Bharat Immunologicals Hype Analysis, Bharat Immunologicals Correlation, Bharat Immunologicals Valuation, Bharat Immunologicals Volatility as well as analyze Bharat Immunologicals Alpha and Beta and Bharat Immunologicals Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Bharat Immunologicals Biologicals Corp Ltd and determine expected loss or profit from investing in Bharat Immunologicals over given investment horizon. Check also
|Horizon||30 Days Login to change|
Bharat Immunologicals 'What if' Analysis
May 19, 20190.00
July 18, 20190.00
If you would invest 0.00 in Bharat Immunologicals on May 19, 2019 and sell it all today you would earn a total of 0.00 from holding Bharat Immunologicals Biologicals Corp Ltd or generate 0.0% return on investment in Bharat Immunologicals over 60 days. Bharat Immunologicals is related to or competes with Syngene International, Biocon, Biocon, Dishman Carbogen, Panacea Biotec, SMS Lifesciences, and Lyka Labs. Bharat Immunologicals Biologicals Corporation Limited, a biotechnology company, manufactures and markets a range of phar...
Bharat Immunologicals Upside/Downside Indicators
|Value At Risk||(7.15)|
Bharat Immunologicals Market Premium Indicators
|Risk Adjusted Performance||(0.09)|
|Total Risk Alpha||(1.22)|
Bharat Immunologicals Backtested Returns
Macroaxis considers Bharat Immunologicals to be very risky. Bharat Immunologicals secures Sharpe Ratio (or Efficiency) of -0.1793 which signifies that the organization had -0.1793% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Bharat Immunologicals Biologicals Corp Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Bharat Immunologicals Risk Adjusted Performance of
(0.09) and Mean Deviation of 2.6 to double-check risk estimate we provide. The firm shows Beta (market volatility) of 0.0603 which signifies that as returns on market increase, Bharat Immunologicals returns are expected to increase less than the market. However during bear market, the loss on holding Bharat Immunologicals will be expected to be smaller as well. Even though it is essential to pay attention to Bharat Immunologicals historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Bharat Immunologicals Biologicals Corp Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Bharat Immunologicals has expected return of -0.7934%. Please be advised to confirm Bharat Immunologicals Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if Bharat Immunologicals past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.73)|
|Spearman Rank Test||-1.0|
Bharat Immunologicals lagged returns against current returns
Current and Lagged Values
Bharat Immunologicals regressed lagged prices vs. current prices
Current vs Lagged Prices
Bharat Immunologicals Lagged Returns
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
|All Next||Launch Module|
Check also Bharat Immunologicals Hype Analysis, Bharat Immunologicals Correlation, Bharat Immunologicals Valuation, Bharat Immunologicals Volatility as well as analyze Bharat Immunologicals Alpha and Beta and Bharat Immunologicals Performance. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.