Arambhan Hospitality (India) Backtesting

ARAMBHAN -- India Stock  

INR 12.95  0.00  0.00%

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

August 26, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 25, 2018
0.00
If you would invest  0.00  in Arambhan Hospitality on August 26, 2018 and sell it all today you would earn a total of 0.00 from holding Arambhan Hospitality Services or generate 0.0% return on investment in Arambhan Hospitality over 30 days. Arambhan Hospitality is related to or competes with Tata Consultancy, Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, HDFC Bank, and ITC. Arambhan Hospitality Services Limited provides offshore catering and housekeeping services to the oil and gas sector in ...

Arambhan Hospitality Upside/Downside Indicators

Information Ratio0.37
Maximum Drawdown9.78
Value At Risk9.44
  

Arambhan Hospitality Market Premium Indicators

Risk Adjusted Performance0.14
Jensen Alpha1.04
Total Risk Alpha1.76
Treynor Ratio0.83

Arambhan Hospitality Backtested Returns

Macroaxis considers Arambhan Hospitality to be relatively volatile. Arambhan Hospitality secures Sharpe Ratio (or Efficiency) of -0.3338 which signifies that Arambhan Hospitality had -0.3338% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Arambhan Hospitality Services exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Arambhan Hospitality Mean Deviation of 1.59 and Risk Adjusted Performance of 0.14 to double-check risk estimate we provide. Macroaxis gives Arambhan Hospitality performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.0701 which signifies that Arambhan Hospitality returns are very sensitive to returns on the market. as market goes up or down, Arambhan Hospitality is expected to follow.. Even though it is essential to pay attention to Arambhan Hospitality historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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. Arambhan Hospitality Services exposes twenty-one different technical indicators which can help you to evaluate its performance. Arambhan Hospitality has expected return of -1.0116%. Please be advised to confirm Arambhan Hospitality Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if Arambhan Hospitality past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Arambhan Hospitality Services has no correlation between past and present. Overlapping area represents the amount of predictability between Arambhan Hospitality time series from August 26, 2018 to September 10, 2018 and September 10, 2018 to September 25, 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 Arambhan Hospitality price movement. The serial correlation of 0.0 indicates that just 0.0% of current Arambhan Hospitality price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test-0.5
Residual Average0.0
Price Variance0.0

Arambhan Hospitality lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Arambhan Hospitality regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Arambhan Hospitality Lagged Returns

 Regressed Prices 
      Timeline 

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Arambhan Hospitality Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Arambhan Hospitality and Tata Consultancy Ser. 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
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Check also Arambhan Hospitality Hype Analysis, Arambhan Hospitality Correlation, Arambhan Hospitality Valuation, Arambhan Hospitality Volatility as well as analyze Arambhan Hospitality Alpha and Beta and Arambhan Hospitality Performance. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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