Hostess Brands Backtesting

TWNKW -- USA Stock  

USD 1.24  0.01  0.81%

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

August 27, 2018
0.00
No Change 0.00  0.0%
In 30 days
September 26, 2018
0.00
If you would invest  0.00  in Hostess Brands on August 27, 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 Amazon, Vedanta, Hero MotoCorp, CHINA LIFE, Megaworld, Metro Pacific, and HSBC Holdings.

Hostess Brands Upside/Downside Indicators

Information Ratio0.09
Maximum Drawdown17.48
Value At Risk6.47
Potential Upside6.15
  

Hostess Brands Market Premium Indicators

Risk Adjusted Performance0.024201
Jensen Alpha0.47
Total Risk Alpha0.77
Treynor Ratio0.09

Hostess Brands Warrants Backtested Returns

Macroaxis considers Hostess Brands to be abnormally risky. Hostess Brands Warrants holds Efficiency (Sharpe) Ratio of -0.0499 which attests that Hostess Brands Warrants had -0.0499% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Hostess Brands Warrants exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Hostess Brands Market Risk Adjusted Performance of 0.08 and Risk Adjusted Performance of 0.024201 to validate risk estimate we provide. Macroaxis gives Hostess Brands performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 3.1123 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Hostess Brands will likely underperform.. Even though it is essential to pay attention to Hostess Brands Warrants current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Hostess Brands Warrants exposes twenty-one different technical indicators which can help you to evaluate its performance. Hostess Brands Warrants has expected return of -0.1985%. Please be advised to check out Hostess Brands Jensen Alpha and Semi Variance to decide if Hostess Brands Warrants past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.38) 

Poor reverse predictability

Hostess Brands Inc Warrants has poor reverse predictability. Overlapping area represents the amount of predictability between Hostess Brands time series from August 27, 2018 to September 11, 2018 and September 11, 2018 to September 26, 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 -0.38 indicates that just about 38.0% of current Hostess Brands price fluctuation can be explain by its past prices. Given that Hostess Brands Inc Warrants has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Hostess Brands for similar time interval.
Correlation Coefficient-0.38
Spearman Rank Test-0.47
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 

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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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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