SELLWIN TRADERS (India) Backtesting

SELLWIN -- India Stock  

INR 12.60  0.00  0.00%

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

SELLWIN TRADERS 'What if' Analysis

August 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 23, 2018
0.00
If you would invest  0.00  in SELLWIN TRADERS on August 24, 2018 and sell it all today you would earn a total of 0.00 from holding SELLWIN TRADERS LIMITED or generate 0.0% return on investment in SELLWIN TRADERS over 30 days. SELLWIN TRADERS is related to or competes with DCM Shriram, S H, Balmer Lawrie, Welspun Enterprises, Andrew Yule, McDowell Holdings, and Alchemist. Sellwin Traders Limited operates in the real estate sector in India

SELLWIN TRADERS Upside/Downside Indicators

Information Ratio0.048
Maximum Drawdown5.0
  

SELLWIN TRADERS Market Premium Indicators

Risk Adjusted Performance0.1026
Jensen Alpha0.0585
Total Risk Alpha0.17
Treynor Ratio0.2273

SELLWIN TRADERS LIMITED Backtested Returns

Our approach towards 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 SELLWIN TRADERS LIMITED which you can use to evaluate future volatility of the company. Please validate SELLWIN TRADERS Risk Adjusted Performance of 0.1026 and Coefficient Of Variation of 469.04 to confirm if risk estimate we provide are consistent with the epected return of 0.0%. SELLWIN TRADERS has performance score of 0 on a scale of 0 to 100. The entity has beta of 0.9558 which indicates SELLWIN TRADERS returns are very sensitive to returns on the market. as market goes up or down, SELLWIN TRADERS is expected to follow.. Although it is extremely important to respect SELLWIN TRADERS LIMITED current price movements, it is better to be realistic regarding the information on equity historical returns. The approach towards 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 examining SELLWIN TRADERS LIMITED technical indicators you can now evaluate if the expected return of 0.0% will be sustainable into the future. SELLWIN TRADERS LIMITED currently has a risk of 0.0%. Please validate SELLWIN TRADERS Standard Deviation, Value At Risk as well as the relationship between Value At Risk and Kurtosis to decide if SELLWIN TRADERS will be following its existing price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 1.00 

Perfect predictability

SELLWIN TRADERS LIMITED has perfect predictability. Overlapping area represents the amount of predictability between SELLWIN TRADERS time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 23, 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 SELLWIN TRADERS LIMITED price movement. The serial correlation of 1.0 indicates that 100.0% of current SELLWIN TRADERS price fluctuation can be explain by its past prices.
Correlation Coefficient1.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

SELLWIN TRADERS LIMITED lagged returns against current returns

 Current and Lagged Values 
      Timeline 

SELLWIN TRADERS regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

SELLWIN TRADERS Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at SELLWIN TRADERS Hype Analysis, SELLWIN TRADERS Correlation, SELLWIN TRADERS Valuation, SELLWIN TRADERS Volatility as well as analyze SELLWIN TRADERS Alpha and Beta and SELLWIN TRADERS Performance. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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