Regaliaa Realty (India) Backtesting

REGALIAA -- India Stock  

INR 18.25  0.00  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Regaliaa Realty Ltd and determine expected loss or profit from investing in Regaliaa Realty over given investment horizon. Additionally take a look at Regaliaa Realty Hype Analysis, Regaliaa Realty Correlation, Regaliaa Realty Valuation, Regaliaa Realty Volatility as well as analyze Regaliaa Realty Alpha and Beta and Regaliaa Realty Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Regaliaa Realty 'What if' Analysis

December 24, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
February 22, 2019
0.00
If you would invest  0.00  in Regaliaa Realty on December 24, 2018 and sell it all today you would earn a total of 0.00 from holding Regaliaa Realty Ltd or generate 0.0% return on investment in Regaliaa Realty over 60 days. Regaliaa Realty is related to or competes with Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, Hindustan Unilever, Hindustan Unilever, and ITC. Regaliaa Realty Limited engages in the construction and property development business in India.

Regaliaa Realty Upside/Downside Indicators

Information Ratio(0.85)
Maximum Drawdown1.88
  

Regaliaa Realty Market Premium Indicators

Risk Adjusted Performance(0.41)
Jensen Alpha(0.12)
Total Risk Alpha(0.15)
Treynor Ratio(1.05)

Regaliaa Realty Backtested Returns

Macroaxis considers Regaliaa Realty to be not too risky. Regaliaa Realty maintains Sharpe Ratio (i.e. Efficiency) of -0.2237 which implies the corporation had -0.2237% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting 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. Regaliaa Realty exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Regaliaa Realty Coefficient Of Variation of (463.58) and Risk Adjusted Performance of (0.41) to confirm risk estimate we provide. The organization holds Beta of 0.0903 which implies as returns on market increase, Regaliaa Realty returns are expected to increase less than the market. However during bear market, the loss on holding Regaliaa Realty will be expected to be smaller as well. Even though it is essential to pay attention to Regaliaa Realty current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards 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. Regaliaa Realty exposes twenty-one different technical indicators which can help you to evaluate its performance. Regaliaa Realty has expected return of -0.0909%. Please be advised to check Regaliaa Realty Information Ratio as well as the relationship between Value At Risk and Expected Short fall to decide if Regaliaa Realty past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation Huge 
correlation synergy

Perfect predictability

Regaliaa Realty Ltd has perfect predictability. Overlapping area represents the amount of predictability between Regaliaa Realty time series from December 24, 2018 to January 23, 2019 and January 23, 2019 to February 22, 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 Regaliaa Realty price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Regaliaa Realty price fluctuation can be explain by its past prices.
Correlation Coefficient9.223372036854776E16
Spearman Rank Test-0.4
Residual Average0.0
Price Variance0.0

Regaliaa Realty lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Regaliaa Realty regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Regaliaa Realty Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally take a look at Regaliaa Realty Hype Analysis, Regaliaa Realty Correlation, Regaliaa Realty Valuation, Regaliaa Realty Volatility as well as analyze Regaliaa Realty Alpha and Beta and Regaliaa Realty Performance. Please also try Financial Widgets module to easily integrated macroaxis content with over 30 different plug-and-play financial widgets.
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