Lamb Weston Backtesting

LW -- USA Stock  

Earnings Call  In Three Weeks

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

Lamb Weston 'What if' Analysis

September 11, 2019
No Change 0.00  0.0 
In 3 months and 1 day
December 10, 2019
If you would invest  0.00  in Lamb Weston on September 11, 2019 and sell it all today you would earn a total of 0.00 from holding Lamb Weston Holdings or generate 0.0% return on investment in Lamb Weston over 90 days. Lamb Weston is related to or competes with Kellogg, DAVIDsTEA, Farmmi Inc, Farmer Brothers, BG Foods, and ConAgra Brands. Lamb Weston Holdings, Inc. produces, distributes, and markets value-added frozen potato products worldwide

Lamb Weston Upside/Downside Indicators

Downside Deviation0.685
Information Ratio0.1717
Maximum Drawdown8.57
Value At Risk(0.80)
Potential Upside1.95

Lamb Weston Market Premium Indicators

Risk Adjusted Performance0.1424
Jensen Alpha0.2435
Total Risk Alpha0.1488
Sortino Ratio0.2863
Treynor Ratio2.21

Lamb Weston Holdings Backtested Returns

Macroaxis considers Lamb Weston very steady given 3 months investment horizon. Lamb Weston Holdings has Sharpe Ratio of 0.227 which conveys that the firm had 0.227% of return per unit of risk over the last 3 months. Our philosophy towards estimating 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-seven technical indicators for Lamb Weston which you can use to evaluate future volatility of the firm. Please exercise Lamb Weston Holdings Mean Deviation of 0.7621, Downside Deviation of 0.685 and Risk Adjusted Performance of 0.1424 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Lamb Weston holds performance score of 15. The company secures Beta (Market Risk) of 0.1129 which conveys that as returns on market increase, Lamb Weston returns are expected to increase less than the market. However during bear market, the loss on holding Lamb Weston will be expected to be smaller as well. Although it is vital to follow to Lamb Weston Holdings price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy towards estimating 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 analyzing Lamb Weston Holdings technical indicators you can presently evaluate if the expected return of 0.2596% will be sustainable into the future. Please exercises Lamb Weston Holdings Maximum Drawdown as well as the relationship between Skewness and Day Typical Price to make a quick decision on weather Lamb Weston Holdings current price movements will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.80 
correlation synergy

Very good predictability

Lamb Weston Holdings has very good predictability. Overlapping area represents the amount of predictability between Lamb Weston time series from September 11, 2019 to October 26, 2019 and October 26, 2019 to December 10, 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 Lamb Weston Holdings price movement. The serial correlation of 0.8 indicates that around 80.0% of current Lamb Weston price fluctuation can be explain by its past prices.
Correlation Coefficient0.8
Spearman Rank Test0.67
Residual Average0.0
Price Variance7.89

Lamb Weston Holdings lagged returns against current returns

 Current and Lagged Values 

Lamb Weston regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Lamb Weston Lagged Returns

 Regressed Prices 

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Please see also Lamb Weston Hype Analysis, Lamb Weston Correlation, Lamb Weston Valuation, Lamb Weston Volatility as well as analyze Lamb Weston Alpha and Beta and Lamb Weston Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.