MBL Infrastructures (India) Backtesting

MBLINFRA -- India Stock  

INR 18.20  0.35  1.89%

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 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

MBL Infrastructures 'What if' Analysis

August 21, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 20, 2018
0.00
If you would invest  0.00  in MBL Infrastructures on August 21, 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 30 days. MBL Infrastructures is related to or competes with Tata Consultancy, Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, HDFC Bank, and ITC. MBL Infrastructures Limited provides integrated engineering, procurement, and construction services for civil constructi...

MBL Infrastructures Upside/Downside Indicators

Information Ratio0.11
Maximum Drawdown15.6
Value At Risk4.93
Potential Upside9.86
  

MBL Infrastructures Market Premium Indicators

Risk Adjusted Performance0.024633
Jensen Alpha0.73
Total Risk Alpha1.49
Treynor Ratio0.11

MBL Infrastructures Backtested Returns

Macroaxis considers MBL Infrastructures to be not very volatile. MBL Infrastructures has Sharpe Ratio of -0.1229 which conveys that MBL Infrastructures had -0.1229% of return per unit of volatility over the last 1 month. 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 0.10 and Mean Deviation of 3.26 to check out risk estimate we provide. Macroaxis gives MBL Infrastructures performance score of 0 on a scale of 0 to 100. The corporation secures Beta (Market Risk) of 3.5607 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, MBL Infrastructures will likely underperform.. 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 -0.5075%. 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.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.50 

Modest predictability

MBL Infrastructures Limited has modest predictability. Overlapping area represents the amount of predictability between MBL Infrastructures time series from August 21, 2018 to September 5, 2018 and September 5, 2018 to September 20, 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 MBL Infrastructures price movement. The serial correlation of 0.5 indicates that about 50.0% of current MBL Infrastructures price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.24
Residual Average0.0
Price Variance1.44

MBL Infrastructures lagged returns against current returns

 Current and Lagged Values 
      Timeline 

MBL Infrastructures regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

MBL Infrastructures Lagged Returns

 Regressed Prices 
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Current Sentiment - MBLINFRA

MBL Infrastructures Investor Sentiment

Most of Macroaxis users are now bullish on MBL Infrastructures Limited. What is your trading attitude regarding investing in MBL Infrastructures Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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