IITL PROJECTS (India) Backtesting

IITLPROJ -- India Stock  

INR 24.75  0.00  0.00%

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

IITL PROJECTS 'What if' Analysis

August 24, 2018
No Change 0.00  0.0%
In 31 days
September 23, 2018
If you would invest  0.00  in IITL PROJECTS on August 24, 2018 and sell it all today you would earn a total of 0.00 from holding IITL PROJECTS LIMITED or generate 0.0% return on investment in IITL PROJECTS over 30 days. IITL PROJECTS is related to or competes with Tata Consultancy, Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, HDFC Bank, and ITC. IITL Projects Limited engages in the real estate development and related activities in India

IITL PROJECTS Upside/Downside Indicators

Information Ratio0.4802
Maximum Drawdown6.0
Potential Upside4.95

IITL PROJECTS Market Premium Indicators

Risk Adjusted Performance0.2648
Jensen Alpha1.46
Total Risk Alpha0.4032
Treynor Ratio0.63


Macroaxis considers IITL PROJECTS not too volatile given 1 month investment horizon. IITL PROJECTS LIMITED holds Efficiency (Sharpe) Ratio of 0.465 which attests that IITL PROJECTS LIMITED had 0.465% of return per unit of volatility over the last 1 month. Our approach towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By analyzing IITL PROJECTS LIMITED technical indicators you can now evaluate if the expected return of 0.833% is justified by implied risk. Please utilize IITL PROJECTS Risk Adjusted Performance of 0.2648 and Market Risk Adjusted Performance of 0.62 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 IITL PROJECTS holds performance score of 30. The company retains Market Volatility (i.e. Beta) of -1.8403 which attests that as returns on market increase, returns on owning IITL PROJECTS are expected to decrease by larger amounts. On the other hand, during market turmoil, IITL PROJECTS is expected to significantly outperform it.. Although it is vital to follow to IITL PROJECTS LIMITED current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The approach 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. We have found twenty-one technical indicators for IITL PROJECTS LIMITED which you can use to evaluate performance of the corporation. Please utilizes IITL PROJECTS Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to make a quick decision on weather IITL PROJECTS LIMITED current trending patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

IITL PROJECTS LIMITED has no correlation between past and present. Overlapping area represents the amount of predictability between IITL PROJECTS time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 23, 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 IITL PROJECTS LIMITED price movement. The serial correlation of 0.0 indicates that just 0.0% of current IITL PROJECTS price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

IITL PROJECTS LIMITED lagged returns against current returns

 Current and Lagged Values 

IITL PROJECTS regressed lagged prices vs. current prices

 Current vs Lagged Prices 

IITL PROJECTS Lagged Returns

 Regressed Prices 

Current Sentiment - IITLPROJ


Macroaxis portfolio users are indifferent in their judgment towards investing in IITL PROJECTS LIMITED. What is your judgment towards investing in IITL PROJECTS LIMITED? Are you bullish or bearish?
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Please also check IITL PROJECTS Hype Analysis, IITL PROJECTS Correlation, IITL PROJECTS Valuation, IITL PROJECTS Volatility as well as analyze IITL PROJECTS Alpha and Beta and IITL PROJECTS Performance. Please also try CEO Directory module to screen ceos from public companies around the world.
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