Yahoo Backtesting

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

Yahoo 'What if' Analysis

September 28, 2016
No Change 0.00  0.0%
In 30 days
October 28, 2016
If you would invest  0.00  in Yahoo on September 28, 2016 and sell it all today you would earn a total of 0.00 from holding Yahoo Inc or generate 0.0% return on investment in Yahoo over 30 days. Yahoo is related to or competes with GOOGLE, Facebook, BAIDU, JD, WACHOVIA CP, and AKAMAI TECH. Yahoo Inc offers Yahoo Search that serves as a guide for users to discover information on the Internet Yahoo Mail which ...

Yahoo Upside/Downside Indicators


Yahoo Market Premium Indicators

Yahoo Inc lagged returns against current returns

 Current and Lagged Values 
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Yahoo regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Yahoo Inc Backtested Returns

Macroaxis considers Yahoo to be not too risky. Yahoo Inc shows Sharpe Ratio of -0.1406 which attests that Yahoo Inc had -0.1406% of return per unit of risk over the last 1 month. 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. Yahoo Inc exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Yahoo Inc Market Risk Adjusted Performance of 0.3297 and Mean Deviation of 0.9557 to validate risk estimate we provide. Macroaxis gives Yahoo performance score of 0 on a scale of 0 to 100. The firm maintains market beta of -0.6107 which attests that as returns on market increase, returns on owning Yahoo are expected to decrease at a much smaller rate. During bear market, Yahoo is likely to outperform the market.. Even though it is essential to pay attention to Yahoo Inc 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. Yahoo Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. Yahoo Inc has expected return of -0.1772%. Please be advised to check out Yahoo Inc Semi Variance, and the relationship between Treynor Ratio and Daily Balance Of Power to decide if Yahoo Inc past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure 
15 days auto-correlation 0.40 

Average predictability

Yahoo Inc has average predictability. Overlapping area represents amount of predictability between Yahoo time series from September 28, 2016 to October 13, 2016 and October 13, 2016 to October 28, 2016. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yahoo Inc price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Yahoo price fluctuation can be explain by its past prices.
Correlation Coefficient 0.4
Spearman Rank Test -0.72
Price Variance 0.16
Lagged Price Variance 0.41

Yahoo Lagged Returns

 Regressed Prices 
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Yahoo Performance vs NYSE

The median price of Yahoo for the period between Wed, Sep 28, 2016 and Fri, Oct 28, 2016 is 42.59 with a coefficient of variation of 1.73. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 42.64, and mean deviation of 0.6. The Stock received some media coverage during the period.
Price Growth (%)  
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