Arman Financial (India) Market Value
| ARMANFIN | 1,403 1.30 0.09% |
| Symbol | Arman |
Arman Financial 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Arman Financial's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Arman Financial.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Arman Financial on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Arman Financial Services or generate 0.0% return on investment in Arman Financial over 30 days. Arman Financial is related to or competes with One 97, Kamat Hotels, EIH Associated, Usha Martin, Blue Coast, Uniinfo Telecom, and Kavveri Telecom. Arman Financial is entity of India. It is traded as Stock on NSE exchange. More
Arman Financial Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Arman Financial's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Arman Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 15.47 | |||
| Value At Risk | (4.71) | |||
| Potential Upside | 5.14 |
Arman Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arman Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arman Financial's standard deviation. In reality, there are many statistical measures that can use Arman Financial historical prices to predict the future Arman Financial's volatility.| Risk Adjusted Performance | 0.0017 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.06) |
Arman Financial Services Backtested Returns
Arman Financial Services secures Sharpe Ratio (or Efficiency) of -0.0131, which signifies that the company had a -0.0131 % return per unit of risk over the last 3 months. Arman Financial Services exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arman Financial's Mean Deviation of 2.02, standard deviation of 2.87, and Risk Adjusted Performance of 0.0017 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arman Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arman Financial is expected to be smaller as well. At this point, Arman Financial Services has a negative expected return of -0.0383%. Please make sure to confirm Arman Financial's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if Arman Financial Services performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.12 |
Insignificant predictability
Arman Financial Services has insignificant predictability. Overlapping area represents the amount of predictability between Arman Financial time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arman Financial Services price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Arman Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 2005.72 |
Arman Financial Services lagged returns against current returns
Autocorrelation, which is Arman Financial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Arman Financial's stock expected returns. We can calculate the autocorrelation of Arman Financial returns to help us make a trade decision. For example, suppose you find that Arman Financial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Arman Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Arman Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arman Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arman Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Arman Financial Lagged Returns
When evaluating Arman Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arman Financial stock have on its future price. Arman Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Arman Financial autocorrelation shows the relationship between Arman Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Arman Financial Services.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Arman Stock
Arman Financial financial ratios help investors to determine whether Arman Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Arman with respect to the benefits of owning Arman Financial security.