Gateway Distriparks (India) Backtesting

GDL -- India Stock  

INR 115.35  4.50  4.06%

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

November 17, 2018
No Change 0.00  0.0%
In 2 months and 1 day
January 16, 2019
If you would invest  0.00  in Gateway Distriparks on November 17, 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 60 days. Gateway Distriparks is related to or competes with Container, Blue Dart, Allcargo Logistics, Allcargo Logistics, TCI Express, Transport, and Gateway Distriparks. Gateway Distriparks Limited, together with its subsidiaries, engages in the container related logistics business in Indi...

Gateway Distriparks Upside/Downside Indicators

Information Ratio(0.07)
Maximum Drawdown25.04
Value At Risk(3.90)
Potential Upside2.29

Gateway Distriparks Market Premium Indicators

Risk Adjusted Performance(0.23)
Jensen Alpha(0.44)
Total Risk Alpha(0.11)
Treynor Ratio4.39

Gateway Distriparks Backtested Returns

Macroaxis considers Gateway Distriparks to be not too risky. Gateway Distriparks holds Efficiency (Sharpe) Ratio of -0.5417 which attests that Gateway Distriparks had -0.5417% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining 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. Gateway Distriparks exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Gateway Distriparks Market Risk Adjusted Performance of 4.4 and Risk Adjusted Performance of (0.23) to validate risk estimate we provide. Macroaxis gives Gateway Distriparks performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.0962 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. . Even though it is essential to pay attention to Gateway Distriparks current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Gateway Distriparks exposes twenty-one different technical indicators which can help you to evaluate its performance. Gateway Distriparks has expected return of -1.0573%. Please be advised to 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 past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.88 
correlation synergy

Very good predictability

Gateway Distriparks Limited has very good predictability. Overlapping area represents the amount of predictability between Gateway Distriparks time series from November 17, 2018 to December 17, 2018 and December 17, 2018 to January 16, 2019. 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 0.88 indicates that approximately 88.0% of current Gateway Distriparks price fluctuation can be explain by its past prices.
Correlation Coefficient0.88
Spearman Rank Test0.89
Residual Average0.0
Price Variance63.7

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 

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