Intellect Design (India) Market Value
| INTELLECT | 717.00 5.25 0.73% |
| Symbol | Intellect |
Intellect Design '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 Intellect Design'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 Intellect Design.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Intellect Design on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Intellect Design Arena or generate 0.0% return on investment in Intellect Design over 540 days. Intellect Design is related to or competes with Kalyani Investment, Apollo Sindoori, Nalwa Sons, Jindal Poly, POWERGRID Infrastructure, Taj GVK, and Kamat Hotels. More
Intellect Design 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 Intellect Design'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 Intellect Design Arena upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.34) | |||
| Maximum Drawdown | 8.82 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 2.33 |
Intellect Design Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intellect Design's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intellect Design's standard deviation. In reality, there are many statistical measures that can use Intellect Design historical prices to predict the future Intellect Design's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | (4.66) |
Intellect Design Arena Backtested Returns
Intellect Design Arena holds Efficiency (Sharpe) Ratio of -0.26, which attests that the entity had a -0.26% return per unit of risk over the last 3 months. Intellect Design Arena exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intellect Design's Standard Deviation of 1.83, market risk adjusted performance of (4.65), and Risk Adjusted Performance of (0.20) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intellect Design's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intellect Design is expected to be smaller as well. At this point, Intellect Design Arena has a negative expected return of -0.48%. Please make sure to check out Intellect Design's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Intellect Design Arena performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.82 |
Excellent reverse predictability
Intellect Design Arena has excellent reverse predictability. Overlapping area represents the amount of predictability between Intellect Design time series from 10th of June 2023 to 6th of March 2024 and 6th of March 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 Intellect Design Arena price movement. The serial correlation of -0.82 indicates that around 82.0% of current Intellect Design price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 13.4 K |
Intellect Design Arena lagged returns against current returns
Autocorrelation, which is Intellect Design 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 Intellect Design's stock expected returns. We can calculate the autocorrelation of Intellect Design returns to help us make a trade decision. For example, suppose you find that Intellect Design 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 |
Intellect Design 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 Intellect Design stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intellect Design stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intellect Design stock over time.
Current vs Lagged Prices |
| Timeline |
Intellect Design Lagged Returns
When evaluating Intellect Design's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intellect Design stock have on its future price. Intellect Design 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, Intellect Design autocorrelation shows the relationship between Intellect Design stock current value and its past values and can show if there is a momentum factor associated with investing in Intellect Design Arena.
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 Intellect Stock
Intellect Design financial ratios help investors to determine whether Intellect 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 Intellect with respect to the benefits of owning Intellect Design security.