Sears Holdings (Germany) Backtesting

SEE -- Germany Stock  

EUR 0.40  0.00  0.00%

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

Sears Holdings 'What if' Analysis

October 11, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 10, 2018
0.00
If you would invest  0.00  in Sears Holdings on October 11, 2018 and sell it all today you would earn a total of 0.00 from holding Sears Holdings Corporation or generate 0.0% return on investment in Sears Holdings over 60 days. Sears Holdings is related to or competes with FamilyMart UNY, Sun Art, Grupo Carso, Companhia Brasileira, J Front, Dillards, and JC Penney. Sears Holdings Corporation operates as an integrated retailer in the United States

Sears Holdings Upside/Downside Indicators

Information Ratio(0.026035)
Maximum Drawdown96.21
Value At Risk(26.10)
Potential Upside26.7
  

Sears Holdings Market Premium Indicators

Risk Adjusted Performance(0.04071)
Jensen Alpha(0.52)
Total Risk Alpha1.64
Treynor Ratio(1.03)

Sears Holdings Backtested Returns

Sears Holdings is abnormally risky given 2 months investment horizon. Sears Holdings owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0773 which indicates Sears Holdings had 0.0773% of return per unit of risk over the last 2 months. Our philosophy towards measuring risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.4029% are justified by taking the suggested risk. Use Sears Holdings Coefficient Of Variation of (2,770) and Risk Adjusted Performance of (0.04071) to evaluate company specific risk that cannot be diversified away. Sears Holdings holds performance score of 5 on a scale of zero to a hundred. The entity has beta of 0.6128 which indicates as returns on market increase, Sears Holdings returns are expected to increase less than the market. However during bear market, the loss on holding Sears Holdings will be expected to be smaller as well.. Although it is vital to follow to Sears Holdings current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Sears Holdings Corporation expected return of 1.4029 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Sears Holdings Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to analyze future returns on Sears Holdings.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.52) 
correlation synergy

Good reverse predictability

Sears Holdings Corporation has good reverse predictability. Overlapping area represents the amount of predictability between Sears Holdings time series from October 11, 2018 to November 10, 2018 and November 10, 2018 to December 10, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sears Holdings price movement. The serial correlation of -0.52 indicates that about 52.0% of current Sears Holdings price fluctuation can be explain by its past prices. Given that Sears Holdings Corporation has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Sears Holdings for similar time interval.
Correlation Coefficient-0.52
Spearman Rank Test-0.1
Residual Average0.0
Price Variance0.0

Sears Holdings lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Sears Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Sears Holdings Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - SEE

Sears Holdings Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Sears Holdings Corporation. What is your outlook on investing in Sears Holdings Corporation? Are you bullish or bearish?
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50% Bearish
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Also please take a look at Sears Holdings Hype Analysis, Sears Holdings Correlation, Sears Holdings Valuation, Sears Holdings Volatility as well as analyze Sears Holdings Alpha and Beta and Sears Holdings Performance. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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