SAGAR SOYA (India) Backtesting

SAGRSOY-B -- India Stock  

INR 0.79  0.00  0.00%

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

SAGAR SOYA 'What if' Analysis

August 27, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 26, 2018
0.00
If you would invest  0.00  in SAGAR SOYA on August 27, 2018 and sell it all today you would earn a total of 0.00 from holding SAGAR SOYA PRODUCTS LTD or generate 0.0% return on investment in SAGAR SOYA over 30 days. SAGAR SOYA is related to or competes with Tata Consultancy, Tata Consultancy, Reliance Industries, Reliance Industries, HDFC Bank, HDFC Bank, and ITC. Sagar Soya Products Limited manufactures and sells soya and soya products in India

SAGAR SOYA Upside/Downside Indicators

  

SAGAR SOYA Market Premium Indicators

SAGAR SOYA PRODUCTS Backtested Returns

Our way of measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for SAGAR SOYA PRODUCTS LTD which you can use to evaluate future volatility of the entity. Please validate SAGAR SOYA to confirm if risk estimate we provide are consistent with the epected return of 0.0%. SAGAR SOYA has performance score of 0 on a scale of 0 to 100. The corporation has beta of 0.0 which indicates the returns on MARKET and SAGAR SOYA are completely uncorrelated. Although it is extremely important to respect SAGAR SOYA PRODUCTS current price movements, it is better to be realistic regarding the information on equity historical returns. The way of measuring 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. By analyzing SAGAR SOYA PRODUCTS technical indicators you can today evaluate if the expected return of 0.0% will be sustainable into the future. SAGAR SOYA PRODUCTS now has a risk of 0.0%. Please validate SAGAR SOYA Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to decide if SAGAR SOYA will be following its existing price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 1.00 

Perfect predictability

SAGAR SOYA PRODUCTS LTD has perfect predictability. Overlapping area represents the amount of predictability between SAGAR SOYA time series from August 27, 2018 to September 11, 2018 and September 11, 2018 to September 26, 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 SAGAR SOYA PRODUCTS price movement. The serial correlation of 1.0 indicates that 100.0% of current SAGAR SOYA price fluctuation can be explain by its past prices.
Correlation Coefficient1.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

SAGAR SOYA PRODUCTS lagged returns against current returns

 Current and Lagged Values 
      Timeline 

SAGAR SOYA regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

SAGAR SOYA Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - SAGRSOY-B

SAGAR SOYA PRODUCTS Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in SAGAR SOYA PRODUCTS LTD. What is your outlook on investing in SAGAR SOYA PRODUCTS LTD? Are you bullish or bearish?
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50% Bearish
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Also please take a look at SAGAR SOYA Hype Analysis, SAGAR SOYA Correlation, SAGAR SOYA Valuation, SAGAR SOYA Volatility as well as analyze SAGAR SOYA Alpha and Beta and SAGAR SOYA Performance. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
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