SETF10GILT Backtesting

SM
SETF10GILT -- India Stock  

INR 215.95  10.62  5.17%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of SBI MUTUAL FUND and determine expected loss or profit from investing in SBI MUTUAL over given investment horizon. Additionally, take a look at SBI MUTUAL Hype Analysis, SBI MUTUAL Correlation, SBI MUTUAL Valuation, SBI MUTUAL Volatility as well as analyze SBI MUTUAL Alpha and Beta and SBI MUTUAL Performance.
Symbol
Backtest

SBI MUTUAL 'What if' Analysis

0.00
03/01/2020
No Change 0.00  0.0 
In 2 months and 31 days
05/30/2020
0.00
If you would invest  0.00  in SBI MUTUAL on March 1, 2020 and sell it all today you would earn a total of 0.00 from holding SBI MUTUAL FUND or generate 0.0% return on investment in SBI MUTUAL over 90 days. SBI MUTUAL is related to or competes with INFOSYS.

SBI MUTUAL Upside/Downside Indicators

Downside Deviation4.17
Information Ratio0.0464
Maximum Drawdown19.08
Value At Risk(6.57)
Potential Upside6.59

SBI MUTUAL Market Premium Indicators

Risk Adjusted Performance0.2833
Jensen Alpha0.2479
Total Risk Alpha0.1769
Sortino Ratio0.0403
Treynor Ratio(2.80)

SBI MUTUAL FUND Backtested Returns

Macroaxis considers SBI MUTUAL very steady given 3 months investment horizon. SBI MUTUAL FUND owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1365, which indicates the company had 0.1365% of return per unit of volatility over the last 3 months. Our way of measuring the 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-eight technical indicators for SBI MUTUAL FUND, which you can use to evaluate future volatility of the entity. Please operate SBI MUTUAL Downside Deviation of 4.17, Market Risk Adjusted Performance of (2.79) and Risk Adjusted Performance of 0.2833 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 SBI MUTUAL holds performance score of 9. The corporation has a beta of -0.0863, which indicates as returns on market increase, returns on owning SBI MUTUAL are expected to decrease at a much smaller rate. During bear market, SBI MUTUAL is likely to outperform the market. Although it is vital to follow to SBI MUTUAL FUND current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The way of 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 analyzing SBI MUTUAL FUND technical indicators you can today evaluate if the expected return of 0.493% will be sustainable into the future. Please operates SBI MUTUAL Total Risk Alpha, Treynor Ratio and the relationship between Jensen Alpha and Sortino Ratio to make a quick decision on weather SBI MUTUAL FUND existing price patterns will revert.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.50 
correlation synergy

Modest predictability

SBI MUTUAL FUND has modest predictability. Overlapping area represents the amount of predictability between SBI MUTUAL time series from 1st of March 2020 to 15th of April 2020 and 15th of April 2020 to 30th of May 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SBI MUTUAL FUND price movement. The serial correlation of 0.5 indicates that about 50.0% of current SBI MUTUAL price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.5
Residual Average0.0
Price Variance36.27

SBI MUTUAL FUND lagged returns against current returns

 Current and Lagged Values 
      Timeline 

SBI MUTUAL regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

SBI MUTUAL Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally, take a look at SBI MUTUAL Hype Analysis, SBI MUTUAL Correlation, SBI MUTUAL Valuation, SBI MUTUAL Volatility as well as analyze SBI MUTUAL Alpha and Beta and SBI MUTUAL Performance. Please also try Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page