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 26, 2017
No Change 0.00  0.0%
In 30 days
April 25, 2017
If you would invest  0.00  in Yahoo on March 26, 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 
Benchmark  Embed    Timeline 

Yahoo regressed lagged prices vs. current prices

 Current vs Lagged Prices 
Benchmark  Embed    Timeline 

Yahoo Inc Backtested Returns

We consider Yahoo not too risky. Yahoo Inc shows Sharpe Ratio of 0.253 which attests that Yahoo Inc had 0.253% 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-one 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 (0.49), Mean Deviation of 0.5399 and Downside Deviation of 0.6561 to validate if risk estimate we provide are consistent with the epected return of 0.1879%. Yahoo has performance score of 17 on a scale of 0 to 100. The firm maintains market beta of -0.2831 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 0.1879% will be sustainable into the future. Yahoo Inc right now maintains risk of 0.7425%. Please check out Yahoo Inc Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if Yahoo Inc will be following its historical returns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.46) 

Modest reverse predictability

Yahoo Inc has modest reverse predictability. Overlapping area represents the amount of predictability between Yahoo time series from March 26, 2017 to April 10, 2017 and April 10, 2017 to April 25, 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 -0.46 indicates that about 46.0% 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 -0.46
Spearman Rank Test -0.28
Price Variance 0.17
Lagged Price Variance 0.02

Yahoo Lagged Returns

 Regressed Prices 
Benchmark  Embed    Timeline 

Yahoo Performance vs NYSE

The median price of Yahoo for the period between Sun, Mar 26, 2017 and Tue, Apr 25, 2017 is 46.78 with a coefficient of variation of 1.13. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 46.84, and mean deviation of 0.42. The Stock received some media coverage during the period.
Price Growth (%)  
Benchmark  Embed    Timeline 
Yahoo Inc. From Top to Bottom03/31/2017
Equities Analysts Issue Forecasts for Yahoo Inc. FY2017 Earn...04/24/2017