Bharatiya Global (India) Market Value
| BGLOBAL Stock | 3.54 0.00 0.00% |
| Symbol | Bharatiya |
Bharatiya Global '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 Bharatiya Global'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 Bharatiya Global.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Bharatiya Global on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Bharatiya Global Infomedia or generate 0.0% return on investment in Bharatiya Global over 30 days. Bharatiya Global is related to or competes with Divis Laboratories, Indo Borax, Kingfa Science, Alkali Metals, Gravita India, KNR Constructions, and Rico Auto. Bharatiya Global is entity of India. It is traded as Stock on NSE exchange. More
Bharatiya Global 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 Bharatiya Global'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 Bharatiya Global Infomedia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0294 | |||
| Maximum Drawdown | 8.58 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 4.55 |
Bharatiya Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bharatiya Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bharatiya Global's standard deviation. In reality, there are many statistical measures that can use Bharatiya Global historical prices to predict the future Bharatiya Global's volatility.| Risk Adjusted Performance | 0.0807 | |||
| Jensen Alpha | 0.1001 | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.3174 |
Bharatiya Global Inf Backtested Returns
Bharatiya Global appears to be somewhat reliable, given 3 months investment horizon. Bharatiya Global Inf secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of standard deviation over the last 3 months. We have found nineteen technical indicators for Bharatiya Global Infomedia, which you can use to evaluate the volatility of the firm. Please makes use of Bharatiya Global's risk adjusted performance of 0.0807, and Mean Deviation of 0.7046 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bharatiya Global holds a performance score of 13. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bharatiya Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bharatiya Global is expected to be smaller as well. Please check Bharatiya Global's coefficient of variation, value at risk, day typical price, as well as the relationship between the information ratio and kurtosis , to make a quick decision on whether Bharatiya Global's price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Bharatiya Global Infomedia has modest predictability. Overlapping area represents the amount of predictability between Bharatiya Global time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bharatiya Global Inf price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Bharatiya Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bharatiya Global Inf lagged returns against current returns
Autocorrelation, which is Bharatiya Global 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 Bharatiya Global's stock expected returns. We can calculate the autocorrelation of Bharatiya Global returns to help us make a trade decision. For example, suppose you find that Bharatiya Global 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 |
Bharatiya Global 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 Bharatiya Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bharatiya Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bharatiya Global stock over time.
Current vs Lagged Prices |
| Timeline |
Bharatiya Global Lagged Returns
When evaluating Bharatiya Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bharatiya Global stock have on its future price. Bharatiya Global 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, Bharatiya Global autocorrelation shows the relationship between Bharatiya Global stock current value and its past values and can show if there is a momentum factor associated with investing in Bharatiya Global Infomedia.
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 Bharatiya Stock
Bharatiya Global financial ratios help investors to determine whether Bharatiya 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 Bharatiya with respect to the benefits of owning Bharatiya Global security.