Hostess Brands Backtesting

TWNKW -- USA Stock  

USD 1.06  0.06  6.00%

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

Hostess Brands 'What if' Analysis

October 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
November 18, 2018
0.00
If you would invest  0.00  in Hostess Brands on October 19, 2018 and sell it all today you would earn a total of 0.00 from holding Hostess Brands Inc Warrants or generate 0.0% return on investment in Hostess Brands over 30 days. Hostess Brands is related to or competes with Bristol Myers, U S, Apple, Ecopetrol, Amazon, Microsoft, and Vedanta.

Hostess Brands Upside/Downside Indicators

Downside Deviation3.91
Information Ratio0.1987
Maximum Drawdown13.22
Value At Risk4.35
Potential Upside8.43
  

Hostess Brands Market Premium Indicators

Risk Adjusted Performance0.2297
Jensen Alpha0.7724
Total Risk Alpha0.9891
Sortino Ratio0.2068
Treynor Ratio1.39

Hostess Brands Warrants Backtested Returns

Macroaxis considers Hostess Brands abnormally risky given 1 month investment horizon. Hostess Brands Warrants holds Efficiency (Sharpe) Ratio of 0.1164 which attests that Hostess Brands Warrants had 0.1164% of return per unit of risk over the last 1 month. Our philosophy towards determining 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-one technical indicators for Hostess Brands Warrants which you can use to evaluate future volatility of the corporation. Please utilize Hostess Brands Downside Deviation of 3.91, Market Risk Adjusted Performance of 1.4 and Risk Adjusted Performance of 0.2297 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Hostess Brands holds performance score of 7. The company retains Market Volatility (i.e. Beta) of 0.526 which attests that as returns on market increase, Hostess Brands returns are expected to increase less than the market. However during bear market, the loss on holding Hostess Brands will be expected to be smaller as well.. Although it is vital to follow to Hostess Brands Warrants current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy towards determining 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 evaluating Hostess Brands Warrants technical indicators you can presently evaluate if the expected return of 0.4506% will be sustainable into the future. Please utilizes Hostess Brands Jensen Alpha and Semi Variance to make a quick decision on weather Hostess Brands Inc Warrants current trending patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.29 
correlation synergy

Poor predictability

Hostess Brands Inc Warrants has poor predictability. Overlapping area represents the amount of predictability between Hostess Brands time series from October 19, 2018 to November 3, 2018 and November 3, 2018 to November 18, 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 Hostess Brands Warrants price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Hostess Brands price fluctuation can be explain by its past prices.
Correlation Coefficient0.29
Spearman Rank Test0.23
Residual Average0.0
Price Variance0.0

Hostess Brands Warrants lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Hostess Brands regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Hostess Brands Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - TWNKW

Hostess Brands Warrants Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Hostess Brands Inc Warrants. What is your judgment towards investing in Hostess Brands Inc Warrants? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Also please take a look at Hostess Brands Hype Analysis, Hostess Brands Correlation, Hostess Brands Valuation, Hostess Brands Volatility as well as analyze Hostess Brands Alpha and Beta and Hostess Brands Performance. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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