HDFC ST (India) Backtesting

HDFCSTOPPFTD -- India Fund  

INR 10.22  0.00  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of HDFC ST Opp Ft Div and determine expected loss or profit from investing in HDFC ST over given investment horizon. Please also check HDFC ST Hype Analysis, HDFC ST Correlation, Portfolio Optimization, HDFC ST Volatility as well as analyze HDFC ST Alpha and Beta and HDFC ST Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

HDFC ST 'What if' Analysis

August 25, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 24, 2018
0.00
If you would invest  0.00  in HDFC ST on August 25, 2018 and sell it all today you would earn a total of 0.00 from holding HDFC ST Opp Ft Div or generate 0.0% return on investment in HDFC ST over 30 days. To generate regular income through investments in DebtMoney Market Instruments and Government Securities with maturities...

HDFC ST Upside/Downside Indicators

  

HDFC ST Market Premium Indicators

HDFC ST Opp Backtested Returns

Macroaxis considers HDFC ST to be not too risky. HDFC ST Opp holds Efficiency (Sharpe) Ratio of -0.3536 which attests that HDFC ST Opp had -0.3536% of return per unit of return volatility over the last 1 month. Macroaxis approach into determining 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. HDFC ST Opp exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out HDFC ST to validate risk estimate we provide. The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and HDFC ST are completely uncorrelated. Even though it is essential to pay attention to HDFC ST Opp current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis approach into determining 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. HDFC ST Opp exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

HDFC ST Opp Ft Div has no correlation between past and present. Overlapping area represents the amount of predictability between HDFC ST time series from August 25, 2018 to September 9, 2018 and September 9, 2018 to September 24, 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 HDFC ST Opp price movement. The serial correlation of 0.0 indicates that just 0.0% of current HDFC ST price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test-0.5
Residual Average0.0
Price Variance0.0

HDFC ST Opp lagged returns against current returns

 Current and Lagged Values 
      Timeline 

HDFC ST regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

HDFC ST Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - HDFCSTOPPFTD

HDFC ST Opp Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in HDFC ST Opp Ft Div. What is your judgment towards investing in HDFC ST Opp Ft Div? Are you bullish or bearish?
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Please also check HDFC ST Hype Analysis, HDFC ST Correlation, Portfolio Optimization, HDFC ST Volatility as well as analyze HDFC ST Alpha and Beta and HDFC ST Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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