Williamson Magor (India) Backtesting

WILLAMAGOR -- India Stock  

INR 59.20  1.70  2.96%

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

Williamson Magor 'What if' Analysis

October 16, 2018
0.00
No Change 0.00  0.0%
In 31 days
November 15, 2018
0.00
If you would invest  0.00  in Williamson Magor on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Williamson Magor Co Limited or generate 0.0% return on investment in Williamson Magor over 30 days. Williamson Magor is related to or competes with Reliance Nippon, and Nalwa Sons. Limited operates as a non-banking financial company in India

Williamson Magor Upside/Downside Indicators

Downside Deviation4.45
Information Ratio0.1627
Maximum Drawdown13.92
Value At Risk6.64
Potential Upside7.18
  

Williamson Magor Market Premium Indicators

Risk Adjusted Performance0.1718
Jensen Alpha0.5674
Total Risk Alpha0.9635
Sortino Ratio0.1518
Treynor Ratio6.02

Williamson Magor Backtested Returns

Macroaxis considers Williamson Magor to be not too volatile. Williamson Magor shows Sharpe Ratio of -0.0201 which attests that Williamson Magor had -0.0201% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Williamson Magor exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Williamson Magor Market Risk Adjusted Performance of 6.03, Mean Deviation of 3.12 and Downside Deviation of 4.45 to validate risk estimate we provide. Macroaxis gives Williamson Magor performance score of 0 on a scale of 0 to 100. The firm maintains market beta of 0.0925 which attests that as returns on market increase, Williamson Magor returns are expected to increase less than the market. However during bear market, the loss on holding Williamson Magor will be expected to be smaller as well.. Even though it is essential to pay attention to Williamson Magor historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining 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. Williamson Magor exposes twenty-one different technical indicators which can help you to evaluate its performance. Williamson Magor has expected return of -0.0792%. Please be advised to check out Williamson Magor Value At Risk, and the relationship between Jensen Alpha and Semi Variance to decide if Williamson Magor past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.35 
correlation synergy

Below average predictability

Williamson Magor Co Limited has below average predictability. Overlapping area represents the amount of predictability between Williamson Magor time series from October 16, 2018 to October 31, 2018 and October 31, 2018 to November 15, 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 Williamson Magor price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Williamson Magor price fluctuation can be explain by its past prices.
Correlation Coefficient0.35
Spearman Rank Test-0.1
Residual Average0.0
Price Variance2.45

Williamson Magor lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Williamson Magor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Williamson Magor Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - WILLAMAGOR

Williamson Magor Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Williamson Magor Co Limited. What is your outlook on investing in Williamson Magor Co Limited? Are you bullish or bearish?
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See also Williamson Magor Hype Analysis, Williamson Magor Correlation, Williamson Magor Valuation, Williamson Magor Volatility as well as analyze Williamson Magor Alpha and Beta and Williamson Magor Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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