Kalyani Investment (India) Market Value
| KICL Stock | 4,821 45.45 0.93% |
| Symbol | Kalyani |
Kalyani 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 Kalyani 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 Kalyani Investment.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Kalyani Investment on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Kalyani Investment or generate 0.0% return on investment in Kalyani Investment over 30 days. Kalyani Investment is related to or competes with Blue Coast, Chalet Hotels, Juniper Hotels, Taj GVK, Kamat Hotels, Entero Healthcare, and Global Health. Kalyani Investment is entity of India. It is traded as Stock on NSE exchange. More
Kalyani 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 Kalyani 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 Kalyani Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 12.44 | |||
| Value At Risk | (4.78) | |||
| Potential Upside | 4.18 |
Kalyani Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kalyani Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kalyani Investment's standard deviation. In reality, there are many statistical measures that can use Kalyani Investment historical prices to predict the future Kalyani Investment's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.73) | |||
| Treynor Ratio | (0.87) |
Kalyani Investment Backtested Returns
Kalyani Investment has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15 % return per unit of risk over the last 3 months. Kalyani Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kalyani Investment's Standard Deviation of 2.55, mean deviation of 1.97, and Risk Adjusted Performance of (0.14) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.53, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kalyani Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kalyani Investment is expected to be smaller as well. At this point, Kalyani Investment has a negative expected return of -0.39%. Please make sure to verify Kalyani Investment's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Kalyani Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.96 |
Excellent predictability
Kalyani Investment has excellent predictability. Overlapping area represents the amount of predictability between Kalyani Investment time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kalyani Investment price movement. The serial correlation of 0.96 indicates that 96.0% of current Kalyani Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 54.4 K |
Kalyani Investment lagged returns against current returns
Autocorrelation, which is Kalyani 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 Kalyani Investment's stock expected returns. We can calculate the autocorrelation of Kalyani Investment returns to help us make a trade decision. For example, suppose you find that Kalyani 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 |
Kalyani 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 Kalyani Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kalyani Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kalyani Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Kalyani Investment Lagged Returns
When evaluating Kalyani Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kalyani Investment stock have on its future price. Kalyani 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, Kalyani Investment autocorrelation shows the relationship between Kalyani Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Kalyani Investment.
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.Additional Tools for Kalyani Stock Analysis
When running Kalyani Investment's price analysis, check to measure Kalyani Investment's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Kalyani Investment is operating at the current time. Most of Kalyani Investment's value examination focuses on studying past and present price action to predict the probability of Kalyani Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kalyani Investment's price. Additionally, you may evaluate how the addition of Kalyani Investment to your portfolios can decrease your overall portfolio volatility.