Sanwaria Consumer (India) Backtesting

SANWARIA -- India Stock  

INR 8.60  0.35  3.91%

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

December 17, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
February 15, 2019
0.00
If you would invest  0.00  in Sanwaria Consumer on December 17, 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 60 days. Sanwaria Consumer is related to or competes with Bombay Burmah, Bombay Burmah, Kaveri Seed, Kaveri Seed, Venkys, Mishtann Foods, and Dhampur Sugar. Sanwaria Consumer Limited operates as an integrated agro food processor in India

Sanwaria Consumer Upside/Downside Indicators

Information Ratio(0.09)
Maximum Drawdown19.7
Value At Risk(6.22)
Potential Upside6.08
  

Sanwaria Consumer Market Premium Indicators

Risk Adjusted Performance(0.11)
Jensen Alpha(0.26)
Total Risk Alpha(0.42)
Treynor Ratio4.8

Sanwaria Consumer Backtested Returns

Macroaxis considers Sanwaria Consumer to be unusually risky. Sanwaria Consumer owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0803 which indicates the firm had -0.0803% of return per unit of risk over the last 2 months. 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 Risk Adjusted Performance of (0.11) and Coefficient Of Variation of (1,507) to confirm risk estimate we provide. The entity has beta of -0.0559 which indicates as returns on market increase, returns on owning Sanwaria Consumer are expected to decrease at a much smaller rate. During bear market, Sanwaria Consumer is likely to outperform the market. Even though it is essential to pay attention to Sanwaria Consumer 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 has expected return of -0.3168%. 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 past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.14 
correlation synergy

Insignificant predictability

Sanwaria Consumer Limited has insignificant predictability. Overlapping area represents the amount of predictability between Sanwaria Consumer time series from December 17, 2018 to January 16, 2019 and January 16, 2019 to February 15, 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 Sanwaria Consumer price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Sanwaria Consumer price fluctuation can be explain by its past prices.
Correlation Coefficient0.14
Spearman Rank Test0.2
Residual Average0.0
Price Variance0.41

Sanwaria Consumer 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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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