A Infrastructure (India) Backtesting

AINFRA -- India Stock  

INR 23.95  1.10  4.81%

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

A Infrastructure 'What if' Analysis

August 22, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 21, 2018
0.00
If you would invest  0.00  in A Infrastructure on August 22, 2018 and sell it all today you would earn a total of 0.00 from holding A Infrastructure Limited or generate 0.0% return on investment in A Infrastructure over 30 days. A Infrastructure is related to or competes with UltraTech Cement, Ambuja Cements, Ambuja Cements, ACC, Century Textiles, Grindwell Norton, and J K. A Infrastructure Limited manufactures and sells asbestos cement pressure pipes, asbestos cement corrugated roofing sheet...

A Infrastructure Upside/Downside Indicators

Information Ratio0.3927
Maximum Drawdown9.9
Value At Risk4.88
Potential Upside5.14
  

A Infrastructure Market Premium Indicators

Risk Adjusted Performance0.1743
Jensen Alpha1.55
Total Risk Alpha0.7148
Treynor Ratio1.81

A Infrastructure Limited Backtested Returns

A Infrastructure is not very volatile given 1 month investment horizon. A Infrastructure Limited secures Sharpe Ratio (or Efficiency) of 0.3745 which signifies that A Infrastructure Limited had 0.3745% of return per unit of return volatility over the last 1 month. Our philosophy in foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.5148% are justified by taking the suggested risk. Use A Infrastructure Mean Deviation of 3.36 and Coefficient Of Variation of 238.79 to evaluate company specific risk that cannot be diversified away. A Infrastructure holds performance score of 24 on a scale of zero to a hundred. The corporation shows Beta (market volatility) of 0.9015 which signifies that A Infrastructure returns are very sensitive to returns on the market. as market goes up or down, A Infrastructure is expected to follow.. Although it is essential to pay attention to A Infrastructure Limited historical returns, it is also good to be reasonable about what you can actually do with equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if A Infrastructure Limited expected return of 1.5148 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use A Infrastructure Information Ratio as well as the relationship between Potential Upside and Kurtosis to analyze future returns on A Infrastructure.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.70 

Good predictability

A Infrastructure Limited has good predictability. Overlapping area represents the amount of predictability between A Infrastructure time series from August 22, 2018 to September 6, 2018 and September 6, 2018 to September 21, 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 A Infrastructure Limited price movement. The serial correlation of 0.7 indicates that around 70.0% of current A Infrastructure price fluctuation can be explain by its past prices.
Correlation Coefficient0.7
Spearman Rank Test0.73
Residual Average0.0
Price Variance4.05

A Infrastructure Limited lagged returns against current returns

 Current and Lagged Values 
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A Infrastructure regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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A Infrastructure Lagged Returns

 Regressed Prices 
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Current Sentiment - AINFRA

A Infrastructure Limited Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in A Infrastructure Limited. What is your sentiment towards investing in A Infrastructure Limited? Are you bullish or bearish?
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A Infrastructure Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for A Infrastructure and UltraTech Cement Limited. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Check also A Infrastructure Hype Analysis, A Infrastructure Correlation, A Infrastructure Valuation, A Infrastructure Volatility as well as analyze A Infrastructure Alpha and Beta and A Infrastructure Performance. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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