With this equity back-testing module your can estimate the performance of a buy and hold strategy of Yaacobi Brothers Group Ltd and determine expected loss or profit from investing in Yaacobi Brothers over given investment horizon. See also Yaacobi Brothers Hype Analysis, Yaacobi Brothers Correlation, Yaacobi Brothers Valuation, Yaacobi Brothers Volatility as well as analyze Yaacobi Brothers Alpha and Beta and Yaacobi Brothers Performance.
|Horizon||30 Days Login to change|
Yaacobi Brothers 'What if' Analysis
October 16, 20180.00
December 15, 20180.00
If you would invest 0.00 in Yaacobi Brothers on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Yaacobi Brothers Group Ltd or generate 0.0% return on investment in Yaacobi Brothers over 60 days. Yaacobi Brothers is related to or competes with Shapir Engineering, Electra Ltd, Shikun Binui, Minrav Holdings, Meshulam Levinstein, El Mor, and Mordechai Aviv. Yaacobi Brothers Group Ltd., through its subsidiaries, operates in construction, infrastructure, and entrepreneurship se...
Yaacobi Brothers Upside/Downside Indicators
Yaacobi Brothers Market Premium Indicators
Yaacobi Brothers Backtested Returns
Macroaxis considers Yaacobi Brothers to be not too volatile. Yaacobi Brothers shows Sharpe Ratio of -0.2927 which attests that Yaacobi Brothers had -0.2927% of return per unit of risk over the last 2 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. Yaacobi Brothers exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Yaacobi Brothers Market Risk Adjusted Performance of
(1.27) and Mean Deviation of 1.95 to validate risk estimate we provide. Macroaxis gives Yaacobi Brothers performance score of 0 on a scale of 0 to 100. The firm maintains market beta of 0.4954 which attests that as returns on market increase, Yaacobi Brothers returns are expected to increase less than the market. However during bear market, the loss on holding Yaacobi Brothers will be expected to be smaller as well.. Even though it is essential to pay attention to Yaacobi Brothers 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. Yaacobi Brothers exposes twenty-one different technical indicators which can help you to evaluate its performance. Yaacobi Brothers has expected return of -0.788%. Please be advised to check out Yaacobi Brothers Downside Deviation, Standard Deviation, Information Ratio, as well as the relationship between Coefficient Of Variation and Variance to decide if Yaacobi Brothers past performance will be repeated at some point in the near future.
|15 days auto-correlation||0.87|
|Spearman Rank Test||0.73|
Yaacobi Brothers lagged returns against current returns
Current and Lagged Values
Yaacobi Brothers regressed lagged prices vs. current prices
Current vs Lagged Prices
Yaacobi Brothers Lagged Returns
Also Currentnly Active
Purchased over 100 shares of
Purchased over 20 shares of
See also Yaacobi Brothers Hype Analysis, Yaacobi Brothers Correlation, Yaacobi Brothers Valuation, Yaacobi Brothers Volatility as well as analyze Yaacobi Brothers Alpha and Beta and Yaacobi Brothers Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.