Container (India) Market Value
| CONCOR Stock | 742.90 4.75 0.64% |
| Symbol | Container |
Container '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 Container'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 Container.
| 02/10/2023 |
| 01/30/2025 |
If you would invest 0.00 in Container on February 10, 2023 and sell it all today you would earn a total of 0.00 from holding Container of or generate 0.0% return on investment in Container over 720 days. Container is related to or competes with Entero Healthcare, Lotus Eye, Medplus Health, Country Club, Apollo Hospitals, and Max Healthcare. Container is entity of India. It is traded as Stock on NSE exchange. More
Container 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 Container'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 Container of upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.33 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 2.58 |
Container Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Container's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Container's standard deviation. In reality, there are many statistical measures that can use Container historical prices to predict the future Container's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.73) |
Container Backtested Returns
Container secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of risk over the last 3 months. Container of exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Container's Mean Deviation of 1.27, risk adjusted performance of (0.06), and Standard Deviation of 1.67 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Container's returns are expected to increase less than the market. However, during the bear market, the loss of holding Container is expected to be smaller as well. At this point, Container has a negative expected return of -0.19%. Please make sure to confirm Container's information ratio, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if Container performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Container of has very good reverse predictability. Overlapping area represents the amount of predictability between Container time series from 10th of February 2023 to 5th of February 2024 and 5th of February 2024 to 30th 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 Container price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Container price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 9851.82 |
Container lagged returns against current returns
Autocorrelation, which is Container 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 Container's stock expected returns. We can calculate the autocorrelation of Container returns to help us make a trade decision. For example, suppose you find that Container 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 |
Container 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 Container stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Container stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Container stock over time.
Current vs Lagged Prices |
| Timeline |
Container Lagged Returns
When evaluating Container's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Container stock have on its future price. Container 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, Container autocorrelation shows the relationship between Container stock current value and its past values and can show if there is a momentum factor associated with investing in Container of.
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.Other Information on Investing in Container Stock
Container financial ratios help investors to determine whether Container 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 Container with respect to the benefits of owning Container security.