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
to analyze future returns on A Infrastructure.
|15 days auto-correlation|| 0.70 |
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.
|Spearman Rank Test||0.73|