Equity Lifestyle Backtesting

ELS -- USA Stock  

Fiscal Quarter End: December 31, 2019  

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

Equity Lifestyle 'What if' Analysis

August 21, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
November 19, 2019
0.00
If you would invest  0.00  in Equity Lifestyle on August 21, 2019 and sell it all today you would earn a total of 0.00 from holding Equity Lifestyle Properties In or generate 0.0% return on investment in Equity Lifestyle over 90 days. Equity Lifestyle is related to or competes with American Campus, Apartment Investment, American Homes, AvalonBay Communities, Bluerock Residential, BRT Apartments, and Camden Property. We are a self-administered, self-managed real estate investment trust with headquarters in Chicago

Equity Lifestyle Upside/Downside Indicators

Information Ratio(0.13)
Maximum Drawdown52.75
Value At Risk(1.95)
Potential Upside1.48

Equity Lifestyle Market Premium Indicators

Risk Adjusted Performance(0.07)
Jensen Alpha(0.71)
Total Risk Alpha(1.68)
Treynor Ratio(2.56)

Equity Lifestyle Pro Backtested Returns

Macroaxis considers Equity Lifestyle to be somewhat reliable. Equity Lifestyle Pro secures Sharpe Ratio (or Efficiency) of -0.1113 which denotes the organization had -0.1113% of return per unit of risk over the last 3 months. 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. Equity Lifestyle Properties In exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Equity Lifestyle Pro Coefficient Of Variation of (940.30) and Mean Deviation of 1.87 to check risk estimate we provide. The firm shows Beta (market volatility) of 0.2671 which denotes to the fact that as returns on market increase, Equity Lifestyle returns are expected to increase less than the market. However during bear market, the loss on holding Equity Lifestyle will be expected to be smaller as well. Even though it is essential to pay attention to Equity Lifestyle Pro 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. Equity Lifestyle Properties In exposes twenty-one different technical indicators which can help you to evaluate its performance. Equity Lifestyle Pro has expected return of -0.7213%. Please be advised to confirm Equity Lifestyle Pro Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to decide if Equity Lifestyle Pro past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.32 
correlation synergy

Below average predictability

Equity Lifestyle Properties In has below average predictability. Overlapping area represents the amount of predictability between Equity Lifestyle time series from August 21, 2019 to October 5, 2019 and October 5, 2019 to November 19, 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 Equity Lifestyle Pro price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Equity Lifestyle price fluctuation can be explain by its past prices.
Correlation Coefficient0.32
Spearman Rank Test-0.02
Residual Average0.0
Price Variance810.72

Equity Lifestyle Pro lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Equity Lifestyle regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Equity Lifestyle Lagged Returns

 Regressed Prices 
      Timeline 

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Equity Lifestyle Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Equity Lifestyle and American Campus Comm. 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 Equity Lifestyle Hype Analysis, Equity Lifestyle Correlation, Equity Lifestyle Valuation, Equity Lifestyle Volatility as well as analyze Equity Lifestyle Alpha and Beta and Equity Lifestyle Performance. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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