Bosch (India) Market Value
| BOSCHLTD | 30,982 399.70 1.31% |
| Symbol | Bosch |
Bosch '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 Bosch'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 Bosch.
| 10/26/2024 |
| 01/24/2025 |
If you would invest 0.00 in Bosch on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Bosch Limited or generate 0.0% return on investment in Bosch over 90 days. Bosch is related to or competes with Manaksia Steels, JSW Steel, Silver Touch, BF Utilities, Rama Steel, Prakash Steelage, and Vraj Iron. More
Bosch 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 Bosch'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 Bosch Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 6.75 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 1.96 |
Bosch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bosch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bosch's standard deviation. In reality, there are many statistical measures that can use Bosch historical prices to predict the future Bosch's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.66) |
Bosch Limited Backtested Returns
Bosch Limited secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of risk over the last 3 months. Bosch Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bosch's Standard Deviation of 1.37, risk adjusted performance of (0.15), and Mean Deviation of 0.9526 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bosch's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bosch is expected to be smaller as well. At this point, Bosch Limited has a negative expected return of -0.24%. Please make sure to confirm Bosch's potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Bosch Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Bosch Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Bosch time series from 26th of October 2024 to 10th of December 2024 and 10th of December 2024 to 24th 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 Bosch Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bosch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 3.3 M |
Bosch Limited lagged returns against current returns
Autocorrelation, which is Bosch 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 Bosch's stock expected returns. We can calculate the autocorrelation of Bosch returns to help us make a trade decision. For example, suppose you find that Bosch 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 |
Bosch 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 Bosch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bosch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bosch stock over time.
Current vs Lagged Prices |
| Timeline |
Bosch Lagged Returns
When evaluating Bosch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bosch stock have on its future price. Bosch 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, Bosch autocorrelation shows the relationship between Bosch stock current value and its past values and can show if there is a momentum factor associated with investing in Bosch Limited.
Regressed Prices |
| Timeline |
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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.Additional Tools for Bosch Stock Analysis
When running Bosch's price analysis, check to measure Bosch's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bosch is operating at the current time. Most of Bosch's value examination focuses on studying past and present price action to predict the probability of Bosch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bosch's price. Additionally, you may evaluate how the addition of Bosch to your portfolios can decrease your overall portfolio volatility.