ILFS Investment (India) Market Value
| IVC Stock | 11.11 0.17 1.55% |
| Symbol | ILFS |
ILFS Investment '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 ILFS Investment'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 ILFS Investment.
| 05/07/2023 |
| 11/27/2024 |
If you would invest 0.00 in ILFS Investment on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding ILFS Investment Managers or generate 0.0% return on investment in ILFS Investment over 570 days. ILFS Investment is related to or competes with Sarthak Metals, Teamlease Services, Alkali Metals, UFO Moviez, Kilitch Drugs, Hilton Metal, and Music Broadcast. ILFS Investment is entity of India. It is traded as Stock on NSE exchange. More
ILFS Investment 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 ILFS Investment'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 ILFS Investment Managers upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 11.54 | |||
| Value At Risk | (4.53) | |||
| Potential Upside | 3.57 |
ILFS Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ILFS Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ILFS Investment's standard deviation. In reality, there are many statistical measures that can use ILFS Investment historical prices to predict the future ILFS Investment's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | (7.94) |
ILFS Investment Managers Backtested Returns
ILFS Investment Managers holds Efficiency (Sharpe) Ratio of -0.0874, which attests that the entity had a -0.0874% return per unit of return volatility over the last 3 months. ILFS Investment Managers exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out ILFS Investment's Market Risk Adjusted Performance of (7.93), coefficient of variation of (621.54), and Risk Adjusted Performance of (0.12) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0487, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ILFS Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding ILFS Investment is expected to be smaller as well. At this point, ILFS Investment Managers has a negative expected return of -0.2%. Please make sure to check out ILFS Investment's treynor ratio, kurtosis, and the relationship between the jensen alpha and potential upside , to decide if ILFS Investment Managers performance from the past will be repeated in the future.
Auto-correlation | 0.29 |
Poor predictability
ILFS Investment Managers has poor predictability. Overlapping area represents the amount of predictability between ILFS Investment time series from 7th of May 2023 to 16th of February 2024 and 16th of February 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 ILFS Investment Managers price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current ILFS Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 2.09 |
ILFS Investment Managers lagged returns against current returns
Autocorrelation, which is ILFS Investment 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 ILFS Investment's stock expected returns. We can calculate the autocorrelation of ILFS Investment returns to help us make a trade decision. For example, suppose you find that ILFS Investment 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 |
ILFS Investment 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 ILFS Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ILFS Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ILFS Investment stock over time.
Current vs Lagged Prices |
| Timeline |
ILFS Investment Lagged Returns
When evaluating ILFS Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ILFS Investment stock have on its future price. ILFS Investment 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, ILFS Investment autocorrelation shows the relationship between ILFS Investment stock current value and its past values and can show if there is a momentum factor associated with investing in ILFS Investment Managers.
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 ILFS Stock
ILFS Investment financial ratios help investors to determine whether ILFS 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 ILFS with respect to the benefits of owning ILFS Investment security.