Future Retail (India) Market Value
| FRETAIL Stock | 2.28 0.00 0.00% |
| Symbol | Future |
Future Retail '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 Future Retail'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 Future Retail.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Future Retail on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Future Retail Limited or generate 0.0% return on investment in Future Retail over 60 days. Future Retail is related to or competes with Hemisphere Properties, India Glycols, Indo Borax, Kingfa Science, Alkali Metals, Mahindra Logistics, and Krebs Biochemicals. Future Retail is entity of India. It is traded as Stock on NSE exchange. More
Future Retail 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 Future Retail'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 Future Retail Limited upside and downside potential and time the market with a certain degree of confidence.
Future Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Future Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Future Retail's standard deviation. In reality, there are many statistical measures that can use Future Retail historical prices to predict the future Future Retail's volatility.Future Retail Limited Backtested Returns
We have found three technical indicators for Future Retail Limited, which you can use to evaluate the volatility of the firm. The firm shows a Beta (market volatility) of 0.0, which means not very significant fluctuations relative to the market. the returns on MARKET and Future Retail are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Future Retail Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Future Retail time series from 28th of September 2024 to 28th of October 2024 and 28th of October 2024 to 27th 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 Future Retail Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Future Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Future Retail Limited lagged returns against current returns
Autocorrelation, which is Future Retail 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 Future Retail's stock expected returns. We can calculate the autocorrelation of Future Retail returns to help us make a trade decision. For example, suppose you find that Future Retail 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 |
Future Retail 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 Future Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Future Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Future Retail stock over time.
Current vs Lagged Prices |
| Timeline |
Future Retail Lagged Returns
When evaluating Future Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Future Retail stock have on its future price. Future Retail 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, Future Retail autocorrelation shows the relationship between Future Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Future Retail 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.Other Information on Investing in Future Stock
Future Retail financial ratios help investors to determine whether Future 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 Future with respect to the benefits of owning Future Retail security.