RH Backtesting

RH -- USA Stock  

Fiscal Quarter End: October 31, 2019  

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

RH 'What if' Analysis

July 19, 2019
No Change 0.00  0.0 
In 3 months and 1 day
October 17, 2019
If you would invest  0.00  in RH on July 19, 2019 and sell it all today you would earn a total of 0.00 from holding RH or generate 0.0% return on investment in RH over 90 days. RH is related to or competes with Amazon Com, Alibaba Group, JD Com, EBay, OReilly Automotive, EBay Inc, and MercadoLibre. RH, together with its subsidiaries, operates as a retailer in the home furnishings

RH Upside/Downside Indicators

Downside Deviation1.66
Information Ratio0.2909
Maximum Drawdown9.52
Value At Risk(2.38)
Potential Upside3.5

RH Market Premium Indicators

Risk Adjusted Performance0.281
Jensen Alpha0.5815
Total Risk Alpha0.603
Sortino Ratio0.3491
Treynor Ratio0.4831

RH Backtested Returns

Macroaxis considers RH very steady given 3 months investment horizon. RH maintains Sharpe Ratio (i.e. Efficiency) of 0.3111 which implies the corporation had 0.3111% of return per unit of risk over the last 3 months. Our philosophy towards forecasting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By analyzing RH technical indicators you can presently evaluate if the expected return of 0.6197% is justified by implied risk. Please employ RH Coefficient Of Variation of 352.23, Market Risk Adjusted Performance of 0.4931 and Semi Deviation of 1.22 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 RH holds performance score of 21. The organization holds Beta of 1.147 which implies RH returns are very sensitive to returns on the market. as market goes up or down, RH is expected to follow. Although it is vital to follow to RH current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity existing price patterns. The philosophy towards forecasting 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. We have found twenty-eight technical indicators for RH which you can use to evaluate performance of the company. Please employ RH Value At Risk, and the relationship between Jensen Alpha and Skewness to make a quick decision on weather RH historical price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.87 
correlation synergy

Very good predictability

RH has very good predictability. Overlapping area represents the amount of predictability between RH time series from July 19, 2019 to September 2, 2019 and September 2, 2019 to October 17, 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 RH price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current RH price fluctuation can be explain by its past prices.
Correlation Coefficient0.87
Spearman Rank Test0.73
Residual Average0.0
Price Variance118.45

RH lagged returns against current returns

 Current and Lagged Values 

RH regressed lagged prices vs. current prices

 Current vs Lagged Prices 

RH Lagged Returns

 Regressed Prices 

Current Sentiment - RH

RH Investor Sentiment

Larger part of Macroaxis users are at this time bullish on RH. What is your perspective on investing in RH? Are you bullish or bearish?
98% Bullish
2% Bearish

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Additionally take a look at RH Hype Analysis, RH Correlation, RH Valuation, RH Volatility as well as analyze RH Alpha and Beta and RH Performance. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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