Ucal Fuel (India) Backtesting

UCALFUEL -- India Stock  

INR 227.95  23.65  9.40%

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

Ucal Fuel 'What if' Analysis

August 22, 2018
No Change 0.00  0.0%
In 31 days
September 21, 2018
If you would invest  0.00  in Ucal Fuel on August 22, 2018 and sell it all today you would earn a total of 0.00 from holding Ucal Fuel Systems Limited or generate 0.0% return on investment in Ucal Fuel over 30 days. Ucal Fuel is related to or competes with Motherson Sumi, Bosch, Wabco India, Minda Industries, Sundaram Clayton, Asahi India, and Maharashtra Scooters. Ucal Fuel Systems Limited provides fuel management systems for the automotive sector in India

Ucal Fuel Upside/Downside Indicators

Downside Deviation3.74
Information Ratio0.0904
Maximum Drawdown6.51
Value At Risk2.56
Potential Upside3.68

Ucal Fuel Market Premium Indicators

Risk Adjusted Performance0.0589
Jensen Alpha0.2762
Total Risk Alpha0.31
Sortino Ratio0.0671
Treynor Ratio0.4734

Ucal Fuel Systems Backtested Returns

Macroaxis considers Ucal Fuel not too risky given 1 month investment horizon. Ucal Fuel Systems owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0661 which indicates Ucal Fuel Systems had 0.0661% of return per unit of risk over the last 1 month. Our philosophy 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 Ucal Fuel Systems Limited which you can use to evaluate future volatility of the company. Please operate Ucal Fuel Semi Deviation of 3.07, Coefficient Of Variation of 785.11 and Risk Adjusted Performance of 0.0589 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Ucal Fuel holds performance score of 4. The entity has beta of 0.7248 which indicates as returns on market increase, Ucal Fuel returns are expected to increase less than the market. However during bear market, the loss on holding Ucal Fuel will be expected to be smaller as well.. Although it is extremely important to respect Ucal Fuel Systems current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy 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 inspecting Ucal Fuel Systems technical indicators you can presently evaluate if the expected return of 0.2008% will be sustainable into the future. Please operates Ucal Fuel Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Information Ratio and Downside Variance to make a quick decision on weather Ucal Fuel Systems existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.09) 

Very weak reverse predictability

Ucal Fuel Systems Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Ucal Fuel time series from August 22, 2018 to September 6, 2018 and September 6, 2018 to September 21, 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 Ucal Fuel Systems price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Ucal Fuel price fluctuation can be explain by its past prices. Given that Ucal Fuel Systems Limited has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Ucal Fuel for similar time interval.
Correlation Coefficient-0.09
Spearman Rank Test-0.4
Residual Average0.0
Price Variance52.02

Ucal Fuel Systems lagged returns against current returns

 Current and Lagged Values 

Ucal Fuel regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Ucal Fuel Lagged Returns

 Regressed Prices 

Current Sentiment - UCALFUEL

Ucal Fuel Systems Investor Sentiment

Most of Macroaxis users are at this time bullish on Ucal Fuel Systems Limited. What is your outlook on investing in Ucal Fuel Systems Limited? Are you bullish or bearish?
98% Bullish
2% Bearish

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Also please take a look at Ucal Fuel Hype Analysis, Ucal Fuel Correlation, Ucal Fuel Valuation, Ucal Fuel Volatility as well as analyze Ucal Fuel Alpha and Beta and Ucal Fuel Performance. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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