Ventas Backtesting

<div class='circular--portrait' style='background:#FF6600;color: #FFFAFA;font-size:3em;padding-top: 38px;;'>VTR</div>
VTR -- USA Stock  

Potential Growth

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

Ventas 'What if' Analysis

0.00
03/04/2020
No Change 0.00  0.0 
In 3 months and 1 day
06/02/2020
0.00
If you would invest  0.00  in Ventas on March 4, 2020 and sell it all today you would earn a total of 0.00 from holding Ventas Inc or generate 0.0% return on investment in Ventas over 90 days. Ventas is related to or competes with HCP, Realty Income, Arlington Asset, Dynex Capital, First Industrial, and Healthcare Realty. Ventas, Inc., an SP 500 company, is a leading real estate investment trust

Ventas Upside/Downside Indicators

Downside Deviation11.41
Information Ratio(0.001288)
Maximum Drawdown69.01
Value At Risk(14.37)
Potential Upside15.34

Ventas Market Premium Indicators

Risk Adjusted Performance0.0196
Jensen Alpha(0.05)
Total Risk Alpha(0.10)
Sortino Ratio(0.001344)
Treynor Ratio0.0156

Ventas Inc Backtested Returns

We consider Ventas somewhat reliable. Ventas Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0136, which indicates the firm had 0.0136% of return per unit of risk over the last 3 months. Our philosophy towards measuring the 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-eight technical indicators for Ventas Inc, which you can use to evaluate future volatility of the company. Please validate Ventas Coefficient Of Variation of 30998.21, Semi Deviation of 11.24 and Risk Adjusted Performance of 0.0196 to confirm if the risk estimate we provide is consistent with the expected return of 0.1661%. The entity has a beta of 1.8186, which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ventas will likely underperform. Although it is extremely important to respect Ventas Inc current price movements, it is better to be realistic regarding the information on 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. By inspecting Ventas Inc technical indicators you can presently evaluate if the expected return of 0.1661% will be sustainable into the future. Ventas Inc right now has a risk of 12.2%. Please validate Ventas Potential Upside as well as the relationship between Accumulation Distribution and Price Action Indicator to decide if Ventas will be following its existing price patterns.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation(0.21) 
correlation synergy

Weak reverse predictability

Ventas Inc has weak reverse predictability. Overlapping area represents the amount of predictability between Ventas time series from 4th of March 2020 to 18th of April 2020 and 18th of April 2020 to 2nd of June 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ventas Inc price movement. The serial correlation of -0.21 indicates that over 21.0% of current Ventas price fluctuation can be explain by its past prices. Given that Ventas Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Ventas for similar time interval.
Correlation Coefficient-0.21
Spearman Rank Test-0.32
Residual Average0.0
Price Variance10.67

Ventas Inc lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Ventas regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Ventas Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - VTR

Ventas Inc Investor Sentiment

Greater number of Macroaxis users are at this time bullish on Ventas Inc. What is your outlook on investing in Ventas Inc? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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 2017 2018 2019 (projected)
Long Term Debt to Equity1.041.051.16
Interest Coverage2.31.871.8
Ventas, Inc., an SP 500 company, is a leading real estate investment trust. References to Ventas or the Company mean Ventas, Inc. and its consolidated subsidiaries unless otherwise expressly noted. Ventas operates under REITHealthcare Facilities classification in USA and is traded on BATS Exchange. It employs 516 people.
Also please take a look at Ventas Hype Analysis, Ventas Correlation, Ventas Valuation, Ventas Volatility as well as analyze Ventas Alpha and Beta and Ventas Performance. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page