CYIENT Hype Analysis, CYIENT Correlation, CYIENT Valuation, CYIENT Volatility as well as analyze CYIENT Alpha and Beta and CYIENT Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of CYIENT LIMITED and determine expected loss or profit from investing in CYIENT over given investment horizon. Check also
|Horizon||30 Days Login to change|
CYIENT 'What if' Analysis
June 21, 20190.00
August 20, 20190.00
If you would invest 0.00 in CYIENT on June 21, 2019 and sell it all today you would earn a total of 0.00 from holding CYIENT LIMITED or generate 0.0% return on investment in CYIENT over 60 days. CYIENT is related to or competes with NETWORK LTD. Cyient Limited provides geospatial, engineering design, information technology solutions, and data analytic services in ...
CYIENT Upside/Downside Indicators
|Value At Risk||(0.11)|
CYIENT Market Premium Indicators
|Risk Adjusted Performance||(0.30)|
|Total Risk Alpha||(0.022085)|
CYIENT LIMITED Backtested Returns
Macroaxis considers CYIENT to be very steady. CYIENT LIMITED secures Sharpe Ratio (or Efficiency) of -0.2372 which signifies that the organization had -0.2372% of return per unit of return volatility over the last 2 months. Macroaxis way of 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. CYIENT LIMITED exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CYIENT LIMITED Risk Adjusted Performance of
(0.30) and Mean Deviation of 0.0311 to double-check risk estimate we provide. The firm shows Beta (market volatility) of -0.0122 which signifies that as returns on market increase, returns on owning CYIENT are expected to decrease at a much smaller rate. During bear market, CYIENT is likely to outperform the market. Even though it is essential to pay attention to CYIENT LIMITED historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis way of 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. CYIENT LIMITED exposes twenty-one different technical indicators which can help you to evaluate its performance. CYIENT LIMITED has expected return of -0.5586%. Please be advised to confirm CYIENT LIMITED Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if CYIENT LIMITED past performance will be repeated at future time.
|15 days auto-correlation||0.56|
|Spearman Rank Test||0.56|
CYIENT LIMITED lagged returns against current returns
Current and Lagged Values
CYIENT regressed lagged prices vs. current prices
Current vs Lagged Prices
CYIENT Lagged Returns
Check also CYIENT Hype Analysis, CYIENT Correlation, CYIENT Valuation, CYIENT Volatility as well as analyze CYIENT Alpha and Beta and CYIENT Performance. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.