Azure Power Global Stock Market Value
| AZREF Stock | 1.00 0.20 16.67% |
| Symbol | Azure |
Azure Power '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 Azure Power's pink sheet 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 Azure Power.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Azure Power on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Azure Power Global or generate 0.0% return on investment in Azure Power over 90 days.
Azure Power 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 Azure Power's pink sheet 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 Azure Power Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 58.77 | |||
| Information Ratio | 0.1526 | |||
| Maximum Drawdown | 375.0 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 40.0 |
Azure Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Azure Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Azure Power's standard deviation. In reality, there are many statistical measures that can use Azure Power historical prices to predict the future Azure Power's volatility.| Risk Adjusted Performance | 0.1283 | |||
| Jensen Alpha | 9.84 | |||
| Total Risk Alpha | 2.19 | |||
| Sortino Ratio | 0.1603 | |||
| Treynor Ratio | (2.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Azure Power's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Azure Power February 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1283 | |||
| Market Risk Adjusted Performance | (2.60) | |||
| Mean Deviation | 25.63 | |||
| Semi Deviation | 16.69 | |||
| Downside Deviation | 58.77 | |||
| Coefficient Of Variation | 648.5 | |||
| Standard Deviation | 61.74 | |||
| Variance | 3811.61 | |||
| Information Ratio | 0.1526 | |||
| Jensen Alpha | 9.84 | |||
| Total Risk Alpha | 2.19 | |||
| Sortino Ratio | 0.1603 | |||
| Treynor Ratio | (2.61) | |||
| Maximum Drawdown | 375.0 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 40.0 | |||
| Downside Variance | 3453.36 | |||
| Semi Variance | 278.52 | |||
| Expected Short fall | (149.72) | |||
| Skewness | 3.94 | |||
| Kurtosis | 16.48 |
Azure Power Global Backtested Returns
Azure Power is out of control given 3 months investment horizon. Azure Power Global secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 9.97% are justified by taking the suggested risk. Use Azure Power Downside Deviation of 58.77, risk adjusted performance of 0.1283, and Mean Deviation of 25.63 to evaluate company specific risk that cannot be diversified away. Azure Power holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -3.64, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Azure Power are expected to decrease by larger amounts. On the other hand, during market turmoil, Azure Power is expected to outperform it. Use Azure Power rate of daily change, period momentum indicator, as well as the relationship between the semi variance and maximum drawdown , to analyze future returns on Azure Power.
Auto-correlation | -0.27 |
Weak reverse predictability
Azure Power Global has weak reverse predictability. Overlapping area represents the amount of predictability between Azure Power time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Azure Power Global price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Azure Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |