BSE (India) Backtesting

BSESN -- India Index  

 35,432  114.94  0.32%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of BSE and determine expected loss or profit from investing in BSE over given investment horizon. See also BSE Hype Analysis, BSE Correlation, Portfolio Optimization, BSE Volatility as well as analyze BSE Alpha and Beta and BSE Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

BSE 'What if' Analysis

May 22, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 21, 2018
0.00
If you would invest  0.00  in BSE on May 22, 2018 and sell it all today you would earn a total of 0.00 from holding BSE or generate 0.0% return on investment in BSE over 30 days.

BSE Upside/Downside Indicators

  

BSE Market Premium Indicators

BSE Backtested Returns

BSE secures Sharpe Ratio (or Efficiency) of 0.1439 which signifies that BSE had 0.1439% of return per unit of risk over the last 1 month. Our approach towards foreseeing volatility of a index is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for BSE which you can use to evaluate future volatility of the entity. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and BSE are completely uncorrelated. Although it is extremely important to respect BSE historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach towards foreseeing future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing BSE technical indicators you can today evaluate if the expected return of 0.0732% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.46 

Average predictability

BSE has average predictability. Overlapping area represents the amount of predictability between BSE time series from May 22, 2018 to June 6, 2018 and June 6, 2018 to June 21, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BSE price movement. The serial correlation of 0.46 indicates that about 46.0% of current BSE price fluctuation can be explain by its past prices.
Correlation Coefficient 0.46
Spearman Rank Test 0.28
Price Variance 20121.35
Lagged Price Variance 57912.17

BSE lagged returns against current returns

 Current and Lagged Values 
      Timeline 

BSE regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

BSE Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - BSESN

BSE Investor Sentiment
Most of Macroaxis investors are at this time bullish on BSE. What is your opinion about investing in India companies? Are you bullish or bearish on BSE?
Bullish
Bearish
98% Bullish
2% Bearish
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See also BSE Hype Analysis, BSE Correlation, Portfolio Optimization, BSE Volatility as well as analyze BSE Alpha and Beta and BSE Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.