ACIIN Backtesting

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ACIIN -- India Stock  

INR 0.23  0.01  4.55%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ACI INFOCOM LTD and determine expected loss or profit from investing in ACI INFOCOM over given investment horizon. Please continue to ACI INFOCOM Hype Analysis, ACI INFOCOM Correlation, ACI INFOCOM Valuation, ACI INFOCOM Volatility as well as analyze ACI INFOCOM Alpha and Beta and ACI INFOCOM Performance.
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Backtest

ACI INFOCOM 'What if' Analysis

0.00
03/03/2020
No Change 0.00  0.0 
In 3 months and 1 day
06/01/2020
0.00
If you would invest  0.00  in ACI INFOCOM on March 3, 2020 and sell it all today you would earn a total of 0.00 from holding ACI INFOCOM LTD or generate 0.0% return on investment in ACI INFOCOM over 90 days. ACI Infocom Limited engages in the construction and sale of real estate projects in India

ACI INFOCOM Upside/Downside Indicators

Information Ratio(0.11)
Maximum Drawdown20.53
Value At Risk(5.00)
Potential Upside5.0

ACI INFOCOM Market Premium Indicators

Risk Adjusted Performance(0.46)
Jensen Alpha(0.36)
Total Risk Alpha(0.36)
Treynor Ratio12.16

ACI INFOCOM LTD Backtested Returns

Macroaxis considers ACI INFOCOM to be out of control. ACI INFOCOM LTD secures Sharpe Ratio (or Efficiency) of -0.1331, which signifies that the company had -0.1331% of return per unit of return volatility over the last 3 months. Macroaxis philosophy towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. ACI INFOCOM LTD exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ACI INFOCOM LTD Coefficient Of Variation of (880.57) and Mean Deviation of 1.68 to double-check the risk estimate we provide. The corporation shows a Beta (market volatility) of -0.0299, which signifies that as returns on market increase, returns on owning ACI INFOCOM are expected to decrease at a much smaller rate. During bear market, ACI INFOCOM is likely to outperform the market. Even though it is essential to pay attention to ACI INFOCOM LTD historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. ACI INFOCOM LTD exposes twenty-one different technical indicators, which can help you to evaluate its performance. ACI INFOCOM LTD has an expected return of -0.486%. Please be advised to confirm ACI INFOCOM LTD Variance as well as the relationship between Maximum Drawdown and Semi Variance to decide if ACI INFOCOM LTD stock performance from the past will be repeated at some future date.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation(0.23) 
correlation synergy

Weak reverse predictability

ACI INFOCOM LTD has weak reverse predictability. Overlapping area represents the amount of predictability between ACI INFOCOM time series from 3rd of March 2020 to 17th of April 2020 and 17th of April 2020 to 1st of June 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ACI INFOCOM LTD price movement. The serial correlation of -0.23 indicates that over 23.0% of current ACI INFOCOM price fluctuation can be explain by its past prices. Given that ACI INFOCOM LTD has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of ACI INFOCOM for similar time interval.
Correlation Coefficient-0.23
Spearman Rank Test-0.46
Residual Average0.0
Price Variance0.0

ACI INFOCOM LTD lagged returns against current returns

 Current and Lagged Values 
      Timeline 

ACI INFOCOM regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

ACI INFOCOM Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - ACIIN

ACI INFOCOM LTD Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in ACI INFOCOM LTD. What is your sentiment towards investing in ACI INFOCOM LTD? Are you bullish or bearish?
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ACI INFOCOM Pair Correlation

Equities Pair Trading Analysis

Please continue to ACI INFOCOM Hype Analysis, ACI INFOCOM Correlation, ACI INFOCOM Valuation, ACI INFOCOM Volatility as well as analyze ACI INFOCOM Alpha and Beta and ACI INFOCOM Performance. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page