Sri Adhikari (India) Backtesting

SABTN -- India Stock  

INR 6.75  0.05  0.74%

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

Sri Adhikari 'What if' Analysis

August 26, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 25, 2018
0.00
If you would invest  0.00  in Sri Adhikari on August 26, 2018 and sell it all today you would earn a total of 0.00 from holding Sri Adhikari Brothers Television Network Limited or generate 0.0% return on investment in Sri Adhikari over 30 days. Sri Adhikari is related to or competes with Tata Consultancy, Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, HDFC Bank, and ITC. Sri Adhikari Brothers Television Network Limited engages in the content production and distribution businesses in India

Sri Adhikari Upside/Downside Indicators

Information Ratio0.07
Maximum Drawdown21.9
Value At Risk4.85
Potential Upside4.11
  

Sri Adhikari Market Premium Indicators

Risk Adjusted Performance0.004345
Jensen Alpha0.19
Total Risk Alpha1.43
Treynor Ratio0.27

Sri Adhikari Brothers Backtested Returns

Macroaxis considers Sri Adhikari to be relatively volatile. Sri Adhikari Brothers owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1938 which indicates Sri Adhikari Brothers had -0.1938% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring 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. Sri Adhikari Brothers Television Network Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Sri Adhikari Coefficient Of Variation of 3,634 and Risk Adjusted Performance of 0.004345 to confirm risk estimate we provide. Macroaxis gives Sri Adhikari performance score of 0 on a scale of 0 to 100. The entity has beta of 0.4606 which indicates as returns on market increase, Sri Adhikari returns are expected to increase less than the market. However during bear market, the loss on holding Sri Adhikari will be expected to be smaller as well.. Even though it is essential to pay attention to Sri Adhikari Brothers current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Sri Adhikari Brothers Television Network Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Sri Adhikari Brothers has expected return of -0.3919%. Please be advised to validate Sri Adhikari Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if Sri Adhikari Brothers past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.62 

Good predictability

Sri Adhikari Brothers Television Network Limited has good predictability. Overlapping area represents the amount of predictability between Sri Adhikari 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 Sri Adhikari Brothers price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Sri Adhikari price fluctuation can be explain by its past prices.
Correlation Coefficient0.62
Spearman Rank Test0.5
Residual Average0.0
Price Variance0.03

Sri Adhikari Brothers lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Sri Adhikari regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Sri Adhikari Lagged Returns

 Regressed Prices 
      Timeline 

Did you try this?

Run Risk-Return Analysis Now

   

Risk-Return Analysis

View associations between returns expected from investment and the risk you assume
All  Next Launch Risk-Return Analysis
Currently Active Assets on Macroaxis
CRM   
Purchased a lot of shares of
3 days ago
Traded for 156.0
CRM   
Purchased a lot of shares of
3 days ago
Traded for 156.0
F   
Purchased over 300 shares of
3 days ago
Traded for 9.81
C   
Purchased over 40 shares of
3 days ago
Traded for 74.735
GM   
Purchased over 70 shares of
3 days ago
Traded for 36.08
Also please take a look at Sri Adhikari Hype Analysis, Sri Adhikari Correlation, Sri Adhikari Valuation, Sri Adhikari Volatility as well as analyze Sri Adhikari Alpha and Beta and Sri Adhikari Performance. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Search macroaxis.com