BSE (India) Backtesting

BSE -- India Index  

 34,142  0.001562  0.00%

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

BSE 'What if' Analysis

January 25, 2018
No Change 0.00  0.0%
In 31 days
February 24, 2018
If you would invest  0.00  in BSE on January 25, 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 lagged returns against current returns

 Current and Lagged Values 

BSE regressed lagged prices vs. current prices

 Current vs Lagged Prices 

BSE Backtested Returns

BSE secures Sharpe Ratio (or Efficiency) of -0.3541 which signifies that BSE had -0.3541% of return per unit of risk over the last 1 month. Macroaxis approach towards foreseeing risk of any index is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. BSE exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and BSE are completely uncorrelated. Even though it is essential to pay attention to BSE historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis approach towards foreseeing future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. BSE exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.45 

Average predictability

BSE has average predictability. Overlapping area represents the amount of predictability between BSE time series from January 25, 2018 to February 9, 2018 and February 9, 2018 to February 24, 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 0.45 indicates that just about 45.0% of current BSE price fluctuation can be explain by its past prices.
Correlation Coefficient 0.45
Spearman Rank Test 0.44
Price Variance 50411.85
Lagged Price Variance 646534.29

BSE Lagged Returns

 Regressed Prices 

BSE Performance vs BSE

The median price of BSE for the period between Thu, Jan 25, 2018 and Sat, Feb 24, 2018 is 34297.47 with a coefficient of variation of 2.52. The daily time series for the period is distributed with a sample standard deviation of 869.63, arithmetic mean of 34551.35, and mean deviation of 724.62. The Index did not receive any noticable media coverage during the period.
Price Growth (%)