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Fast Ejendom Backtesting

<div class='circular--portrait' style='background:#0D8ECF;color: white;font-size:3em;padding-top: 40px;;'>FAS</div>
FED -- Denmark Stock  

DKK 109.00  2.00  1.87%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Fast Ejendom Danmark AS and determine expected loss or profit from investing in Fast Ejendom over given investment horizon. Please check Fast Ejendom Hype Analysis, Fast Ejendom Correlation, Fast Ejendom Valuation, Fast Ejendom Volatility as well as analyze Fast Ejendom Alpha and Beta and Fast Ejendom Performance.
Symbol
Backtest

Fast Ejendom 'What if' Analysis

0.00
01/05/2020
No Change 0.00  0.0 
In 3 months and 1 day
04/04/2020
0.00
If you would invest  0.00  in Fast Ejendom on January 5, 2020 and sell it all today you would earn a total of 0.00 from holding Fast Ejendom Danmark AS or generate 0.0% return on investment in Fast Ejendom over 90 days. Fast Ejendom Denmark is a real estate investment firm specializing in commercial and residential properties

Fast Ejendom Upside/Downside Indicators

Information Ratio0.0969
Maximum Drawdown18.96
Value At Risk(5.56)
Potential Upside5.0

Fast Ejendom Market Premium Indicators

Risk Adjusted Performance(0.06)
Jensen Alpha(0.06)
Total Risk Alpha0.316
Treynor Ratio(2.54)

Fast Ejendom Danmark Backtested Returns

Macroaxis considers Fast Ejendom to be not too volatile. Fast Ejendom Danmark secures Sharpe Ratio (or Efficiency) of -0.0964, which denotes the organization had -0.0964% 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. Fast Ejendom Danmark AS exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Fast Ejendom Danmark Coefficient Of Variation of (6,150) and Mean Deviation of 2.28 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0267, which denotes to the fact that as returns on market increase, Fast Ejendom returns are expected to increase less than the market. However, during bear market, the loss on holding Fast Ejendom will be expected to be smaller as well. Even though it is essential to pay attention to Fast Ejendom Danmark 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. Fast Ejendom Danmark AS exposes twenty-one different technical indicators, which can help you to evaluate its performance. Fast Ejendom Danmark has an expected return of -0.3738%. Please be advised to confirm Fast Ejendom Danmark Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Fast Ejendom Danmark stock performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.73 
correlation synergy

Good predictability

Fast Ejendom Danmark AS has good predictability. Overlapping area represents the amount of predictability between Fast Ejendom time series from 5th of January 2020 to 19th of February 2020 and 19th of February 2020 to 4th of April 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fast Ejendom Danmark price movement. The serial correlation of 0.73 indicates that around 73.0% of current Fast Ejendom price fluctuation can be explain by its past prices.
Correlation Coefficient0.73
Spearman Rank Test0.58
Residual Average0.0
Price Variance84.0

Fast Ejendom Danmark lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

Fast Ejendom regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

Fast Ejendom Lagged Returns

 Regressed Prices 
    
  Timeline 

Current Sentiment - FED

Fast Ejendom Danmark Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Fast Ejendom Danmark AS. What is your opinion about investing in Fast Ejendom Danmark AS? Are you bullish or bearish?
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Please check Fast Ejendom Hype Analysis, Fast Ejendom Correlation, Fast Ejendom Valuation, Fast Ejendom Volatility as well as analyze Fast Ejendom Alpha and Beta and Fast Ejendom Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page