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

March 29, 2017
No Change 0.00  0.0%
In 31 days
April 28, 2017
If you would invest  0.00  in Yahoo on March 29, 2017 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 Broadridge Financial, CA, Gartner, and Sabre. 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 0.2199 which attests that Yahoo Inc had 0.2199% 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-eight 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 (1.02), Mean Deviation of 0.5382 and Downside Deviation of 0.645 to validate if risk estimate we provide are consistent with the epected return of 0.1608%. Yahoo has performance score of 15 on a scale of 0 to 100. The firm maintains market beta of -0.1593 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.. 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 0.1608% will be sustainable into the future. Yahoo Inc right now maintains risk of 0.7314%. Please check out Yahoo Inc Semi Variance, and the relationship between Treynor Ratio and Daily Balance Of Power to decide if Yahoo Inc will be following its historical returns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.25 

Poor predictability

Yahoo Inc has poor predictability. Overlapping area represents the amount of predictability between Yahoo time series from March 29, 2017 to April 13, 2017 and April 13, 2017 to April 28, 2017. 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 0.25 indicates that over 25.0% of current Yahoo price fluctuation can be explain by its past prices.
Correlation Coefficient 0.25
Spearman Rank Test 0.31
Price Variance 0.27
Lagged Price Variance 0.08

Yahoo Lagged Returns

 Regressed Prices 
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Yahoo Performance vs NYSE

The median price of Yahoo for the period between Wed, Mar 29, 2017 and Fri, Apr 28, 2017 is 46.9 with a coefficient of variation of 1.51. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 47.1, and mean deviation of 0.6. The Stock received some media coverage during the period.
Price Growth (%)  
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Sale by Lisa Utzschneider of 683 shares of Yahoo04/04/2017
Market Center Watching the Levels for Yahoo Inc.04/27/2017