Market Creators (India) Backtesting

MKTCREAT -- India Stock  

INR 4.66  0.00  0.00%

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

Market Creators 'What if' Analysis

August 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 23, 2018
0.00
If you would invest  0.00  in Market Creators on August 24, 2018 and sell it all today you would earn a total of 0.00 from holding Market Creators Limited or generate 0.0% return on investment in Market Creators over 30 days. Market Creators is related to or competes with Tata Consultancy, Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, HDFC Bank, and ITC. Market Creators Limited engages primarily in the broking business in India

Market Creators Upside/Downside Indicators

Information Ratio0.38
Maximum Drawdown4.9
  

Market Creators Market Premium Indicators

Risk Adjusted Performance0.09
Jensen Alpha0.36
Total Risk Alpha0.61
Treynor Ratio0.29

Market Creators Limited Backtested Returns

Macroaxis considers Market Creators to be moderately volatile. Market Creators Limited has Sharpe Ratio of -0.2357 which conveys that Market Creators Limited had -0.2357% 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. Market Creators exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Market Creators Limited Mean Deviation of 0.425 and Risk Adjusted Performance of 0.09 to check out risk estimate we provide. Macroaxis gives Market Creators performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.7937 which conveys that as returns on market increase, Market Creators returns are expected to increase less than the market. However during bear market, the loss on holding Market Creators will be expected to be smaller as well.. Even though it is essential to pay attention to Market Creators Limited 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. Market Creators exposes twenty-one different technical indicators which can help you to evaluate its performance. Market Creators Limited has expected return of -0.2721%. Please be advised to verify Market Creators Limited Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Market Creators Limited past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Market Creators Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Market Creators time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 23, 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 Market Creators Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Market Creators price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.33
Residual Average0.0
Price Variance0.0

Market Creators Limited lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Market Creators regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Market Creators Lagged Returns

 Regressed Prices 
      Timeline 

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Please see also Market Creators Hype Analysis, Market Creators Correlation, Market Creators Valuation, Market Creators Volatility as well as analyze Market Creators Alpha and Beta and Market Creators Performance. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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