Westfield Capital Hype Analysis, Westfield Capital Correlation, Portfolio Optimization, Westfield Capital Volatility as well as analyze Westfield Capital Alpha and Beta and Westfield Capital Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Westfield Capital Dividend Grow and determine expected loss or profit from investing in Westfield Capital over given investment horizon. See also
|Horizon||30 Days Login to change|
Westfield Capital 'What if' Analysis
June 24, 20190.00
August 23, 20190.00
If you would invest 0.00 in Westfield Capital on June 24, 2019 and sell it all today you would earn a total of 0.00 from holding Westfield Capital Dividend Grow or generate 0.0% return on investment in Westfield Capital over 60 days. Westfield Capital is related to or competes with Vanguard Institutional, Washington Mutual, Washington Mutual, Washington Mutual, Washington Mutual, Washington Mutual, and Washington Mutual. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo...
Westfield Capital Upside/Downside Indicators
|Value At Risk||(2.15)|
Westfield Capital Market Premium Indicators
|Risk Adjusted Performance||0.0294|
|Total Risk Alpha||0.1114|
Westfield Capital Backtested Returns
We consider Westfield Capital somewhat reliable. Westfield Capital shows Sharpe Ratio of 0.0271 which attests that the fund had 0.0271% of return per unit of risk over the last 2 months. Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Westfield Capital which you can use to evaluate future volatility of the fund. Please check out Westfield Capital Downside Deviation of 1.97, Mean Deviation of 1.01 and Market Risk Adjusted Performance of 0.0325 to validate if risk estimate we provide are consistent with the epected return of 0.0421%. The entity maintains market beta of 1.4702 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Westfield Capital will likely underperform. Although it is extremely important to respect Westfield Capital historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Westfield Capital technical indicators you can presently evaluate if the expected return of 0.0421% will be sustainable into the future.
|15 days auto-correlation||(0.55)|
|Spearman Rank Test||-0.27|
Westfield Capital lagged returns against current returns
Current and Lagged Values
Westfield Capital regressed lagged prices vs. current prices
Current vs Lagged Prices
Westfield Capital Lagged Returns
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See also Westfield Capital Hype Analysis, Westfield Capital Correlation, Portfolio Optimization, Westfield Capital Volatility as well as analyze Westfield Capital Alpha and Beta and Westfield Capital Performance. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.