Ucal Fuel (India) Backtesting

UCALFUEL -- India Stock  

INR 177.65  2.65  1.51%

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
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Backtest

Ucal Fuel 'What if' Analysis

November 18, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
January 17, 2019
0.00
If you would invest  0.00  in Ucal Fuel on November 18, 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 60 days. Ucal Fuel is related to or competes with Bosch, Endurance Technologies, Wabco India, Sundram Fasteners, Minda Industries, Sundaram Clayton, and Asahi India. Ucal Fuel Systems Limited provides fuel management systems for the automotive sector in India

Ucal Fuel Upside/Downside Indicators

Downside Deviation2.44
Information Ratio0.0782
Maximum Drawdown12.03
Value At Risk(3.42)
Potential Upside3.66
  

Ucal Fuel Market Premium Indicators

Risk Adjusted Performance0.0109
Jensen Alpha0.0054
Total Risk Alpha0.215
Sortino Ratio0.0745
Treynor Ratio0.0442

Ucal Fuel Systems Backtested Returns

Macroaxis considers Ucal Fuel to be not too risky. Ucal Fuel Systems owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0726 which indicates Ucal Fuel Systems had -0.0726% of return per unit of risk over the last 2 months. 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. Ucal Fuel Systems Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Ucal Fuel Semi Deviation of 2.32, Coefficient Of Variation of 21001.99 and Risk Adjusted Performance of 0.0109 to confirm risk estimate we provide. Macroaxis gives Ucal Fuel performance score of 0 on a scale of 0 to 100. The entity has beta of 0.0242 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. . Even though it is essential to pay attention to Ucal Fuel Systems 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. Ucal Fuel Systems Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Ucal Fuel Systems has expected return of -0.1125%. Please be advised to validate Ucal Fuel Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Information Ratio and Downside Variance to decide if Ucal Fuel Systems past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.32 
correlation synergy

Below average predictability

Ucal Fuel Systems Limited has below average predictability. Overlapping area represents the amount of predictability between Ucal Fuel time series from November 18, 2018 to December 18, 2018 and December 18, 2018 to January 17, 2019. 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 0.32 indicates that nearly 32.0% of current Ucal Fuel price fluctuation can be explain by its past prices.
Correlation Coefficient0.32
Spearman Rank Test0.42
Residual Average0.0
Price Variance7.36

Ucal Fuel Systems lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Ucal Fuel regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Ucal Fuel Lagged Returns

 Regressed Prices 
      Timeline 

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?
Bullish
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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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