Regaliaa Realty (India) Backtesting

REGALIAA -- India Stock  

INR 20.45  0.96  4.93%

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

August 26, 2018
0.00
No Change 0.00  0.0%
In 30 days
September 25, 2018
0.00
If you would invest  0.00  in Regaliaa Realty on August 26, 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 30 days. Regaliaa Realty is related to or competes with Tata Consultancy, Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, HDFC Bank, and ITC. Regaliaa Realty Limited engages in the construction and property development business in India.

Regaliaa Realty Upside/Downside Indicators

Information Ratio0.6004
Maximum Drawdown5.0
Potential Upside5.0
  

Regaliaa Realty Market Premium Indicators

Risk Adjusted Performance0.3283
Jensen Alpha1.72
Total Risk Alpha0.8373
Treynor Ratio1.56

Regaliaa Realty Backtested Returns

Regaliaa Realty is not very risky given 1 month investment horizon. Regaliaa Realty maintains Sharpe Ratio (i.e. Efficiency) of 1.6768 which implies Regaliaa Realty had 1.6768% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a stock is to use Regaliaa Realty market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 3.7197% are justified by taking the suggested risk. Use Regaliaa Realty Coefficient Of Variation of 149.83 and Risk Adjusted Performance of 0.3283 to evaluate company specific risk that cannot be diversified away. Regaliaa Realty holds performance score of 96 on a scale of zero to a hundred. The organization holds Beta of -1.0089 which implies . Although it is essential to pay attention to Regaliaa Realty current trending patterns, it is also good to be reasonable about what you can actually do with equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Regaliaa Realty expected return of 3.7197 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Regaliaa Realty Information Ratio as well as the relationship between Value At Risk and Expected Short fall to analyze future returns on Regaliaa Realty.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.98 

Excellent predictability

Regaliaa Realty Ltd has excellent predictability. Overlapping area represents the amount of predictability between Regaliaa Realty time series from August 26, 2018 to September 10, 2018 and September 10, 2018 to September 25, 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 Regaliaa Realty price movement. The serial correlation of 0.98 indicates that 98.0% of current Regaliaa Realty price fluctuation can be explain by its past prices.
Correlation Coefficient0.98
Spearman Rank Test1.0
Residual Average0.0
Price Variance1.35

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 

Current Sentiment - REGALIAA

Regaliaa Realty Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Regaliaa Realty Ltd. What is your perspective on investing in Regaliaa Realty Ltd? Are you bullish or bearish?
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50% Bearish
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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 Transaction History module to view history of all your transactions and understand their impact on performance.
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