Federal Realty Investment Trust (FRT) Daily/Weekly Backtest Results crown

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

Expectancy: 3.71%.   Win rate: 50.0%.   Sharpe Ratio: -2.363.   Maximum drawdown: -46.80% on 03 April 2020.
Mean CAGR: 32.08%. Time in market: 3065 days.   Hypothetical return: $1000 would be worth $1200.17 on 30 June 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 Federal Realty

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 10 signal(s) occurring before 06 April 2024 for a 7.5% profit target: (50.0% * 8.74%) + (40.0% * 0.29%) - (10.0% * 7.75%) = 3.71%.
Wins: 5 Breakevens: 4 Losses: 1

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.

Federal Realty Analysis

Market sector: Real Estate.

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 Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
13 March 2025   MEDIUM   smart_toy0.964   mode_heat 52 Week Low $ 95.78 select_check_box select_check_box select_check_box select_check_box select_check_box
11 May 2023   MEDIUM     52 Week Low $ 88.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 September 2022   MEDIUM   smart_toy0.979   mode_heat 52 Week Low $ 91.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 June 2022   MEDIUM     52 Week Low $ 98.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 May 2022   MEDIUM     52 Week Low $ 111.00 select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 March 2020   HIGH   smart_toy0.985   mode_heatmode_heat 52 Week Low $ 111.11 select_check_box select_check_box select_check_box select_check_box select_check_box
31 January 2020   MEDIUM     52 Week Low $ 122.40 select_check_box select_check_box select_check_box select_check_box select_check_box
02 February 2018   MEDIUM     52 Week Low $ 106.56 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 May 2017   MEDIUM     52 Week Low $ 112.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
03 March 2017   MEDIUM     52 Week Low $ 120.99 select_check_box select_check_box select_check_box select_check_box select_check_box
11 November 2016   MEDIUM     52 Week Low $ 121.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box

 

The data for Federal Realty Investment Trust (exchange: XNYS symbol: FRT) was last updated 14 Apr 2026 11:17. Data for this stock is available from 01 Sep 2015 - 13 Apr 2026.