Natraj Proteins (India) Backtesting

NATRAJPR -- India Stock  

INR 35.00  0.00  0.00%

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

Natraj Proteins 'What if' Analysis

August 25, 2018
No Change 0.00  0.0%
In 31 days
September 24, 2018
If you would invest  0.00  in Natraj Proteins on August 25, 2018 and sell it all today you would earn a total of 0.00 from holding Natraj Proteins Ltd or generate 0.0% return on investment in Natraj Proteins over 30 days. Natraj Proteins is related to or competes with Tata Consultancy, Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, HDFC Bank, and ITC. Natraj Proteins Limited manufactures and sells vegetable oils and fats through solvent extraction process in India

Natraj Proteins Upside/Downside Indicators

Information Ratio0.399
Maximum Drawdown5.3
Potential Upside4.88

Natraj Proteins Market Premium Indicators

Risk Adjusted Performance0.2439
Jensen Alpha0.6684
Total Risk Alpha0.2989
Treynor Ratio0.7976

Natraj Proteins Backtested Returns

Macroaxis considers Natraj Proteins not too volatile given 1 month investment horizon. Natraj Proteins has Sharpe Ratio of 0.4636 which conveys that Natraj Proteins had 0.4636% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By analyzing Natraj Proteins technical indicators you can presently evaluate if the expected return of 0.8395% is justified by implied risk. Please exercise Natraj Proteins Ltd Mean Deviation of 1.31 and Risk Adjusted Performance of 0.2439 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Natraj Proteins holds performance score of 30. The company secures Beta (Market Risk) of 1.0303 which conveys that Natraj Proteins returns are very sensitive to returns on the market. as market goes up or down, Natraj Proteins is expected to follow.. Although it is vital to follow to Natraj Proteins price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-one technical indicators for Natraj Proteins which you can use to evaluate performance of the firm. Please exercises Natraj Proteins Ltd Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to make a quick decision on weather Natraj Proteins current price movements will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.78 

Good predictability

Natraj Proteins Ltd has good predictability. Overlapping area represents the amount of predictability between Natraj Proteins time series from August 25, 2018 to September 9, 2018 and September 9, 2018 to September 24, 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 Natraj Proteins price movement. The serial correlation of 0.78 indicates that around 78.0% of current Natraj Proteins price fluctuation can be explain by its past prices.
Correlation Coefficient0.78
Spearman Rank Test0.96
Residual Average0.0
Price Variance1.0

Natraj Proteins lagged returns against current returns

 Current and Lagged Values 

Natraj Proteins regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Natraj Proteins Lagged Returns

 Regressed Prices 

Current Sentiment - NATRAJPR

Natraj Proteins Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Natraj Proteins Ltd. What is your trading attitude regarding investing in Natraj Proteins Ltd? Are you bullish or bearish?
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50% Bearish

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Please see also Natraj Proteins Hype Analysis, Natraj Proteins Correlation, Natraj Proteins Valuation, Natraj Proteins Volatility as well as analyze Natraj Proteins Alpha and Beta and Natraj Proteins Performance. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.