Loews Hype Analysis, Loews Correlation, Loews Valuation, Loews Volatility as well as analyze Loews Alpha and Beta and Loews Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Loews Corporation and determine expected loss or profit from investing in Loews over given investment horizon. Please see also
|Horizon||30 Days Login to change|
Loews 'What if' Analysis
November 18, 20180.00
January 17, 20190.00
If you would invest 0.00 in Loews on November 18, 2018 and sell it all today you would earn a total of 0.00 from holding Loews Corporation or generate 0.0% return on investment in Loews over 60 days. Loews is related to or competes with Chubb, EMC Insurance, Fairfax Financial, American Financial, Atlas Financial, and Allstate. Loews Corporation, through its subsidiaries, provides commercial property and casualty insurance in the United States, C...
Loews Upside/Downside Indicators
Loews Market Premium Indicators
Loews Backtested Returns
Macroaxis considers Loews to be not too volatile. Loews has Sharpe Ratio of -0.0439 which conveys that Loews had -0.0439% of return per unit of risk over the last 2 months. Macroaxis philosophy towards 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. Loews exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Loews Corporation Mean Deviation of 1.24 and Risk Adjusted Performance of
(0.13) to check out risk estimate we provide. Macroaxis gives Loews performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.8444 which conveys that as returns on market increase, Loews returns are expected to increase less than the market. However during bear market, the loss on holding Loews will be expected to be smaller as well. . Even though it is essential to pay attention to Loews price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards 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. Loews exposes twenty-eight different technical indicators which can help you to evaluate its performance. Loews has expected return of -0.0829%. Please be advised to verify Loews Corporation Value At Risk, and the relationship between Jensen Alpha and Skewness to decide if Loews past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.63)|
|Spearman Rank Test||-0.55|
Loews lagged returns against current returns
Current and Lagged Values
Loews regressed lagged prices vs. current prices
Current vs Lagged Prices
Loews Lagged Returns
World Markets Correlation
Find global opportunities by holding instruments from different markets
|All Next||Launch World Markets Correlation|
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see also Loews Hype Analysis, Loews Correlation, Loews Valuation, Loews Volatility as well as analyze Loews Alpha and Beta and Loews Performance. Please also try Crypto Portfolio Optimizer module to optimize portfolio of digital coins and token across multiple currency and exchanges.