Infosys Backtesting

INFY -- USA Stock  

USD 19.68  0.22  1.11%

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

Infosys 'What if' Analysis

June 19, 2018
No Change 0.00  0.0%
In 30 days
July 19, 2018
If you would invest  0.00  in Infosys on June 19, 2018 and sell it all today you would earn a total of 0.00 from holding Infosys Limited or generate 0.0% return on investment in Infosys over 30 days. Infosys is related to or competes with Gartner, Digimarc, and EPAM Systems. Infosys Limited, together with its subsidiaries, provides consulting, technology, and outsourcing services in North Amer...

Infosys Upside/Downside Indicators

Downside Deviation1.42
Information Ratio0.1351
Maximum Drawdown5.64
Value At Risk1.78
Potential Upside2.26

Infosys Market Premium Indicators

Risk Adjusted Performance0.1397
Jensen Alpha0.2361
Total Risk Alpha0.0541
Sortino Ratio0.1338
Treynor Ratio0.5257

Infosys Limited Backtested Returns

Macroaxis considers Infosys not too volatile given 1 month investment horizon. Infosys Limited holds Efficiency (Sharpe) Ratio of 0.2683 which attests that Infosys Limited had 0.2683% 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-one technical indicators for Infosys Limited which you can use to evaluate future volatility of the corporation. Please utilize Infosys Downside Deviation of 1.42, Market Risk Adjusted Performance of 0.5357 and Risk Adjusted Performance of 0.1397 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Infosys holds performance score of 17. The company retains Market Volatility (i.e. Beta) of 0.5624 which attests that as returns on market increase, Infosys returns are expected to increase less than the market. However during bear market, the loss on holding Infosys will be expected to be smaller as well.. Although it is vital to follow to Infosys Limited current price history, it is good to be conservative about what you can actually do with the information regarding 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 Infosys Limited technical indicators you can presently evaluate if the expected return of 0.3648% will be sustainable into the future. Please utilizes Infosys Mean Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to make a quick decision on weather Infosys Limited current trending patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.58 

Modest predictability

Infosys Limited has modest predictability. Overlapping area represents the amount of predictability between Infosys time series from June 19, 2018 to July 4, 2018 and July 4, 2018 to July 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 Infosys Limited price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Infosys price fluctuation can be explain by its past prices.
Correlation Coefficient 0.58
Spearman Rank Test 0.43
Price Variance 0.06
Lagged Price Variance 0.28

Infosys Limited lagged returns against current returns

 Current and Lagged Values 

Infosys regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Infosys Lagged Returns

 Regressed Prices 

Current Sentiment - INFY

Infosys Limited Investor Sentiment
Most of Macroaxis users are currently bullish on Infosys Limited. What is your judgment towards investing in Infosys Limited? Are you bullish or bearish?
98% Bullish
2% Bearish

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Please also check Infosys Hype Analysis, Infosys Correlation, Infosys Valuation, Infosys Volatility as well as analyze Infosys Alpha and Beta and Infosys Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.