Gail Limited Stock Market Value
| GAILF Stock | USD 16.57 0.00 0.00% |
| Symbol | GAIL |
GAIL (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 GAIL (India)'s pink sheet 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 GAIL (India).
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in GAIL (India) on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding GAIL Limited or generate 0.0% return on investment in GAIL (India) over 30 days. GAIL (India) is related to or competes with Cumberland Pharmaceuticals, Natural Alternatives, Xponential Fitness, Reservoir Media, Centessa Pharmaceuticals, Anterix, and Lifevantage. GAIL Limited operates as a natural gas processing and distribution company in India and internationally More
GAIL (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 GAIL (India)'s pink sheet 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 GAIL Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.99 |
GAIL (India) Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GAIL (India)'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GAIL (India)'s standard deviation. In reality, there are many statistical measures that can use GAIL (India) historical prices to predict the future GAIL (India)'s volatility.| Risk Adjusted Performance | 0.0257 | |||
| Jensen Alpha | 0.0127 | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.2211 |
GAIL Limited Backtested Returns
At this point, GAIL (India) is very steady. GAIL Limited holds Efficiency (Sharpe) Ratio of 0.13, which attests that the company had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for GAIL Limited, which you can use to evaluate the volatility of the entity. Please check out GAIL (India)'s coefficient of variation of 3643.57, and Standard Deviation of 1.46 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. GAIL (India) has a performance score of 9 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GAIL (India)'s returns are expected to increase less than the market. However, during the bear market, the loss of holding GAIL (India) is expected to be smaller as well. GAIL Limited at this time retains a risk of 1.06%. Please check out GAIL (India) information ratio, as well as the relationship between the skewness and day median price , to decide if GAIL (India) will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
GAIL Limited has no correlation between past and present. Overlapping area represents the amount of predictability between GAIL (India) time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 GAIL Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current GAIL (India) 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 |
GAIL Limited lagged returns against current returns
Autocorrelation, which is GAIL (India) pink sheet'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 GAIL (India)'s pink sheet expected returns. We can calculate the autocorrelation of GAIL (India) returns to help us make a trade decision. For example, suppose you find that GAIL (India) has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
GAIL (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 GAIL (India) pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GAIL (India) pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GAIL (India) pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GAIL (India) Lagged Returns
When evaluating GAIL (India)'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GAIL (India) pink sheet have on its future price. GAIL (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, GAIL (India) autocorrelation shows the relationship between GAIL (India) pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GAIL Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GAIL Pink Sheet
GAIL (India) financial ratios help investors to determine whether GAIL Pink Sheet 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 GAIL with respect to the benefits of owning GAIL (India) security.