Genpact Limited Backtesting

Genpact Limited -- USA Stock  

USD 32.1  0.02  0.0623%

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 Limited over given investment horizon. Please also check Genpact Limited Hype Analysis, Genpact Limited Correlation, Genpact Limited Valuation, Genpact Limited Volatility as well as analyze Genpact Limited Alpha and Beta and Genpact Limited Performance
Investment Horizon     30 Days    Login   to change

Genpact Limited 'What if' Analysis

November 12, 2017
No Change 0.00  0.0%
In 31 days
December 12, 2017
If you would invest  0.00  in Genpact Limited on November 12, 2017 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 Limited over 30 days. Genpact Limited is related to or competes with NetSuite, Visa, Zillow, Air Lease, and BlackLine. Genpact Limited offers finance and accounting services that include accounts payable services comprising document manage...

Genpact Limited Upside/Downside Indicators


Genpact Limited Market Premium Indicators

Genpact Limited lagged returns against current returns

 Current and Lagged Values 

Genpact Limited regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Genpact Limited Backtested Returns

We consider Genpact Limited not too risky. Genpact Limited holds Efficiency (Sharpe) Ratio of 0.2108 which attests that Genpact Limited had 0.2108% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Genpact Limited which you can use to evaluate future volatility of the corporation. Please check out Genpact Limited Downside Deviation of 0.7121, Market Risk Adjusted Performance of 0.1844 and Risk Adjusted Performance of 0.101 to validate if risk estimate we provide are consistent with the epected return of 0.1564%. Genpact Limited has performance score of 13 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.7653 which attests that as returns on market increase, Genpact Limited returns are expected to increase less than the market. However during bear market, the loss on holding Genpact Limited will be expected to be smaller as well.. Although it is extremely important to respect Genpact Limited current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Genpact Limited technical indicators you can presently evaluate if the expected return of 0.1564% will be sustainable into the future. Genpact Limited right now retains a risk of 0.7421%. Please check out Genpact Limited Downside Variance, Daily Balance Of Power and the relationship between Maximum Drawdown and Skewness to decide if Genpact Limited will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.54 

Modest predictability

Genpact Limited has modest predictability. Overlapping area represents the amount of predictability between Genpact Limited time series from November 12, 2017 to November 27, 2017 and November 27, 2017 to December 12, 2017. 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 0.54 indicates that about 54.0% of current Genpact Limited price fluctuation can be explain by its past prices.
Correlation Coefficient 0.54
Spearman Rank Test 0.32
Price Variance 0.04
Lagged Price Variance 0.09

Genpact Limited Lagged Returns

 Regressed Prices 

Genpact Limited Performance vs DOW

The median price of Genpact Limited for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 31.88 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 31.72, and mean deviation of 0.45. The Stock received some media coverage during the period.
December 7, 2017Genpact Limited Dividend Paid
Price Growth (%)  
Sale by Gic Private Ltd of 1499806 shares of Genpact Limited11/20/2017
Genpact Limited Declares Quarterly Dividend of 0.0612/11/2017