Floor Decor Backtesting

FND -- USA Stock  

Quarterly Earning Report: November 7, 2019  

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

Floor Decor 'What if' Analysis

July 18, 2019
No Change 0.00  0.0 
In 2 months and 31 days
October 16, 2019
If you would invest  0.00  in Floor Decor on July 18, 2019 and sell it all today you would earn a total of 0.00 from holding Floor Decor Holdings or generate 0.0% return on investment in Floor Decor over 90 days. Floor Decor is related to or competes with Home Depot, Lumber Liquidators, Haverty Furniture, Lowes Companies, Ford Motor, and Hyatt Hotels. Floor Decor Holdings, Inc. operates as a multi-channel specialty retailer of hard surface flooring and related accessori...

Floor Decor Upside/Downside Indicators

Downside Deviation2.9
Information Ratio0.0656
Maximum Drawdown26.07
Value At Risk(4.59)
Potential Upside4.37

Floor Decor Market Premium Indicators

Risk Adjusted Performance0.0673
Jensen Alpha0.2441
Total Risk Alpha0.3012
Sortino Ratio0.0814
Treynor Ratio0.1605

Floor Decor Holdings Backtested Returns

Macroaxis considers Floor Decor somewhat reliable given 3 months investment horizon. Floor Decor Holdings secures Sharpe Ratio (or Efficiency) of 0.0875 which denotes the organization had 0.0875% of return per unit of risk over the last 3 months. Our philosophy towards predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Floor Decor Holdings which you can use to evaluate future volatility of the firm. Please utilize Floor Decor Holdings Mean Deviation of 2.2, Downside Deviation of 2.9 and Coefficient Of Variation of 1619.96 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Floor Decor holds performance score of 5. The firm shows Beta (market volatility) of 1.3238 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Floor Decor will likely underperform. Although it is vital to follow to Floor Decor Holdings 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 Floor Decor Holdings technical indicators you can presently evaluate if the expected return of 0.3182% will be sustainable into the future. Please utilizes Floor Decor Holdings Maximum Drawdown, and the relationship between Information Ratio and Downside Variance to make a quick decision on weather Floor Decor price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.36) 
correlation synergy

Poor reverse predictability

Floor Decor Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Floor Decor time series from July 18, 2019 to September 1, 2019 and September 1, 2019 to October 16, 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 Floor Decor Holdings price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Floor Decor price fluctuation can be explain by its past prices. Given that Floor Decor Holdings has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Floor Decor for similar time interval.
Correlation Coefficient-0.36
Spearman Rank Test-0.18
Residual Average0.0
Price Variance1.53

Floor Decor Holdings lagged returns against current returns

 Current and Lagged Values 

Floor Decor regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Floor Decor Lagged Returns

 Regressed Prices 

Current Sentiment - FND

Floor Decor Holdings Investor Sentiment

Greater number of Macroaxis users are currently bullish on Floor Decor Holdings. What is your opinion about investing in Floor Decor Holdings? Are you bullish or bearish?
98% Bullish
2% Bearish

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Additionally see Floor Decor Hype Analysis, Floor Decor Correlation, Floor Decor Valuation, Floor Decor Volatility as well as analyze Floor Decor Alpha and Beta and Floor Decor Performance. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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