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

November 9, 2016
No Change 0.00  0.0%
In 31 days
December 9, 2016
If you would invest  0.00  in Yahoo on November 9, 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, AKAMAI TECH, VERISIGN INC, and Intrasoft 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

We consider Yahoo not too risky. Yahoo Inc shows Sharpe Ratio of 0.0331 which attests that Yahoo Inc had 0.0331% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for Yahoo Inc which you can use to evaluate future volatility of the organization. Please check out Yahoo Inc Market Risk Adjusted Performance of 0.0603, Mean Deviation of 1.13 and Downside Deviation of 1.78 to validate if risk estimate we provide are consistent with the epected return of 0.0497%. Yahoo has performance score of 2 on a scale of 0 to 100. The firm maintains market beta of 0.463 which attests that as returns on market increase, Yahoo returns are expected to increase less than the market. However during bear market, the loss on holding Yahoo will be expected to be smaller as well.. Although it is extremely important to respect Yahoo Inc historical price patterns, it is beter to be realistic about what you can do with the information about equity current price history. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Yahoo Inc technical indicators you can presently evaluate if the expected return of 0.0497% will be sustainable into the future. Yahoo Inc right now maintains risk of 1.5008%. Please check out Yahoo Inc Treynor Ratio as well as the relationship between Semi Variance and Rate Of Daily Change to decide if Yahoo Inc will be following its historical returns.
Advice Volatility Trend Exposure 
15 days auto-correlation(0.56)

Good reverse predictability

Yahoo Inc has good reverse predictability. Overlapping area represents amount of predictability between Yahoo time series from November 9, 2016 to November 24, 2016 and November 24, 2016 to December 9, 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 -0.56 indicates that roughly 56.0% of current Yahoo price fluctuation can be explain by its past prices. Given that Yahoo Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Yahoo for similar time interval.
Correlation Coefficient -0.56
Spearman Rank Test -0.37
Price Variance 0.43
Lagged Price Variance 0.34

Yahoo Lagged Returns

 Regressed Prices 
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Yahoo Performance vs NYSE

The median price of Yahoo for the period between Wed, Nov 9, 2016 and Fri, Dec 9, 2016 is 40.96 with a coefficient of variation of 1.56. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 40.71, and mean deviation of 0.54. The Stock received some media coverage during the period.
Price Growth (%)  
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