Verizon Communications Inc (VZ) Daily/Weekly Backtest Results

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

Expectancy: -5.40%.   Win rate: 54.55%.   Sharpe Ratio: -1.619.   Maximum drawdown: -42.81% on 18 July 2023.
Mean CAGR: 65.83%. Time in market: 4142 days.   Hypothetical return: $1000 would be worth $752.03 on 01 December 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 Verizon Communications

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 11 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (54.55% * 8.49%) + (0% * 0%) - (45.45% * 22.06%) = -5.40%.
Wins: 6 Breakevens: 0 Losses: 5

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.

Verizon Communications 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 Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
10 January 2025   LOW   smart_toy0.861   52 Week Low $ 38.00 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
02 October 2023   LOW   smart_toy0.833   52 Week Low $ 30.90 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
17 July 2023   LOW   smart_toy0.759   52 Week Low $ 31.34 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 May 2023   LOW   smart_toy0.677   52 Week Low $ 35.18 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
26 September 2022   MEDIUM   smart_toy0.99   52 Week Low $ 39.08 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
23 August 2022   LOW   smart_toy0.663   52 Week Low $ 43.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 July 2022   LOW   smart_toy0.886   52 Week Low $ 45.20 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 April 2022   LOW   smart_toy0.569   52 Week Low $ 49.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 November 2021   LOW   smart_toy0.833   52 Week Low $ 51.07 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
22 September 2021   LOW   smart_toy0.707   52 Week Low $ 54.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
12 March 2020   LOW   smart_toy0.956   52 Week Low $ 51.03 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
29 June 2017   LOW   smart_toy0.502   52 Week Low $ 39.00 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_bolt

 

The data for Verizon Communications Inc (exchange: XNYS symbol: VZ) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Jun 2016 - 15 May 2026.