Tiffany Backtesting

Tiffany Co -- USA Stock  

USD 98.84  0.81  0.83%

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

Tiffany 'What if' Analysis

February 21, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
April 22, 2018
0.00
If you would invest  0.00  in Tiffany on February 21, 2018 and sell it all today you would earn a total of 0.00 from holding Tiffany Co or generate 0.0% return on investment in Tiffany over 60 days. Tiffany is related to or competes with Este Lauder, Avon Products, Nu Skin, Kingold Jewelry, Coty, and ChemoCentryx. Tiffany Co., through its subsidiaries, designs, manufactures, and retails jewelry and other items in the Americas, the A...

Tiffany Upside/Downside Indicators

Information Ratio0.0259
Maximum Drawdown7.4
Value At Risk2.59
Potential Upside1.93
  

Tiffany Market Premium Indicators

Risk Adjusted Performance0.057995
Jensen Alpha0.058677
Total Risk Alpha0.0252
Treynor Ratio11.83

Tiffany Co Backtested Returns

Macroaxis considers Tiffany to be not too risky. Tiffany Co owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0349 which indicates Tiffany Co had -0.0349% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring 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. Tiffany Co exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Tiffany Coefficient Of Variation of 2,968 and Risk Adjusted Performance of 0.057995 to confirm risk estimate we provide. Macroaxis gives Tiffany performance score of 0 on a scale of 0 to 100. The entity has beta of 0.005 which indicates as returns on market increase, Tiffany returns are expected to increase less than the market. However during bear market, the loss on holding Tiffany will be expected to be smaller as well.. Even though it is essential to pay attention to Tiffany Co current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Tiffany Co exposes twenty-one different technical indicators which can help you to evaluate its performance. Tiffany Co has expected return of -0.0511%. Please be advised to validate Tiffany Information Ratio as well as the relationship between Value At Risk and Expected Short fall to decide if Tiffany Co past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.29) 

Weak reverse predictability

Tiffany Co has weak reverse predictability. Overlapping area represents the amount of predictability between Tiffany time series from February 21, 2018 to March 23, 2018 and March 23, 2018 to April 22, 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 Tiffany Co price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Tiffany price fluctuation can be explain by its past prices. Given that Tiffany Co has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Tiffany for similar time interval.
Correlation Coefficient -0.29
Spearman Rank Test -0.45
Price Variance 2.67
Lagged Price Variance 3.62

Tiffany Co lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Tiffany regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Tiffany Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Tiffany Hype Analysis, Tiffany Correlation, Tiffany Valuation, Tiffany Volatility as well as analyze Tiffany Alpha and Beta and Tiffany Performance. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.