CONTAINER Backtesting

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CONCOR -- India Stock  

INR 429.80  7.60  1.80%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of CONTAINER CORPORATION OF and determine expected loss or profit from investing in CONTAINER CORPORATION over given investment horizon. Continue to CONTAINER CORPORATION Hype Analysis, CONTAINER CORPORATION Correlation, CONTAINER CORPORATION Valuation, CONTAINER CORPORATION Volatility as well as analyze CONTAINER CORPORATION Alpha and Beta and CONTAINER CORPORATION Performance.
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CONTAINER CORPORATION 'What if' Analysis

0.00
04/07/2020
No Change 0.00  0.0 
In 3 months and 1 day
07/06/2020
0.00
If you would invest  0.00  in CONTAINER CORPORATION on April 7, 2020 and sell it all today you would earn a total of 0.00 from holding CONTAINER CORPORATION OF or generate 0.0% return on investment in CONTAINER CORPORATION over 90 days. CONTAINER CORPORATION is related to or competes with LUPIN, and GUJARAT NARMADA. Container Corporation of India Limited engages in handling, transportation, and warehousing activities in India

CONTAINER CORPORATION Upside/Downside Indicators

Information Ratio(0.12)
Maximum Drawdown36.99
Value At Risk(4.37)
Potential Upside5.46

CONTAINER CORPORATION Market Premium Indicators

Risk Adjusted Performance(0.11)
Jensen Alpha(0.30)
Total Risk Alpha(0.80)
Treynor Ratio(1.37)

CONTAINER CORPORATION Backtested Returns

CONTAINER CORPORATION appears to be very steady, given 3 months investment horizon. CONTAINER CORPORATION secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had 0.18% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for CONTAINER CORPORATION OF, which you can use to evaluate future volatility of the firm. Please makes use of CONTAINER CORPORATION risk adjusted performance of (0.11), and mean deviation of 2.41 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CONTAINER CORPORATION holds a performance score of 12. The firm shows a Beta (market volatility) of 0.1865, which signifies not very significant fluctuations relative to the market. Let's try to break down what CONTAINER's beta means in this case. As returns on the market increase, CONTAINER CORPORATION returns are expected to increase less than the market. However, during the bear market, the loss on holding CONTAINER CORPORATION will be expected to be smaller as well. Although it is vital to follow to CONTAINER CORPORATION historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing CONTAINER CORPORATION technical indicators, you can today evaluate if the expected return of 0.37% will be sustainable into the future. Please makes use of CONTAINER CORPORATION coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to make a quick decision on whether CONTAINER CORPORATION price patterns will revert.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.00 
correlation synergy

No correlation between past and present

CONTAINER CORPORATION OF has no correlation between past and present. Overlapping area represents the amount of predictability between CONTAINER CORPORATION time series from 7th of April 2020 to 22nd of May 2020 and 22nd of May 2020 to 6th of July 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 CONTAINER CORPORATION price movement. The serial correlation of 0.0 indicates that just 0.0% of current CONTAINER CORPORATION price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

CONTAINER CORPORATION lagged returns against current returns

 Current and Lagged Values 
      Timeline 

CONTAINER CORPORATION regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

CONTAINER CORPORATION Lagged Returns

 Regressed Prices 
      Timeline 

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CONTAINER CORPORATION Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for CONTAINER CORPORATION and LUPIN LTD. 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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Continue to CONTAINER CORPORATION Hype Analysis, CONTAINER CORPORATION Correlation, CONTAINER CORPORATION Valuation, CONTAINER CORPORATION Volatility as well as analyze CONTAINER CORPORATION Alpha and Beta and CONTAINER CORPORATION Performance. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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