MBL Infrastructures (India) Backtesting

MBLINFRA -- India Stock  

INR 14.20  0.15  0.01%

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
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MBL Infrastructures 'What if' Analysis

November 19, 2018
0.00
No Change 0.00  0.0%
In 2 months and 1 day
January 18, 2019
0.00
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

Downside Deviation2.63
Information Ratio0.033
Maximum Drawdown18.67
Value At Risk(4.28)
Potential Upside3.85
  

MBL Infrastructures Market Premium Indicators

Risk Adjusted Performance0.0348
Jensen Alpha0.0323
Total Risk Alpha0.1194
Sortino Ratio0.0355
Treynor Ratio(0.54)

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.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.60 
correlation synergy

Good predictability

MBL Infrastructures Limited has good predictability. Overlapping area represents the amount of predictability between MBL Infrastructures time series from November 19, 2018 to December 19, 2018 and December 19, 2018 to January 18, 2019. 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 0.6 indicates that roughly 60.0% of current MBL Infrastructures price fluctuation can be explain by its past prices.
Correlation Coefficient0.6
Spearman Rank Test0.05
Residual Average0.0
Price Variance0.09

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 
      Timeline 

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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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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