Bharatiya Global (India) Market Value
| BGLOBAL Stock | 4.68 0.25 5.07% |
| 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.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Bharatiya Global on January 1, 2025 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 Cartrade Tech, Akme Fintrade, Alkali Metals, Hisar Metal, Shivalik Bimetal, Rajnandini Metal, and Som Distilleries. 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 | 0.2727 | |||
| Maximum Drawdown | 10.04 | |||
| Potential Upside | 4.9 |
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 | 0.2739 | |||
| Jensen Alpha | 0.6768 | |||
| Total Risk Alpha | 0.433 | |||
| Treynor Ratio | (2.95) |
Bharatiya Global Inf Backtested Returns
Bharatiya Global appears to be slightly risky, given 3 months investment horizon. Bharatiya Global Inf secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the company had a 0.3 % return per unit of standard deviation over the last 3 months. By analyzing Bharatiya Global's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please makes use of Bharatiya Global's risk adjusted performance of 0.2739, and Mean Deviation of 1.4 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 23. The firm shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bharatiya Global are expected to decrease at a much lower rate. During the bear market, Bharatiya Global is likely to outperform the market. Please check Bharatiya Global's coefficient of variation, potential upside, day typical price, as well as the relationship between the information ratio and daily balance of power , to make a quick decision on whether Bharatiya Global's price patterns will revert.
Auto-correlation | -1 |
Near perfect reversele predictability
Bharatiya Global Infomedia has near perfect reversele predictability. Overlapping area represents the amount of predictability between Bharatiya Global time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Bharatiya Global Inf price movement. The serial correlation of -1.0 indicates that 100.0% of current Bharatiya Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -1.0 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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.