MBL Infrastructures Hype Analysis, MBL Infrastructures Correlation, MBL Infrastructures Valuation, MBL Infrastructures Volatility as well as analyze MBL Infrastructures Alpha and Beta and MBL Infrastructures Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of MBL Infrastructures Limited and determine expected loss or profit from investing in MBL Infrastructures over given investment horizon. Please see also
|Horizon||30 Days Login to change|
MBL Infrastructures 'What if' Analysis
November 19, 20180.00
January 18, 20190.00
If you would invest 0.00 in MBL Infrastructures on November 19, 2018 and sell it all today you would earn a total of 0.00 from holding MBL Infrastructures Limited or generate 0.0% return on investment in MBL Infrastructures over 60 days. MBL Infrastructures is related to or competes with Larsen Toubro, NBCC, Engineers India, GE Power, Dilip Buildcon, NCC, and NCC. MBL Infrastructures Limited provides integrated engineering, procurement, and construction services for civil constructi...
MBL Infrastructures Upside/Downside Indicators
MBL Infrastructures Market Premium Indicators
MBL Infrastructures Backtested Returns
Macroaxis considers MBL Infrastructures to be not very volatile. MBL Infrastructures has Sharpe Ratio of -0.1027 which conveys that the company had -0.1027% of return per unit of volatility over the last 2 months. Macroaxis way of 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. MBL Infrastructures exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify MBL Infrastructures Limited Market Risk Adjusted Performance of
(0.53), Downside Deviation of 2.63 and Mean Deviation of 1.64 to check out risk estimate we provide. The corporation secures Beta (Market Risk) of -0.0672 which conveys that as returns on market increase, returns on owning MBL Infrastructures are expected to decrease at a much smaller rate. During bear market, MBL Infrastructures is likely to outperform the market. Even though it is essential to pay attention to MBL Infrastructures price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis way of 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. MBL Infrastructures exposes twenty-one different technical indicators which can help you to evaluate its performance. MBL Infrastructures has expected return of -0.2108%. Please be advised to verify MBL Infrastructures Limited Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if MBL Infrastructures past performance will be repeated in the future.
|15 days auto-correlation||0.60|
|Spearman Rank Test||0.05|
MBL Infrastructures lagged returns against current returns
Current and Lagged Values
MBL Infrastructures regressed lagged prices vs. current prices
Current vs Lagged Prices
MBL Infrastructures Lagged Returns
Get historical volatility and risk analysis based on latest market data
|All Next||Launch Volatility Analysis|
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 also MBL Infrastructures Hype Analysis, MBL Infrastructures Correlation, MBL Infrastructures Valuation, MBL Infrastructures Volatility as well as analyze MBL Infrastructures Alpha and Beta and MBL Infrastructures Performance. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.