Welltower Backtesting

WELL -- USA Stock  

Fiscal Quarter End: December 31, 2019  

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Welltower and determine expected loss or profit from investing in Welltower over given investment horizon. See also Welltower Hype Analysis, Welltower Correlation, Welltower Valuation, Welltower Volatility as well as analyze Welltower Alpha and Beta and Welltower Performance.
Horizon     30 Days    Login   to change

Welltower 'What if' Analysis

September 16, 2019
No Change 0.00  0.0 
In 3 months and 1 day
December 15, 2019
If you would invest  0.00  in Welltower on September 16, 2019 and sell it all today you would earn a total of 0.00 from holding Welltower or generate 0.0% return on investment in Welltower over 90 days. Welltower is related to or competes with HUMANIGEN INC. , an SP 500 company headquartered in Toledo, Ohio, is driving the transformation of health care infrastructure

Welltower Upside/Downside Indicators

Information Ratio(0.17)
Maximum Drawdown6.25
Value At Risk(2.22)
Potential Upside1.66

Welltower Market Premium Indicators

Risk Adjusted Performance(0.07)
Jensen Alpha(0.16)
Total Risk Alpha(0.25)
Treynor Ratio0.9201

Welltower Backtested Returns

Macroaxis considers Welltower to be very steady. Welltower shows Sharpe Ratio of -0.1264 which attests that the company had -0.1264% of return per unit of risk over the last 3 months. 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. Welltower exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Welltower Market Risk Adjusted Performance of 0.9301 and Mean Deviation of 0.8999 to validate risk estimate we provide. The firm maintains market beta of -0.1772 which attests that as returns on market increase, returns on owning Welltower are expected to decrease at a much smaller rate. During bear market, Welltower is likely to outperform the market. Even though it is essential to pay attention to Welltower historical price patterns, it is always good to be careful when utilizing equity current price history. 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. Welltower exposes twenty-eight different technical indicators which can help you to evaluate its performance. Welltower has expected return of -0.1468%. Please be advised to check out Welltower Maximum Drawdown as well as the relationship between Expected Short fall and Rate Of Daily Change to decide if Welltower past performance will be repeated at some point in the near future.
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