Hamilton Beach Hype Analysis, Hamilton Beach Correlation, Hamilton Beach Valuation, Hamilton Beach Volatility as well as analyze Hamilton Beach Alpha and Beta and Hamilton Beach Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Hamilton Beach Brands Holding C and determine expected loss or profit from investing in Hamilton Beach over given investment horizon. Please also check
|Horizon||30 Days Login to change|
Hamilton Beach 'What if' Analysis
July 21, 20190.00
October 19, 20190.00
If you would invest 0.00 in Hamilton Beach on July 21, 2019 and sell it all today you would earn a total of 0.00 from holding Hamilton Beach Brands Holding C or generate 0.0% return on investment in Hamilton Beach over 90 days. Hamilton Beach is related to or competes with Fabrinet, LG Display, Emerson Radio, Mohawk Group, GoPro, and IRobot. Hamilton Beach Brands Holding Company, together with its subsidiaries, operates in the consumer, commercial, specialty s...
Hamilton Beach Upside/Downside Indicators
|Value At Risk||(4.53)|
Hamilton Beach Market Premium Indicators
|Risk Adjusted Performance||0.0616|
|Total Risk Alpha||0.2637|
Hamilton Beach Brands Backtested Returns
We consider Hamilton Beach slightly risky. Hamilton Beach Brands holds Efficiency (Sharpe) Ratio of 0.0624 which attests that the entity had 0.0624% of return per unit of risk over the last 3 months. Our philosophy towards determining 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-eight technical indicators for Hamilton Beach Brands which you can use to evaluate future volatility of the corporation. Please check out Hamilton Beach Downside Deviation of 3.88, Risk Adjusted Performance of 0.0616 and Market Risk Adjusted Performance of 0.1694 to validate if risk estimate we provide are consistent with the epected return of 0.1966%. Hamilton Beach has performance score of 4 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 1.0373 which attests that Hamilton Beach returns are very sensitive to returns on the market. as market goes up or down, Hamilton Beach is expected to follow. Although it is extremely important to respect Hamilton Beach Brands current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Hamilton Beach Brands technical indicators you can presently evaluate if the expected return of 0.1966% will be sustainable into the future. Hamilton Beach Brands right now retains a risk of 3.1493%. Please check out Hamilton Beach Maximum Drawdown, Semi Variance and the relationship between Sortino Ratio and Potential Upside to decide if Hamilton Beach will be following its current trending patterns.
|15 days auto-correlation||(0.52)|
|Spearman Rank Test||-0.11|
Hamilton Beach Brands lagged returns against current returns
Current and Lagged Values
Hamilton Beach regressed lagged prices vs. current prices
Current vs Lagged Prices
Hamilton Beach Lagged Returns
Please also check Hamilton Beach Hype Analysis, Hamilton Beach Correlation, Hamilton Beach Valuation, Hamilton Beach Volatility as well as analyze Hamilton Beach Alpha and Beta and Hamilton Beach Performance. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.