SATYA MINERS (India) Backtesting

SATYA -- India Stock  

INR 3.20  0.00  0.00%

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

SATYA MINERS 'What if' Analysis

August 20, 2018
0.00
No Change 0.00  0.0%
In 30 days
September 19, 2018
0.00
If you would invest  0.00  in SATYA MINERS on August 20, 2018 and sell it all today you would earn a total of 0.00 from holding SATYA MINERS TRANSPORTERS LT or generate 0.0% return on investment in SATYA MINERS over 30 days. SATYA MINERS is related to or competes with Housing Development, Housing Development, Infosys, Maruti Suzuki, Maruti Suzuki, Kotak Mahindra, and Kotak Mahindra. Satya Miners Transporters Limited, a non-banking financial company, engages in the financing and investment activities i...

SATYA MINERS Upside/Downside Indicators

Information Ratio0.31
Maximum Drawdown4.76
  

SATYA MINERS Market Premium Indicators

Risk Adjusted Performance0.08
Jensen Alpha0.22
Total Risk Alpha0.47
Treynor Ratio6.54

SATYA MINERS TRANSPO Backtested Returns

Macroaxis considers SATYA MINERS to be relatively risky. SATYA MINERS TRANSPO owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2294 which indicates SATYA MINERS TRANSPO had -0.2294% of return per unit of standard deviation over the last 1 month. Macroaxis approach into 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. SATYA MINERS TRANSPORTERS LT exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SATYA MINERS Risk Adjusted Performance of 0.08 and Market Risk Adjusted Performance of 6.55 to confirm risk estimate we provide. Macroaxis gives SATYA MINERS performance score of 0 on a scale of 0 to 100. The corporation has beta of -0.0346 which indicates as returns on market increase, returns on owning SATYA MINERS are expected to decrease at a much smaller rate. During bear market, SATYA MINERS is likely to outperform the market.. Even though it is essential to pay attention to SATYA MINERS TRANSPO current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach into 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. SATYA MINERS TRANSPORTERS LT exposes twenty-one different technical indicators which can help you to evaluate its performance. SATYA MINERS TRANSPO has expected return of -0.2506%. Please be advised to validate SATYA MINERS Jensen Alpha, Potential Upside as well as the relationship between Potential Upside and Skewness to decide if SATYA MINERS TRANSPO past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

SATYA MINERS TRANSPORTERS LT has no correlation between past and present. Overlapping area represents the amount of predictability between SATYA MINERS 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 SATYA MINERS TRANSPO price movement. The serial correlation of 0.0 indicates that just 0.0% of current SATYA MINERS price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.4
Residual Average0.0
Price Variance0.0

SATYA MINERS TRANSPO lagged returns against current returns

 Current and Lagged Values 
      Timeline 

SATYA MINERS regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

SATYA MINERS Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - SATYA

SATYA MINERS TRANSPO Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in SATYA MINERS TRANSPORTERS LT. What is your outlook on investing in SATYA MINERS TRANSPORTERS LT? Are you bullish or bearish?
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Also please take a look at SATYA MINERS Hype Analysis, SATYA MINERS Correlation, SATYA MINERS Valuation, SATYA MINERS Volatility as well as analyze SATYA MINERS Alpha and Beta and SATYA MINERS Performance. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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