Seamec (India) Backtesting

SEAMECLTD -- India Stock  

INR 260.00  7.95  2.97%

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

Seamec '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 Seamec on August 20, 2018 and sell it all today you would earn a total of 0.00 from holding Seamec Limited or generate 0.0% return on investment in Seamec over 30 days. Seamec is related to or competes with Housing Development, Housing Development, Infosys, Maruti Suzuki, Maruti Suzuki, Kotak Mahindra, and Kotak Mahindra. SEAMEC Limited owns and operates multi support vessels for providing support services to offshore oilfields in India and...

Seamec Upside/Downside Indicators

Information Ratio0.27
Maximum Drawdown7.08
Value At Risk3.48
Potential Upside1.86
  

Seamec Market Premium Indicators

Risk Adjusted Performance0.08
Jensen Alpha0.56
Total Risk Alpha1.00
Treynor Ratio0.46

Seamec Limited Backtested Returns

Macroaxis considers Seamec to be not too risky. Seamec Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.288 which indicates Seamec Limited had -0.288% 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. Seamec Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Seamec Coefficient Of Variation of 471.13 and Risk Adjusted Performance of 0.08 to confirm risk estimate we provide. Macroaxis gives Seamec performance score of 0 on a scale of 0 to 100. The entity has beta of 0.9811 which indicates Seamec returns are very sensitive to returns on the market. as market goes up or down, Seamec is expected to follow.. Even though it is essential to pay attention to Seamec 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. Seamec Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Seamec Limited has expected return of -0.6332%. Please be advised to validate Seamec Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Information Ratio and Downside Variance to decide if Seamec Limited past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.01 

Virtually no predictability

Seamec Limited has virtually no predictability. Overlapping area represents the amount of predictability between Seamec 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 Seamec Limited price movement. The serial correlation of 0.01 indicates that just 1.0% of current Seamec price fluctuation can be explain by its past prices.
Correlation Coefficient0.01
Spearman Rank Test0.57
Residual Average0.0
Price Variance26.86

Seamec Limited lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Seamec regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Seamec Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - SEAMECLTD

Seamec Limited Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Seamec Limited. What is your outlook on investing in Seamec Limited? Are you bullish or bearish?
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Also please take a look at Seamec Hype Analysis, Seamec Correlation, Seamec Valuation, Seamec Volatility as well as analyze Seamec Alpha and Beta and Seamec Performance. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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