JPMorgan India (India) Backtesting

105583 -- India Fund  

INR 16.96  0.15  0.88%

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

JPMorgan India 'What if' Analysis

August 25, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 24, 2018
0.00
If you would invest  0.00  in JPMorgan India on August 25, 2018 and sell it all today you would earn a total of 0.00 from holding JPMorgan India Equity Div or generate 0.0% return on investment in JPMorgan India over 30 days. The investment objective of the Scheme is to generate income and long-term capital growth from a diversified portfolio o...

JPMorgan India Upside/Downside Indicators

  

JPMorgan India Market Premium Indicators

JPMorgan India Equity Backtested Returns

Macroaxis considers JPMorgan India to be not very risky. JPMorgan India Equity holds Efficiency (Sharpe) Ratio of -0.6864 which attests that JPMorgan India Equity had -0.6864% of return per unit of volatility over the last 1 month. Macroaxis approach towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. JPMorgan India Equity exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out JPMorgan India to validate risk estimate we provide. The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and JPMorgan India are completely uncorrelated. Even though it is essential to pay attention to JPMorgan India Equity current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis approach towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. JPMorgan India Equity exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

JPMorgan India Equity Div has no correlation between past and present. Overlapping area represents the amount of predictability between JPMorgan India time series from August 25, 2018 to September 9, 2018 and September 9, 2018 to September 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 JPMorgan India Equity price movement. The serial correlation of 0.0 indicates that just 0.0% of current JPMorgan India price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

JPMorgan India Equity lagged returns against current returns

 Current and Lagged Values 
      Timeline 

JPMorgan India regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

JPMorgan India Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - 105583

JPMorgan India Equity Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in JPMorgan India Equity Div. What is your judgment towards investing in JPMorgan India Equity Div? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked.
Explore Thematic Ideas
Explore Investing Ideas  
Check also JPMorgan India Hype Analysis, JPMorgan India Correlation, Portfolio Optimization, JPMorgan India Volatility as well as analyze JPMorgan India Alpha and Beta and JPMorgan India Performance. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
Search macroaxis.com