Gateway Distriparks (India) Backtesting

GDL -- India Stock  

INR 157.00  3.00  1.88%

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

Gateway Distriparks 'What if' Analysis

October 16, 2018
No Change 0.00  0.0%
In 31 days
November 15, 2018
If you would invest  0.00  in Gateway Distriparks on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Gateway Distriparks Limited or generate 0.0% return on investment in Gateway Distriparks over 30 days. Gateway Distriparks is related to or competes with Container, Transport, Navkar, Sical Logistics, Snowman Logistics, Shreeji Translogistics, and MFL INDIA. Gateway Distriparks Limited, together with its subsidiaries, engages in the container related logistics business in Indi...

Gateway Distriparks Upside/Downside Indicators

Downside Deviation4.33
Information Ratio0.1167
Maximum Drawdown18.2
Value At Risk4.30
Potential Upside9.07

Gateway Distriparks Market Premium Indicators

Risk Adjusted Performance0.122
Jensen Alpha0.3771
Total Risk Alpha0.9523
Sortino Ratio0.1344
Treynor Ratio0.64

Gateway Distriparks Backtested Returns

We consider Gateway Distriparks not too volatile. Gateway Distriparks holds Efficiency (Sharpe) Ratio of 0.0018 which attests that Gateway Distriparks had 0.0018% of return per unit of risk over the last 1 month. Our philosophy towards determining 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 Gateway Distriparks which you can use to evaluate future volatility of the corporation. Please check out Gateway Distriparks Downside Deviation of 4.33, Market Risk Adjusted Performance of 0.63 and Risk Adjusted Performance of 0.122 to validate if risk estimate we provide are consistent with the epected return of 0.0098%. Gateway Distriparks has performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.727 which attests that as returns on market increase, returns on owning Gateway Distriparks are expected to decrease at a much smaller rate. During bear market, Gateway Distriparks is likely to outperform the market.. Although it is extremely important to respect Gateway Distriparks current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Gateway Distriparks technical indicators you can presently evaluate if the expected return of 0.0098% will be sustainable into the future. Gateway Distriparks right now retains a risk of 5.4685%. Please check out Gateway Distriparks Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Gateway Distriparks will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.54) 
correlation synergy

Good reverse predictability

Gateway Distriparks Limited has good reverse predictability. Overlapping area represents the amount of predictability between Gateway Distriparks time series from October 16, 2018 to October 31, 2018 and October 31, 2018 to November 15, 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 Gateway Distriparks price movement. The serial correlation of -0.54 indicates that about 54.0% of current Gateway Distriparks price fluctuation can be explain by its past prices. Given that Gateway Distriparks Limited has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Gateway Distriparks for similar time interval.
Correlation Coefficient-0.54
Spearman Rank Test-0.75
Residual Average0.0
Price Variance135.78

Gateway Distriparks lagged returns against current returns

 Current and Lagged Values 

Gateway Distriparks regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Gateway Distriparks Lagged Returns

 Regressed Prices 

Current Sentiment - GDL

Gateway Distriparks Investor Sentiment

Most of Macroaxis users are currently bullish on Gateway Distriparks Limited. What is your judgment towards investing in Gateway Distriparks Limited? Are you bullish or bearish?
98% Bullish
2% Bearish

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Please also check Gateway Distriparks Hype Analysis, Gateway Distriparks Correlation, Gateway Distriparks Valuation, Gateway Distriparks Volatility as well as analyze Gateway Distriparks Alpha and Beta and Gateway Distriparks Performance. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.