Victory Supermarket (Israel) Backtesting

VCTR -- Israel Stock  

ILS 5,199  190.00  3.79%

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

Victory Supermarket 'What if' Analysis

October 16, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 15, 2018
0.00
If you would invest  0.00  in Victory Supermarket on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Victory Supermarket Chain Ltd or generate 0.0% return on investment in Victory Supermarket over 60 days. Victory Supermarket is related to or competes with Neto M, Maabarot Products, and Tiv Taam. Victory Supermarket Chain Ltd operates supermarkets in Israel

Victory Supermarket Upside/Downside Indicators

Downside Deviation0.9484
Information Ratio0.4167
Maximum Drawdown6.05
Value At Risk(1.02)
Potential Upside3.79
  

Victory Supermarket Market Premium Indicators

Risk Adjusted Performance0.4511
Jensen Alpha0.5201
Total Risk Alpha0.6799
Sortino Ratio0.6899
Treynor Ratio(3.38)

Victory Supermarket Backtested Returns

Macroaxis considers Victory Supermarket not too risky given 2 months investment horizon. Victory Supermarket owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.4439 which indicates Victory Supermarket had 0.4439% of return per unit of risk over the last 2 months. Our philosophy towards measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By inspecting Victory Supermarket technical indicators you can presently evaluate if the expected return of 0.7702% is justified by implied risk. Please operate Victory Supermarket Downside Deviation of 0.9484, Standard Deviation of 1.57 and Risk Adjusted Performance of 0.4511 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Victory Supermarket holds performance score of 29. The entity has beta of -0.1594 which indicates as returns on market increase, returns on owning Victory Supermarket are expected to decrease at a much smaller rate. During bear market, Victory Supermarket is likely to outperform the market.. Although it is vital to follow to Victory Supermarket current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring 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 technical indicators for Victory Supermarket Chain Ltd which you can use to evaluate performance of the company. Please operates Victory Supermarket Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to make a quick decision on weather Victory Supermarket existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.50 
correlation synergy

Modest predictability

Victory Supermarket Chain Ltd has modest predictability. Overlapping area represents the amount of predictability between Victory Supermarket time series from October 16, 2018 to November 15, 2018 and November 15, 2018 to December 15, 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 Victory Supermarket price movement. The serial correlation of 0.5 indicates that about 50.0% of current Victory Supermarket price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.7
Residual Average0.0
Price Variance84289.8

Victory Supermarket lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Victory Supermarket regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Victory Supermarket Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - VCTR

Victory Supermarket Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Victory Supermarket Chain Ltd. What is your outlook on investing in Victory Supermarket Chain Ltd? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Also please take a look at Victory Supermarket Hype Analysis, Victory Supermarket Correlation, Victory Supermarket Valuation, Victory Supermarket Volatility as well as analyze Victory Supermarket Alpha and Beta and Victory Supermarket Performance. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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