Grasim Industries Hype Analysis, Grasim Industries Correlation, Grasim Industries Valuation, Grasim Industries Volatility as well as analyze Grasim Industries Alpha and Beta and Grasim Industries Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Grasim Industries Limited and determine expected loss or profit from investing in Grasim Industries over given investment horizon. Please also check
|Horizon||30 Days Login to change|
Grasim Industries 'What if' Analysis
November 18, 20180.00
January 17, 20190.00
If you would invest 0.00 in Grasim Industries on November 18, 2018 and sell it all today you would earn a total of 0.00 from holding Grasim Industries Limited or generate 0.0% return on investment in Grasim Industries over 60 days. Grasim Industries is related to or competes with UltraTech Cement, ACC, Ramco Cements, Century Textiles, Kajaria Ceramics, Carborundum Universal, and Carborundum Universal. Grasim Industries Limited, together with its subsidiaries, manufactures and sells viscose staple fiber, chemicals, cemen...
Grasim Industries Upside/Downside Indicators
Grasim Industries Market Premium Indicators
Grasim Industries Backtested Returns
Macroaxis considers Grasim Industries to be not too risky. Grasim Industries holds Efficiency (Sharpe) Ratio of -0.0536 which attests that Grasim Industries had -0.0536% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in 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. Grasim Industries exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Grasim Industries Market Risk Adjusted Performance of
(1.30) and Risk Adjusted Performance of (0.07) to validate risk estimate we provide. Macroaxis gives Grasim Industries performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.0619 which attests that as returns on market increase, Grasim Industries returns are expected to increase less than the market. However during bear market, the loss on holding Grasim Industries will be expected to be smaller as well. . Even though it is essential to pay attention to Grasim Industries current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy in 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. Grasim Industries exposes twenty-one different technical indicators which can help you to evaluate its performance. Grasim Industries has expected return of -0.096%. Please be advised to check out Grasim Industries Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Grasim Industries past performance will be repeated at some point in the near future.
|15 days auto-correlation||0.13|
|Spearman Rank Test||0.66|
Grasim Industries lagged returns against current returns
Current and Lagged Values
Grasim Industries regressed lagged prices vs. current prices
Current vs Lagged Prices
Grasim Industries Lagged Returns
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
Please also check Grasim Industries Hype Analysis, Grasim Industries Correlation, Grasim Industries Valuation, Grasim Industries Volatility as well as analyze Grasim Industries Alpha and Beta and Grasim Industries Performance. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.