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
May 18, 20190.00
July 17, 20190.00
If you would invest 0.00 in IndusInd Bank on May 18, 2019 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 IndusInd Bank, Punjab National, Bank of India Limited, RBL Bank, RBL Bank, Canara Bank, and Federal Bank. IndusInd Bank Limited provides various banking products and services to individuals, NRIs, business owners, corporates, ...
IndusInd Bank Upside/Downside Indicators
|Value At Risk||(5.44)|
IndusInd Bank Market Premium Indicators
|Risk Adjusted Performance||(0.04941)|
|Total Risk Alpha||(1.05)|
IndusInd Bank Limited Backtested Returns
We consider IndusInd Bank very steady. IndusInd Bank Limited holds Efficiency (Sharpe) Ratio of 0.025 which attests that the entity had 0.025% of return per unit of risk over the last 2 months. Our philosophy towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for IndusInd Bank Limited which you can use to evaluate future volatility of the corporation. Please check out IndusInd Bank Risk Adjusted Performance of
(0.04941) and Market Risk Adjusted Performance of 0.4719 to validate if risk estimate we provide are consistent with the epected return of 0.0968%. IndusInd Bank has performance score of 1 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.6905 which attests that as returns on market increase, returns on owning IndusInd Bank are expected to decrease at a much smaller rate. During bear market, IndusInd Bank is likely to outperform the market. Although it is extremely important to respect IndusInd Bank Limited current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy 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. By evaluating IndusInd Bank Limited technical indicators you can presently evaluate if the expected return of 0.0968% will be sustainable into the future. IndusInd Bank Limited right now retains a risk of 3.8766%. Please check out IndusInd Bank Mean Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to decide if IndusInd Bank will be following its current trending patterns.
|15 days auto-correlation||(0.40)|
|Spearman Rank Test||-0.1|
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
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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.