Wins Finance Backtesting

WINS -- USA Stock  

USD 16.44  1.44  9.60%

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

Wins Finance 'What if' Analysis

June 22, 2019
0.00
No Change 0.00  0.0%
In 2 months and 31 days
September 20, 2019
0.00
If you would invest  0.00  in Wins Finance on June 22, 2019 and sell it all today you would earn a total of 0.00 from holding Wins Finance Holdings or generate 0.0% return on investment in Wins Finance over 90 days. Wins Finance is related to or competes with Stifel Financial, SLM Corp, Western Union, PNC Financial, Yirendai Ltd, and State Street. Wins Finance Holdings Inc., through its subsidiaries, provides financing solutions for small and medium enterprises in t...

Wins Finance Upside/Downside Indicators

Downside Deviation5.78
Information Ratio0.0511
Maximum Drawdown104.64
Value At Risk(8.52)
Potential Upside7.14

Wins Finance Market Premium Indicators

Risk Adjusted Performance0.0577
Jensen Alpha0.6918
Total Risk Alpha0.2761
Sortino Ratio0.1205
Treynor Ratio0.6165

Wins Finance Holdings Backtested Returns

Wins Finance is dangerous given 3 months investment horizon. Wins Finance Holdings shows Sharpe Ratio of 0.0632 which attests that the company had 0.0632% of return per unit of risk over the last 3 months. Our philosophy towards determining risk of a stock is to use both market data as well as company specific technical data. We found twenty-eight different technical indicators which can help you to evaluate if expected returns of 1.0407% are justified by taking the suggested risk. Use Wins Finance Holdings Downside Deviation of 5.78, Mean Deviation of 4.6 and Market Risk Adjusted Performance of 0.6265 to evaluate company specific risk that cannot be diversified away. Wins Finance holds performance score of 4 on a scale of zero to a hundred. The firm maintains market beta of 1.1788 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Wins Finance will likely underperform. Although it is vital to follow to Wins Finance Holdings historical price patterns, it is good to be conservative about what you can actually do with the information regarding equity current price history. Macroaxis philosophy towards determining future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Wins Finance Holdings expected return of 1.0407 will be sustainable into the future, we have found twenty-eight different technical indicators which can help you to check if the expected returns are sustainable. Use Wins Finance Holdings Potential Upside as well as the relationship between Accumulation Distribution and Price Action Indicator to analyze future returns on Wins Finance Holdings.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.04 
correlation synergy

Virtually no predictability

Wins Finance Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Wins Finance time series from June 22, 2019 to August 6, 2019 and August 6, 2019 to September 20, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Wins Finance Holdings price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Wins Finance price fluctuation can be explain by its past prices.
Correlation Coefficient0.04
Spearman Rank Test-0.2
Residual Average0.0
Price Variance18.45

Wins Finance Holdings lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Wins Finance regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Wins Finance Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - WINS

Wins Finance Holdings Investor Sentiment

Most of Macroaxis users are at this time bullish on Wins Finance Holdings. What is your outlook on investing in Wins Finance Holdings? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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See also Wins Finance Hype Analysis, Wins Finance Correlation, Wins Finance Valuation, Wins Finance Volatility as well as analyze Wins Finance Alpha and Beta and Wins Finance Performance. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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