IndusInd Bank Hype Analysis, IndusInd Bank Correlation, IndusInd Bank Valuation, IndusInd Bank Volatility as well as analyze IndusInd Bank Alpha and Beta and IndusInd Bank Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of IndusInd Bank Limited and determine expected loss or profit from investing in IndusInd Bank over given investment horizon. Please also check
|Horizon||30 Days Login to change|
IndusInd Bank 'What if' Analysis
November 23, 20180.00
January 22, 20190.00
If you would invest 0.00 in IndusInd Bank on November 23, 2018 and sell it all today you would earn a total of 0.00 from holding IndusInd Bank Limited or generate 0.0% return on investment in IndusInd Bank over 60 days. IndusInd Bank is related to or competes with HDFC Bank, STATE BANK, ICICI Bank, ICICI Bank, Kotak Mahindra, Kotak Mahindra, and Axis Bank. IndusInd Bank Limited provides various banking products and services to individuals, NRIs, business owners, corporates, ...
IndusInd Bank Upside/Downside Indicators
IndusInd Bank Market Premium Indicators
IndusInd Bank Limited Backtested Returns
Macroaxis considers IndusInd Bank to be not too risky. IndusInd Bank Limited holds Efficiency (Sharpe) Ratio of -0.1175 which attests that the entity had -0.1175% 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. IndusInd Bank Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IndusInd Bank Risk Adjusted Performance of
(0.08) and Market Risk Adjusted Performance of (1.06) to validate risk estimate we provide. The company retains Market Volatility (i.e. Beta) of 0.0762 which attests that as returns on market increase, IndusInd Bank returns are expected to increase less than the market. However during bear market, the loss on holding IndusInd Bank will be expected to be smaller as well. Even though it is essential to pay attention to IndusInd Bank Limited 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. IndusInd Bank Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. IndusInd Bank Limited has expected return of -0.1999%. Please be advised to check out IndusInd Bank Mean Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to decide if IndusInd Bank Limited past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.24)|
|Spearman Rank Test||-0.43|
IndusInd Bank Limited lagged returns against current returns
Current and Lagged Values
IndusInd Bank regressed lagged prices vs. current prices
Current vs Lagged Prices
IndusInd Bank Lagged Returns
Use basic forecasting models to generate price predictions and determine price momentum
|All Next||Launch Equity Forecasting|
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 IndusInd Bank Hype Analysis, IndusInd Bank Correlation, IndusInd Bank Valuation, IndusInd Bank Volatility as well as analyze IndusInd Bank Alpha and Beta and IndusInd Bank Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.