Tata Ethical Hype Analysis, Tata Ethical Correlation, Portfolio Optimization, Tata Ethical Volatility as well as analyze Tata Ethical Alpha and Beta and Tata Ethical Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Tata Ethical Dir Div and determine expected loss or profit from investing in Tata Ethical over given investment horizon. Additionally see
|Horizon||30 Days Login to change|
Tata Ethical 'What if' Analysis
December 19, 20180.00
February 17, 20190.00
If you would invest 0.00 in Tata Ethical on December 19, 2018 and sell it all today you would earn a total of 0.00 from holding Tata Ethical Dir Div or generate 0.0% return on investment in Tata Ethical over 60 days. Tata Ethical is related to or competes with ICICI Pru, Reliance Media, PNB Met, UTI MNC, UTI MNC, IDFC Infrastructure, and Birla Sun. To provide medium to long- term capital gains by investing in Shariah compliant equity and equity related instruments of...
Tata Ethical Upside/Downside Indicators
Tata Ethical Market Premium Indicators
Tata Ethical Dir Backtested Returns
Macroaxis considers Tata Ethical to be not too risky. Tata Ethical Dir owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2196 which indicates the organization had -0.2196% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Tata Ethical Dir Div exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Tata Ethical Coefficient Of Variation of
(881.13) and Risk Adjusted Performance of (0.20) to confirm risk estimate we provide. The entity has beta of -0.1791 which indicates as returns on market increase, returns on owning Tata Ethical are expected to decrease at a much smaller rate. During bear market, Tata Ethical is likely to outperform the market. Even though it is essential to pay attention to Tata Ethical Dir current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Tata Ethical Dir Div exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.10)|
|Spearman Rank Test||0.21|
Tata Ethical Dir lagged returns against current returns
Current and Lagged Values
Tata Ethical regressed lagged prices vs. current prices
Current vs Lagged Prices
Tata Ethical Lagged Returns
Get historical volatility and risk analysis based on latest market data
|All Next||Launch Volatility Analysis|
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Tata Ethical Hype Analysis, Tata Ethical Correlation, Portfolio Optimization, Tata Ethical Volatility as well as analyze Tata Ethical Alpha and Beta and Tata Ethical Performance. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.