Build Backtesting

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BBW -- USA Stock  

Fiscal Quarter End: 31st of July 2020  

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

Build A 'What if' Analysis

0.00
04/13/2020
No Change 0.00  0.0 
In 3 months and 1 day
07/12/2020
0.00
If you would invest  0.00  in Build A on April 13, 2020 and sell it all today you would earn a total of 0.00 from holding Build A Bear or generate 0.0% return on investment in Build A over 90 days. Build A is related to or competes with Acorn International, Five Below, Best Buy, Advance Auto, 1 800, and AutoZone. Build-A-Bear Workshop, Inc. operates as a specialty retailer of plush animals and related products

Build A Upside/Downside Indicators

Downside Deviation6.78
Information Ratio0.1107
Maximum Drawdown39.28
Value At Risk(11.44)
Potential Upside16.81

Build A Market Premium Indicators

Risk Adjusted Performance0.2517
Jensen Alpha1.13
Total Risk Alpha0.2809
Sortino Ratio0.1269
Treynor Ratio(1.97)

Build A Bear Backtested Returns

Build A appears to be dangerous, given 3 months investment horizon. Build A Bear secures Sharpe Ratio (or Efficiency) of 0.0539, which signifies that the company had 0.0539% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the 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-eight technical indicators for Build A Bear, which you can use to evaluate future volatility of the firm. Please makes use of Build A Bear mean deviation of 5.52, downside deviation of 6.78, and risk adjusted performance of 0.2517 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Build A holds a performance score of 3. The firm shows a Beta (market volatility) of -0.5267, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Build's beta means in this case. As returns on the market increase, returns on owning Build A are expected to decrease at a much lower rate. During the bear market, Build A is likely to outperform the market. Although it is vital to follow to Build A Bear historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards foreseeing 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 analyzing Build A Bear technical indicators, you can presently evaluate if the expected return of 0.39% will be sustainable into the future. Please makes use of Build A Bear potential upside, and the relationship between the total risk alpha and kurtosis to make a quick decision on whether Build A price patterns will revert.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.63 
correlation synergy

Good predictability

Build A Bear has good predictability. Overlapping area represents the amount of predictability between Build A time series from 13th of April 2020 to 28th of May 2020 and 28th of May 2020 to 12th of July 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 Build A Bear price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Build A price fluctuation can be explain by its past prices.
Correlation Coefficient0.63
Spearman Rank Test0.3
Residual Average0.0
Price Variance0.08

Build A Bear lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Build A regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Build A Lagged Returns

 Regressed Prices 
      Timeline 

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Build A Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Build A and Envela Corp. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Continue to Build A Hype Analysis, Build A Correlation, Build A Valuation, Build A Volatility as well as analyze Build A Alpha and Beta and Build A Performance. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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