Ulta Beauty Inc (ULTA) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to ULTA's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 7.25%.   Win rate: 100%.   Sharpe Ratio: 4.8.   Maximum drawdown: 2.54% on 29 August 2017.
Mean CAGR: 215.44%. Time in market: 97 days.   Hypothetical return: $1000 would be worth $1418.09 on 15 November 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Ulta Beauty

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 5 signal(s) occurring before 19 March 2024 for a 5% profit target: (100% * 7.25%) + (0% * 0%) - (0% * 0%) = 7.25%.
Wins: 5 Breakevens: 0 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Ulta Beauty Analysis

Market sector: Consumer Discretionary.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
25 July 2024   20 $ 367.65 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 October 2023   5 $ 381.22 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
12 March 2020   80 $ 198.73 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
10 September 2019   0 $ 228.46 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
12 October 2017   5 $ 195.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
25 August 2017   5 $ 213.90 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Ulta Beauty Inc (exchange: XNAS symbol: ULTA) was last updated 27 Mar 2026 11:35. Data for this stock is available from 01 Apr 2016 - 26 Mar 2026.