Yaacobi Brothers (Israel) Backtesting

YAAC -- Israel Stock  

null 77.20  0.10  0.13%

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
SymbolX
Backtest

Yaacobi Brothers 'What if' Analysis

October 16, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 15, 2018
0.00
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

Information Ratio(0.20)
Maximum Drawdown12.14
Value At Risk(6.18)
Potential Upside2.33
  

Yaacobi Brothers Market Premium Indicators

Risk Adjusted Performance(0.30)
Jensen Alpha(0.58)
Total Risk Alpha(0.40)
Treynor Ratio(1.28)

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.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.87 
correlation synergy

Very good predictability

Yaacobi Brothers Group Ltd has very good predictability. Overlapping area represents the amount of predictability between Yaacobi Brothers time series from October 16, 2018 to November 15, 2018 and November 15, 2018 to December 15, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yaacobi Brothers price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Yaacobi Brothers price fluctuation can be explain by its past prices.
Correlation Coefficient0.87
Spearman Rank Test0.73
Residual Average0.0
Price Variance75.74

Yaacobi Brothers lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Yaacobi Brothers regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Yaacobi Brothers Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - YAAC

Yaacobi Brothers Investor Sentiment

Macroaxis portfolio users are unemotional in their take regarding investing in Yaacobi Brothers Group Ltd. What is your take regarding investing in Yaacobi Brothers Group Ltd? Are you bullish or bearish?
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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.
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