Indian Oil Hype Analysis, Indian Oil Correlation, Indian Oil Valuation, Indian Oil Volatility as well as analyze Indian Oil Alpha and Beta and Indian Oil Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Indian Oil Corporation Limited and determine expected loss or profit from investing in Indian Oil over given investment horizon. Please also check
|Horizon||30 Days Login to change|
Indian Oil 'What if' Analysis
December 25, 20180.00
February 23, 20190.00
If you would invest 0.00 in Indian Oil on December 25, 2018 and sell it all today you would earn a total of 0.00 from holding Indian Oil Corporation Limited or generate 0.0% return on investment in Indian Oil over 60 days. Indian Oil is related to or competes with Reliance Industries, Reliance Industries, Indian Oil, Bharat Petroleum, Bharat Petroleum, and Hindustan Petroleum. Indian Oil Corporation Limited, together with its subsidiaries, engages in refining, pipeline transportation, and market...
Indian Oil Upside/Downside Indicators
Indian Oil Market Premium Indicators
Indian Oil Limited Backtested Returns
We consider Indian Oil not too risky. Indian Oil Limited holds Efficiency (Sharpe) Ratio of 0.0338 which attests that the entity had 0.0338% 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 Indian Oil Limited which you can use to evaluate future volatility of the corporation. Please check out Indian Oil Market Risk Adjusted Performance of 0.5124 and Risk Adjusted Performance of
(0.029213) to validate if risk estimate we provide are consistent with the epected return of 0.0748%. Indian Oil has performance score of 2 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.1012 which attests that as returns on market increase, returns on owning Indian Oil are expected to decrease at a much smaller rate. During bear market, Indian Oil is likely to outperform the market. Although it is extremely important to respect Indian Oil 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 Indian Oil Limited technical indicators you can presently evaluate if the expected return of 0.0748% will be sustainable into the future. Indian Oil Limited right now retains a risk of 2.2117%. Please check out Indian Oil Information Ratio, Value At Risk and the relationship between Standard Deviation and Treynor Ratio to decide if Indian Oil will be following its current trending patterns.
|15 days auto-correlation||(0.47)|
|Spearman Rank Test||-0.11|
Indian Oil Limited lagged returns against current returns
Current and Lagged Values
Indian Oil regressed lagged prices vs. current prices
Current vs Lagged Prices
Indian Oil 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 Indian Oil Hype Analysis, Indian Oil Correlation, Indian Oil Valuation, Indian Oil Volatility as well as analyze Indian Oil Alpha and Beta and Indian Oil Performance. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..