KAR Auction Hype Analysis, KAR Auction Correlation, KAR Auction Valuation, KAR Auction Volatility as well as analyze KAR Auction Alpha and Beta and KAR Auction Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of KAR Auction Services and determine expected loss or profit from investing in KAR Auction over given investment horizon. Please see also
|Horizon||30 Days Login to change|
KAR Auction 'What if' Analysis
July 17, 20190.00
October 15, 20190.00
If you would invest 0.00 in KAR Auction on July 17, 2019 and sell it all today you would earn a total of 0.00 from holding KAR Auction Services or generate 0.0% return on investment in KAR Auction over 90 days. KAR Auction is related to or competes with 1 800, Etsy, AutoZone, Advance Auto, JD Com, BJs Wholesale, and Five Below. KAR Auction Services, Inc., together with its subsidiaries, provides used car auction and salvage auction services in th...
KAR Auction Upside/Downside Indicators
|Value At Risk||(2.61)|
KAR Auction Market Premium Indicators
|Risk Adjusted Performance||(0.026319)|
|Total Risk Alpha||(0.00083786)|
KAR Auction Services Backtested Returns
Macroaxis considers KAR Auction to be not too volatile. KAR Auction Services has Sharpe Ratio of -0.0272 which conveys that the company had -0.0272% of return per unit of volatility over the last 3 months. Macroaxis way of estimating 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. KAR Auction exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify KAR Auction Services Market Risk Adjusted Performance of
(0.08) and Mean Deviation of 1.36 to check out risk estimate we provide. The corporation secures Beta (Market Risk) of 0.8005 which conveys that as returns on market increase, KAR Auction returns are expected to increase less than the market. However during bear market, the loss on holding KAR Auction will be expected to be smaller as well. Even though it is essential to pay attention to KAR Auction Services price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis way of estimating 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. KAR Auction exposes twenty-one different technical indicators which can help you to evaluate its performance. KAR Auction Services has expected return of -0.0506%. Please be advised to verify KAR Auction Services Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if KAR Auction Services past performance will be repeated in the future.
|15 days auto-correlation||0.65|
|Spearman Rank Test||0.34|
KAR Auction Services lagged returns against current returns
Current and Lagged Values
KAR Auction regressed lagged prices vs. current prices
Current vs Lagged Prices
KAR Auction Lagged Returns
Please see also KAR Auction Hype Analysis, KAR Auction Correlation, KAR Auction Valuation, KAR Auction Volatility as well as analyze KAR Auction Alpha and Beta and KAR Auction Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.