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Spark Backtesting

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LOV -- USA Stock  

USD 2.66  0.14  5.56%

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

Spark Networks 'What if' Analysis

0.00
12/29/2019
No Change 0.00  0.0 
In 3 months and 1 day
03/28/2020
0.00
If you would invest  0.00  in Spark Networks on December 29, 2019 and sell it all today you would earn a total of 0.00 from holding Spark Networks or generate 0.0% return on investment in Spark Networks over 90 days. Spark Networks is related to or competes with Facebook, IQIYI, Jianpu Technology, Douyu International, EverQuote, Phoenix New, and IACInterActiveCorp. Spark Networks SE operates online dating sites and mobile applications

Spark Networks Upside/Downside Indicators

Information Ratio(0.1)
Maximum Drawdown30.26
Value At Risk(9.16)
Potential Upside7.11

Spark Networks Market Premium Indicators

Risk Adjusted Performance(0.44)
Jensen Alpha(0.56)
Total Risk Alpha(0.53)
Treynor Ratio(18.27)

Spark Networks Backtested Returns

Macroaxis considers Spark Networks to be dangerous. Spark Networks owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.134, which indicates the firm had -0.134% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Spark Networks exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Spark Networks Coefficient Of Variation of (1,005) and Risk Adjusted Performance of (0.44) to confirm the risk estimate we provide. The entity has a beta of 0.0308, which indicates as returns on market increase, Spark Networks returns are expected to increase less than the market. However, during bear market, the loss on holding Spark Networks will be expected to be smaller as well. Even though it is essential to pay attention to Spark Networks current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Spark Networks exposes twenty-one different technical indicators, which can help you to evaluate its performance. Spark Networks has an expected return of -0.7452%. Please be advised to validate Spark Networks Market Risk Adjusted Performance, Variance as well as the relationship between Variance and Potential Upside to decide if Spark Networks stock performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation(0.97) 
correlation synergy

Near perfect reversele predictability

Spark Networks has near perfect reversele predictability. Overlapping area represents the amount of predictability between Spark Networks time series from December 29, 2019 to February 12, 2020 and February 12, 2020 to March 28, 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 Spark Networks price movement. The serial correlation of -0.97 indicates that 97.0% of current Spark Networks price fluctuation can be explain by its past prices. Given that Spark Networks has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Spark Networks for similar time interval.
Correlation Coefficient-0.97
Spearman Rank Test-0.94
Residual Average0.0
Price Variance2.3

Spark Networks lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

Spark Networks regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

Spark Networks Lagged Returns

 Regressed Prices 
    
  Timeline 

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Additionally, see Spark Networks Hype Analysis, Spark Networks Correlation, Spark Networks Valuation, Spark Networks Volatility as well as analyze Spark Networks Alpha and Beta and Spark Networks Performance. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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