With this equity back-testing module your can estimate the performance of a buy and hold strategy of QVC Group and determine expected loss or profit from investing in QVC over given investment horizon. Please see also QVC Hype Analysis, QVC Correlation, QVC Valuation, QVC Volatility as well as analyze QVC Alpha and Beta and QVC Performance.
|Horizon||30 Days Login to change|
QVC 'What if' Analysis
October 16, 20180.00
December 15, 20180.00
If you would invest 0.00 in QVC on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding QVC Group or generate 0.0% return on investment in QVC over 60 days. QVC is related to or competes with Amazon, Alibaba Group, OReilly Automotive, Advance Auto, KAR Auction, and Zalando SE. Qurate Retail, Inc., through its subsidiaries, engages in the video and online commerce industries in North America, Eur...
QVC Upside/Downside Indicators
QVC Market Premium Indicators
QVC Group Backtested Returns
Macroaxis considers QVC to be not very risky. QVC Group retains Efficiency (Sharpe Ratio) of -0.0416 which implies QVC Group had -0.0416% of return per unit of risk over the last 2 months. Macroaxis philosophy in forecasting 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. QVC exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check QVC Group Market Risk Adjusted Performance of
(0.34) to confirm risk estimate we provide. Macroaxis gives QVC performance score of 0 on a scale of 0 to 100. The organization owns Beta (Systematic Risk) of 0.278 which implies as returns on market increase, QVC returns are expected to increase less than the market. However during bear market, the loss on holding QVC will be expected to be smaller as well.. Even though it is essential to pay attention to QVC Group existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis philosophy in forecasting 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. QVC exposes twenty-one different technical indicators which can help you to evaluate its performance. QVC Group has expected return of -0.1022%. Please be advised to check QVC Group Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if QVC Group past performance will be repeated at future time.
|15 days auto-correlation||(0.68)|
|Spearman Rank Test||-0.32|
QVC Group lagged returns against current returns
Current and Lagged Values
QVC regressed lagged prices vs. current prices
Current vs Lagged Prices
QVC Lagged Returns
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