Sanwaria Consumer (India) Backtesting

SANWARIA -- India Stock  

INR 13.55  0.70  5.45%

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

Sanwaria Consumer 'What if' Analysis

August 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 19, 2018
0.00
If you would invest  0.00  in Sanwaria Consumer on August 20, 2018 and sell it all today you would earn a total of 0.00 from holding Sanwaria Consumer Limited or generate 0.0% return on investment in Sanwaria Consumer over 30 days. Sanwaria Consumer is related to or competes with Dhampur Sugar, IFB Agro, Karuturi Global, Harrisons Malayalam, STEL Holdings, and Neelamalai Agro. Sanwaria Consumer Limited operates as an integrated agro food processor in India

Sanwaria Consumer Upside/Downside Indicators

Information Ratio0.22
Maximum Drawdown13.9
Value At Risk5.17
Potential Upside3.37
  

Sanwaria Consumer Market Premium Indicators

Risk Adjusted Performance0.06
Jensen Alpha0.76
Total Risk Alpha1.37
Treynor Ratio0.35

Sanwaria Consumer Limited Backtested Returns

Macroaxis considers Sanwaria Consumer to be moderately volatile. Sanwaria Consumer Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0647 which indicates Sanwaria Consumer Limited had -0.0647% 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. Sanwaria Consumer Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Sanwaria Consumer Coefficient Of Variation of 545.11 and Risk Adjusted Performance of 0.06 to confirm risk estimate we provide. Macroaxis gives Sanwaria Consumer performance score of 0 on a scale of 0 to 100. The entity has beta of 1.7109 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Sanwaria Consumer will likely underperform.. Even though it is essential to pay attention to Sanwaria Consumer Limited 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. Sanwaria Consumer Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Sanwaria Consumer Limited has expected return of -0.2165%. Please be advised to validate Sanwaria Consumer Variance, Maximum Drawdown as well as the relationship between Maximum Drawdown and Semi Variance to decide if Sanwaria Consumer Limited past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.06 

Virtually no predictability

Sanwaria Consumer Limited has virtually no predictability. Overlapping area represents the amount of predictability between Sanwaria Consumer time series from August 20, 2018 to September 4, 2018 and September 4, 2018 to September 19, 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 Sanwaria Consumer Limited price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Sanwaria Consumer price fluctuation can be explain by its past prices.
Correlation Coefficient0.06
Spearman Rank Test-0.18
Residual Average0.0
Price Variance0.11

Sanwaria Consumer Limited lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Sanwaria Consumer regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Sanwaria Consumer Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Sanwaria Consumer Hype Analysis, Sanwaria Consumer Correlation, Sanwaria Consumer Valuation, Sanwaria Consumer Volatility as well as analyze Sanwaria Consumer Alpha and Beta and Sanwaria Consumer Performance. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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