Gabriel India (India) Market Value
| GABRIEL Stock | 426.85 6.45 1.53% |
| Symbol | Gabriel |
Gabriel India '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 Gabriel India'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 Gabriel India.
| 12/04/2022 |
| 11/23/2024 |
If you would invest 0.00 in Gabriel India on December 4, 2022 and sell it all today you would earn a total of 0.00 from holding Gabriel India Limited or generate 0.0% return on investment in Gabriel India over 720 days. Gabriel India is related to or competes with Ankit Metal, Agarwal Industrial, Praxis Home, Indian Metals, UFO Moviez, EMBASSY OFFICE, and Home First. Gabriel India is entity of India. It is traded as Stock on NSE exchange. More
Gabriel India 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 Gabriel India'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 Gabriel India Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 11.39 | |||
| Value At Risk | (4.50) | |||
| Potential Upside | 3.85 |
Gabriel India Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabriel India's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabriel India's standard deviation. In reality, there are many statistical measures that can use Gabriel India historical prices to predict the future Gabriel India's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | 0.8709 |
Gabriel India Limited Backtested Returns
Gabriel India Limited holds Efficiency (Sharpe) Ratio of -0.14, which attests that the entity had a -0.14% return per unit of standard deviation over the last 3 months. Gabriel India Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gabriel India's market risk adjusted performance of 0.8809, and Risk Adjusted Performance of (0.1) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gabriel India are expected to decrease at a much lower rate. During the bear market, Gabriel India is likely to outperform the market. At this point, Gabriel India Limited has a negative expected return of -0.33%. Please make sure to check out Gabriel India's jensen alpha, accumulation distribution, relative strength index, as well as the relationship between the value at risk and day typical price , to decide if Gabriel India Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Gabriel India Limited has good predictability. Overlapping area represents the amount of predictability between Gabriel India time series from 4th of December 2022 to 29th of November 2023 and 29th of November 2023 to 23rd 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 Gabriel India Limited price movement. The serial correlation of 0.66 indicates that around 66.0% of current Gabriel India price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 4091.84 |
Gabriel India Limited lagged returns against current returns
Autocorrelation, which is Gabriel India 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 Gabriel India's stock expected returns. We can calculate the autocorrelation of Gabriel India returns to help us make a trade decision. For example, suppose you find that Gabriel India 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 |
Gabriel India 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 Gabriel India stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabriel India stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gabriel India stock over time.
Current vs Lagged Prices |
| Timeline |
Gabriel India Lagged Returns
When evaluating Gabriel India's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabriel India stock have on its future price. Gabriel India 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, Gabriel India autocorrelation shows the relationship between Gabriel India stock current value and its past values and can show if there is a momentum factor associated with investing in Gabriel India Limited.
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 Gabriel Stock
Gabriel India financial ratios help investors to determine whether Gabriel 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 Gabriel with respect to the benefits of owning Gabriel India security.