RAMINFO Backtesting

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RAMINFO -- India Stock  

INR 11.30  0.78  7.41%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of RAMINFO LIMITED and determine expected loss or profit from investing in RAMINFO over given investment horizon. Additionally, take a look at RAMINFO Hype Analysis, RAMINFO Correlation, RAMINFO Valuation, RAMINFO Volatility as well as analyze RAMINFO Alpha and Beta and RAMINFO Performance.
Symbol
Backtest

RAMINFO 'What if' Analysis

0.00
03/05/2020
No Change 0.00  0.0 
In 3 months and 1 day
06/03/2020
0.00
If you would invest  0.00  in RAMINFO on March 5, 2020 and sell it all today you would earn a total of 0.00 from holding RAMINFO LIMITED or generate 0.0% return on investment in RAMINFO over 90 days. Raminfo Limited provides technology solutions to organizations in the government, banking, insurance, and retail sectors...

RAMINFO Upside/Downside Indicators

Information Ratio(0.21)
Maximum Drawdown34.38
Value At Risk(9.88)
Potential Upside6.5

RAMINFO Market Premium Indicators

Risk Adjusted Performance(0.85)
Jensen Alpha(1.34)
Total Risk Alpha(1.33)
Treynor Ratio(3.90)

RAMINFO LIMITED Backtested Returns

Macroaxis considers RAMINFO to be slightly risky. RAMINFO LIMITED maintains Sharpe Ratio (i.e. Efficiency) of -0.0796, which implies the company had -0.0796% of return per unit of volatility over the last 3 months. Macroaxis way of forecasting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. RAMINFO LIMITED exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check RAMINFO LIMITED Coefficient Of Variation of (466.30) and Market Risk Adjusted Performance of (3.89) to confirm the risk estimate we provide. The corporation holds a Beta of 0.3462, which implies as returns on market increase, RAMINFO returns are expected to increase less than the market. However, during bear market, the loss on holding RAMINFO will be expected to be smaller as well. Even though it is essential to pay attention to RAMINFO LIMITED current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis way of forecasting 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. RAMINFO LIMITED exposes twenty-one different technical indicators, which can help you to evaluate its performance. RAMINFO LIMITED has an expected return of -0.4088%. Please be advised to check RAMINFO LIMITED Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if RAMINFO LIMITED stock performance from the past will be repeated in the future.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.64 
correlation synergy

Good predictability

RAMINFO LIMITED has good predictability. Overlapping area represents the amount of predictability between RAMINFO time series from 5th of March 2020 to 19th of April 2020 and 19th of April 2020 to 3rd of June 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of RAMINFO LIMITED price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current RAMINFO price fluctuation can be explain by its past prices.
Correlation Coefficient0.64
Spearman Rank Test0.25
Residual Average0.0
Price Variance0.96

RAMINFO LIMITED lagged returns against current returns

 Current and Lagged Values 
      Timeline 

RAMINFO regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

RAMINFO Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally, take a look at RAMINFO Hype Analysis, RAMINFO Correlation, RAMINFO Valuation, RAMINFO Volatility as well as analyze RAMINFO Alpha and Beta and RAMINFO Performance. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page