Genpact Backtesting

G -- USA Stock  

USD 30.45  0.07  0.23%

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

Genpact 'What if' Analysis

August 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 19, 2018
0.00
If you would invest  0.00  in Genpact on August 20, 2018 and sell it all today you would earn a total of 0.00 from holding Genpact Limited or generate 0.0% return on investment in Genpact over 30 days. Genpact is related to or competes with Visa, Broadridge Financial, Bazaarvoice, Verisk Analytics, Eco Tek, and Euronet Worldwide. Genpact Limited provides business process outsourcing and information technology services North and Latin America, India...

Genpact Upside/Downside Indicators

Information Ratio0.25
Maximum Drawdown2.15
Value At Risk0.96
Potential Upside1.09
  

Genpact Market Premium Indicators

Risk Adjusted Performance0.037571
Jensen Alpha0.11
Total Risk Alpha0.27
Treynor Ratio0.60

Genpact Limited Backtested Returns

Macroaxis considers Genpact to be not too risky. Genpact Limited holds Efficiency (Sharpe) Ratio of -0.0654 which attests that Genpact Limited had -0.0654% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Genpact Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Genpact Market Risk Adjusted Performance of 0.59 and Risk Adjusted Performance of 0.037571 to validate risk estimate we provide. Macroaxis gives Genpact performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.1519 which attests that as returns on market increase, Genpact returns are expected to increase less than the market. However during bear market, the loss on holding Genpact will be expected to be smaller as well.. Even though it is essential to pay attention to Genpact Limited current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Genpact Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Genpact Limited has expected return of -0.046%. Please be advised to check out Genpact Maximum Drawdown, and the relationship between Information Ratio and Downside Variance to decide if Genpact Limited past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.03) 

Very weak reverse predictability

Genpact Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Genpact time series from August 20, 2018 to September 4, 2018 and September 4, 2018 to September 19, 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 Genpact Limited price movement. The serial correlation of -0.03 indicates that only 3.0% of current Genpact price fluctuation can be explain by its past prices. Given that Genpact Limited has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Genpact for similar time interval.
Correlation Coefficient-0.03
Spearman Rank Test0.12
Residual Average0.0
Price Variance0.03

Genpact Limited lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Genpact regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Genpact Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - G

Genpact Limited Investor Sentiment

More than half of Macroaxis users are currently bullish on Genpact Limited. What is your judgment towards investing in Genpact Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please also check Genpact Hype Analysis, Genpact Correlation, Genpact Valuation, Genpact Volatility as well as analyze Genpact Alpha and Beta and Genpact Performance. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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