KHYATI Backtesting

<div class='circular--portrait' style='background:#689CFD;color: #ffffff;font-size:4em;padding-top: 25px;;'>KM</div>
KHYATI -- India Stock  

INR 0.36  0.01  2.86%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of KHYATI MULTIMEDIA ENTERTAINMEN and determine expected loss or profit from investing in KHYATI MULTIMEDIA over given investment horizon. Please see KHYATI MULTIMEDIA Hype Analysis, KHYATI MULTIMEDIA Correlation, KHYATI MULTIMEDIA Valuation, KHYATI MULTIMEDIA Volatility as well as analyze KHYATI MULTIMEDIA Alpha and Beta and KHYATI MULTIMEDIA Performance.
Symbol
Backtest

KHYATI MULTIMEDIA 'What if' Analysis

0.00
03/01/2020
No Change 0.00  0.0 
In 3 months and 1 day
05/30/2020
0.00
If you would invest  0.00  in KHYATI MULTIMEDIA on March 1, 2020 and sell it all today you would earn a total of 0.00 from holding KHYATI MULTIMEDIA ENTERTAINMEN or generate 0.0% return on investment in KHYATI MULTIMEDIA over 90 days. KHYATI MULTIMEDIA is related to or competes with INFOSYS. Khyati Multimedia Entertainment Limited engages in the multimedia development business in India

KHYATI MULTIMEDIA Upside/Downside Indicators

Information Ratio(0.23)
Maximum Drawdown13.44
Value At Risk(5.00)

KHYATI MULTIMEDIA Market Premium Indicators

Risk Adjusted Performance(0.93)
Jensen Alpha(0.52)
Total Risk Alpha(0.52)
Treynor Ratio5.24

KHYATI MULTIMEDIA Backtested Returns

Macroaxis considers KHYATI MULTIMEDIA to be extremely dangerous. KHYATI MULTIMEDIA has Sharpe Ratio of -0.2194, which conveys that the firm had -0.2194% of return per unit of standard deviation over the last 3 months. Macroaxis approach into estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. KHYATI MULTIMEDIA exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify KHYATI MULTIMEDIA ENTERTAINMEN Risk Adjusted Performance of (0.93), Market Risk Adjusted Performance of 5.25 and Mean Deviation of 1.27 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0999, which conveys that as returns on market increase, returns on owning KHYATI MULTIMEDIA are expected to decrease at a much smaller rate. During bear market, KHYATI MULTIMEDIA is likely to outperform the market. Even though it is essential to pay attention to KHYATI MULTIMEDIA price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis approach into estimating 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. KHYATI MULTIMEDIA exposes twenty-six different technical indicators, which can help you to evaluate its performance. KHYATI MULTIMEDIA has an expected return of -0.2817%. Please be advised to verify KHYATI MULTIMEDIA ENTERTAINMEN Treynor Ratio, Semi Variance as well as the relationship between Semi Variance and Rate Of Daily Change to decide if KHYATI MULTIMEDIA stock performance from the past will be repeated at future time.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.82 
correlation synergy

Very good predictability

KHYATI MULTIMEDIA ENTERTAINMEN has very good predictability. Overlapping area represents the amount of predictability between KHYATI MULTIMEDIA time series from 1st of March 2020 to 15th of April 2020 and 15th of April 2020 to 30th of May 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KHYATI MULTIMEDIA price movement. The serial correlation of 0.82 indicates that around 82.0% of current KHYATI MULTIMEDIA price fluctuation can be explain by its past prices.
Correlation Coefficient0.82
Spearman Rank Test0.47
Residual Average0.0
Price Variance0.0

KHYATI MULTIMEDIA lagged returns against current returns

 Current and Lagged Values 
      Timeline 

KHYATI MULTIMEDIA regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

KHYATI MULTIMEDIA Lagged Returns

 Regressed Prices 
      Timeline 

Did you try this?

Run Portfolio Volatility Now

   

Portfolio Volatility

Check portfolio volatility and analyze historical return density to properly model market risk
All  Next Launch Module

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
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 see KHYATI MULTIMEDIA Hype Analysis, KHYATI MULTIMEDIA Correlation, KHYATI MULTIMEDIA Valuation, KHYATI MULTIMEDIA Volatility as well as analyze KHYATI MULTIMEDIA Alpha and Beta and KHYATI MULTIMEDIA Performance. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page