Madhav Marbles (India) Backtesting

MADHAV -- India Stock  

INR 47.50  1.60  3.49%

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

Madhav Marbles 'What if' Analysis

August 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 19, 2018
0.00
If you would invest  0.00  in Madhav Marbles on August 20, 2018 and sell it all today you would earn a total of 0.00 from holding Madhav Marbles and Granites Limited or generate 0.0% return on investment in Madhav Marbles over 30 days. Madhav Marbles is related to or competes with Dalmia Bharat, Kajaria Ceramics, Carborundum Universal, Birla, JK Lakshmi, HeidelbergCement, and Orient Cement. Madhav Marbles and Granites Limited manufactures, processes, and trades in granite and marble slabs and tiles in India

Madhav Marbles Upside/Downside Indicators

Information Ratio0.14
Maximum Drawdown10.46
Value At Risk4.21
Potential Upside3.49
  

Madhav Marbles Market Premium Indicators

Risk Adjusted Performance0.031003
Jensen Alpha0.29
Total Risk Alpha0.84
Treynor Ratio0.68

Madhav Marbles and Backtested Returns

Macroaxis considers Madhav Marbles to be not too volatile. Madhav Marbles and has Sharpe Ratio of -0.1951 which conveys that Madhav Marbles and had -0.1951% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating 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. Madhav Marbles exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Madhav Marbles and Granites Limited Mean Deviation of 1.72 and Risk Adjusted Performance of 0.031003 to check out risk estimate we provide. Macroaxis gives Madhav Marbles performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.3811 which conveys that as returns on market increase, Madhav Marbles returns are expected to increase less than the market. However during bear market, the loss on holding Madhav Marbles will be expected to be smaller as well.. Even though it is essential to pay attention to Madhav Marbles and price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards 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. Madhav Marbles exposes twenty-one different technical indicators which can help you to evaluate its performance. Madhav Marbles and has expected return of -0.4714%. Please be advised to verify Madhav Marbles and Granites Limited Information Ratio, Value At Risk and the relationship between Standard Deviation and Treynor Ratio to decide if Madhav Marbles and past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.42 

Average predictability

Madhav Marbles and Granites Limited has average predictability. Overlapping area represents the amount of predictability between Madhav Marbles time series from August 20, 2018 to September 4, 2018 and September 4, 2018 to September 19, 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 Madhav Marbles and price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Madhav Marbles price fluctuation can be explain by its past prices.
Correlation Coefficient0.42
Spearman Rank Test0.58
Residual Average0.0
Price Variance3.73

Madhav Marbles and lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Madhav Marbles regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Madhav Marbles Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - MADHAV

Madhav Marbles and Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Madhav Marbles and Granites Limited. What is your trading attitude regarding investing in Madhav Marbles and Granites Limited? Are you bullish or bearish?
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Please see also Madhav Marbles Hype Analysis, Madhav Marbles Correlation, Madhav Marbles Valuation, Madhav Marbles Volatility as well as analyze Madhav Marbles Alpha and Beta and Madhav Marbles Performance. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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