Koss Backtesting

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KOSS -- USA Stock  

USD 1.10  0.05  4.35%

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

Koss 'What if' Analysis

No Change 0.00  0.0 
In 2 months and 31 days
If you would invest  0.00  in Koss on February 29, 2020 and sell it all today you would earn a total of 0.00 from holding Koss Corporation or generate 0.0% return on investment in Koss over 90 days. Koss is related to or competes with Hamilton Beach, LG Display, Emerson Radio, Mohawk Group, GoPro, Turtle Beach, and IRobot. Koss Corporation, together with its subsidiaries, designs, manufactures, and sells stereo headphones and related accesso...

Koss Upside/Downside Indicators

Information Ratio(0.031725)
Maximum Drawdown38.47
Value At Risk(9.09)
Potential Upside9.68

Koss Market Premium Indicators

Risk Adjusted Performance(0.07)
Jensen Alpha(0.13)
Total Risk Alpha(0.24)
Treynor Ratio(1.70)

Koss Backtested Returns

Macroaxis considers Koss to be abnormally volatile. Koss has Sharpe Ratio of -0.0054, which conveys that the firm had -0.0054% of return per unit of risk over the last 3 months. Macroaxis philosophy towards estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Koss exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Koss Corporation Risk Adjusted Performance of (0.07) and Mean Deviation of 4.28 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0741, which conveys that as returns on market increase, Koss returns are expected to increase less than the market. However, during bear market, the loss on holding Koss will be expected to be smaller as well. Even though it is essential to pay attention to Koss price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Koss exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Koss has an expected return of -0.0338%. Please be advised to verify Koss Corporation Total Risk Alpha, Downside Variance as well as the relationship between Downside Variance and Daily Balance Of Power to decide if Koss stock performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation(0.11) 
correlation synergy

Insignificant reverse predictability

Koss Corporation has insignificant reverse predictability. Overlapping area represents the amount of predictability between Koss time series from 29th of February 2020 to 14th of April 2020 and 14th of April 2020 to 29th of May 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 Koss price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Koss price fluctuation can be explain by its past prices. Given that Koss Corporation has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Koss for similar time interval.
Correlation Coefficient-0.11
Spearman Rank Test0.21
Residual Average0.0
Price Variance0.01

Koss lagged returns against current returns

 Current and Lagged Values 

Koss regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Koss Lagged Returns

 Regressed Prices 

Current Sentiment - KOSS

Koss Investor Sentiment

Most of Macroaxis users are now bullish on Koss Corporation. What is your trading attitude regarding investing in Koss Corporation? Are you bullish or bearish?
98% Bullish
2% Bearish

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Please see Koss Hype Analysis, Koss Correlation, Koss Valuation, Koss Volatility as well as analyze Koss Alpha and Beta and Koss Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page