Kaushalya Infrastructure (India) Market Value
| KAUSHALYA | 948.25 14.45 1.55% |
| Symbol | Kaushalya |
Kaushalya Infrastructure '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 Kaushalya Infrastructure'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 Kaushalya Infrastructure.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Kaushalya Infrastructure on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Kaushalya Infrastructure Development or generate 0.0% return on investment in Kaushalya Infrastructure over 720 days. Kaushalya Infrastructure is related to or competes with Sudarshan Chemical, Privi Speciality, TECIL Chemicals, PYRAMID TECHNOPLAST, Hathway Cable, UltraTech Cement, and Agro Tech. Kaushalya Infrastructure is entity of India More
Kaushalya Infrastructure 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 Kaushalya Infrastructure'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 Kaushalya Infrastructure Development upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.14 | |||
| Value At Risk | (4.50) | |||
| Potential Upside | 3.31 |
Kaushalya Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kaushalya Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kaushalya Infrastructure's standard deviation. In reality, there are many statistical measures that can use Kaushalya Infrastructure historical prices to predict the future Kaushalya Infrastructure's volatility.| Risk Adjusted Performance | 0.0181 | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.2171 |
Kaushalya Infrastructure Backtested Returns
Kaushalya Infrastructure has Sharpe Ratio of -0.0123, which conveys that the firm had a -0.0123% return per unit of risk over the last 3 months. Kaushalya Infrastructure exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kaushalya Infrastructure's Mean Deviation of 1.74, risk adjusted performance of 0.0181, and Downside Deviation of 2.58 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kaushalya Infrastructure's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kaushalya Infrastructure is expected to be smaller as well. At this point, Kaushalya Infrastructure has a negative expected return of -0.0275%. Please make sure to verify Kaushalya Infrastructure's potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Kaushalya Infrastructure performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Kaushalya Infrastructure Development has below average predictability. Overlapping area represents the amount of predictability between Kaushalya Infrastructure time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 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 Kaushalya Infrastructure price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Kaushalya Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 13.8 K |
Kaushalya Infrastructure lagged returns against current returns
Autocorrelation, which is Kaushalya Infrastructure 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 Kaushalya Infrastructure's stock expected returns. We can calculate the autocorrelation of Kaushalya Infrastructure returns to help us make a trade decision. For example, suppose you find that Kaushalya Infrastructure 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 |
Kaushalya Infrastructure 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 Kaushalya Infrastructure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kaushalya Infrastructure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kaushalya Infrastructure stock over time.
Current vs Lagged Prices |
| Timeline |
Kaushalya Infrastructure Lagged Returns
When evaluating Kaushalya Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kaushalya Infrastructure stock have on its future price. Kaushalya Infrastructure 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, Kaushalya Infrastructure autocorrelation shows the relationship between Kaushalya Infrastructure stock current value and its past values and can show if there is a momentum factor associated with investing in Kaushalya Infrastructure Development.
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 Kaushalya Stock
Kaushalya Infrastructure financial ratios help investors to determine whether Kaushalya 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 Kaushalya with respect to the benefits of owning Kaushalya Infrastructure security.