest  0.00  in Este Lauder on December 22, 2017 and sell it all today you would earn a total of 0.00 from holding The Este Lauder Companies Inc or generate 0.0% return on investment in Este Lauder over 30 days. Este Lauder is related to or competes with Avon Products, Nu Skin, Tiffany, and Kingold Jewelry. The Este Lauder Companies Inc offers a range of skin care products, such as moisturizers, serums, cleansers, toners, bod...

Este Lauder Upside/Downside Indicators


Este Lauder Market Premium Indicators

The Este Lauder lagged returns against current returns

 Current and Lagged Values 

Este Lauder regressed lagged prices vs. current prices

 Current vs Lagged Prices 

The Este Lauder Backtested Returns

Macroaxis considers Este Lauder not too risky given 1 month investment horizon. The Este Lauder secures Sharpe Ratio (or Efficiency) of 0.2621 which denotes The Este Lauder had 0.2621% of return per unit of risk over the last 1 month. 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 Inc which you can use to evaluate future volatility of the firm. Please utilize The Este Lauder Downside Deviation of 0.7691, Risk Adjusted Performance of 0.0816 and Semi Deviation of 0.468 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Este Lauder holds performance score of 17. The firm shows Beta (market volatility) of 0.8605 which denotes to the fact that Este Lauder returns are very sensitive to returns on the market. as market goes up or down, Este Lauder is expected to follow.. Although it is vital to follow to The Este Lauder historical returns, it is good to be conservative about what you can actually do with the information regarding 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 0.2901% 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 0.78 

Good predictability

The Este Lauder Companies Inc has good predictability. Overlapping area represents the amount of predictability between Este Lauder time series from December 22, 2017 to January 6, 2018 and January 6, 2018 to January 21, 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 0.78 indicates that around 78.0% of current Este Lauder price fluctuation can be explain by its past prices.
Correlation Coefficient 0.78
Spearman Rank Test 0.3
Price Variance 3.18
Lagged Price Variance 1.16

Este Lauder Lagged Returns

 Regressed Prices 

Este Lauder Performance vs DOW

The median price of Este Lauder for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 129.09 with a coefficient of variation of 1.42. The daily time series for the period is distributed with a sample standard deviation of 1.84, arithmetic mean of 129.37, and mean deviation of 1.45. The Stock received some media coverage during the period.
Price Growth (%)  
Exercise or conversion by Mellody Hobson of 10000 shares of ...12/29/2017
Acquisition by Mellody Hobson of tradable shares of Este Lau...01/19/2018