IACInterActiveCorp Backtesting

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IAC -- USA Stock  

Fiscal Quarter End: March 31, 2020  

With this equity back-testing module your can estimate the performance of a buy and hold strategy of IACInterActiveCorp and determine expected loss or profit from investing in IACInterActiveCorp over given investment horizon. Please see IACInterActiveCorp Hype Analysis, IACInterActiveCorp Correlation, IACInterActiveCorp Valuation, IACInterActiveCorp Volatility as well as analyze IACInterActiveCorp Alpha and Beta and IACInterActiveCorp Performance.

IACInterActiveCorp 'What if' Analysis

November 19, 2019
No Change 0.00  0.0 
In 3 months and 1 day
February 17, 2020
If you would invest  0.00  in IACInterActiveCorp on November 19, 2019 and sell it all today you would earn a total of 0.00 from holding IACInterActiveCorp or generate 0.0% return on investment in IACInterActiveCorp over 90 days. IACInterActiveCorp is related to or competes with Facebook, IQIYI, Jianpu Technology, Douyu International, EverQuote, Phoenix New, and IACInterActiveCorp. IACInterActiveCorp, together with its subsidiaries, operates as a media and Internet company in the United States and in...

IACInterActiveCorp Upside/Downside Indicators

Downside Deviation1.65
Information Ratio0.0333
Maximum Drawdown13.87
Value At Risk(2.42)
Potential Upside2.48

IACInterActiveCorp Market Premium Indicators

Risk Adjusted Performance0.0703
Jensen Alpha0.091
Total Risk Alpha(0.034078)
Sortino Ratio0.0359
Treynor Ratio0.2328

IACInterActiveCorp Backtested Returns

We consider IACInterActiveCorp very steady. IACInterActiveCorp retains Efficiency (Sharpe Ratio) of 0.0519 which attests that the company had 0.0519% of return per unit of return volatility over the last 3 months. Our philosophy towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for IACInterActiveCorp which you can use to evaluate future volatility of the entity. Please check out IACInterActiveCorp Downside Deviation of 1.65, Semi Deviation of 1.48 and Market Risk Adjusted Performance of 0.2428 to validate if risk estimate we provide are consistent with the epected return of 0.0944%. IACInterActiveCorp has performance score of 3 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of 0.5784 which attests that as returns on market increase, IACInterActiveCorp returns are expected to increase less than the market. However during bear market, the loss on holding IACInterActiveCorp will be expected to be smaller as well. Although it is extremely important to respect IACInterActiveCorp existing price patterns, it is better to be realistic regarding the information on equity price patterns. 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 evaluating IACInterActiveCorp technical indicators you can at this time evaluate if the expected return of 0.0944% will be sustainable into the future. IACInterActiveCorp at this moment owns a risk of 1.82%. Please check out IACInterActiveCorp Variance, Maximum Drawdown and the relationship between Coefficient Of Variation and Jensen Alpha to decide if IACInterActiveCorp will be following its current price history.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.87) 
correlation synergy

Excellent reverse predictability

IACInterActiveCorp has excellent reverse predictability. Overlapping area represents the amount of predictability between IACInterActiveCorp time series from November 19, 2019 to January 3, 2020 and January 3, 2020 to February 17, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IACInterActiveCorp price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current IACInterActiveCorp price fluctuation can be explain by its past prices. Given that IACInterActiveCorp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of IACInterActiveCorp for similar time interval.
Correlation Coefficient-0.87
Spearman Rank Test-0.26
Residual Average0.0
Price Variance187.47

IACInterActiveCorp lagged returns against current returns

 Current and Lagged Values 

IACInterActiveCorp regressed lagged prices vs. current prices

 Current vs Lagged Prices 

IACInterActiveCorp Lagged Returns

 Regressed Prices 

Current Sentiment - IAC

IACInterActiveCorp Investor Sentiment

Greater number of Macroaxis users are currently bullish on IACInterActiveCorp. What is your judgment towards investing in IACInterActiveCorp? Are you bullish or bearish?
98% Bullish
2% Bearish

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Please see IACInterActiveCorp Hype Analysis, IACInterActiveCorp Correlation, IACInterActiveCorp Valuation, IACInterActiveCorp Volatility as well as analyze IACInterActiveCorp Alpha and Beta and IACInterActiveCorp Performance. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.