Mahindra Mahindra Limited Stock Market Value
| MAHMF Stock | USD 39.99 0.00 0.00% |
| Symbol | Mahindra |
Mahindra Mahindra '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 Mahindra Mahindra'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 Mahindra Mahindra.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Mahindra Mahindra on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Mahindra Mahindra Limited or generate 0.0% return on investment in Mahindra Mahindra over 30 days. Mahindra Mahindra is related to or competes with Dr Ing, Dr Ing, Volkswagen, Volkswagen, Volkswagen, Volkswagen, and Honda. Mahindra Mahindra Limited provides mobility products and farm solutions in India and internationally More
Mahindra Mahindra 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 Mahindra Mahindra'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 Mahindra Mahindra Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 13.07 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 0.7053 |
Mahindra Mahindra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mahindra Mahindra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mahindra Mahindra's standard deviation. In reality, there are many statistical measures that can use Mahindra Mahindra historical prices to predict the future Mahindra Mahindra's volatility.| Risk Adjusted Performance | 0.0023 | |||
| Jensen Alpha | 0.0056 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.0422 |
Mahindra Mahindra Backtested Returns
Mahindra Mahindra has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Mahindra Mahindra exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mahindra Mahindra's Risk Adjusted Performance of 0.0023, standard deviation of 1.58, and Mean Deviation of 0.5025 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mahindra Mahindra are expected to decrease at a much lower rate. During the bear market, Mahindra Mahindra is likely to outperform the market. At this point, Mahindra Mahindra has a negative expected return of -0.0076%. Please make sure to verify Mahindra Mahindra's standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and kurtosis , to decide if Mahindra Mahindra performance from the past will be repeated at some point in the near future.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Mahindra Mahindra Limited has near perfect reversele predictability. Overlapping area represents the amount of predictability between Mahindra Mahindra time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mahindra Mahindra price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Mahindra Mahindra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mahindra Mahindra lagged returns against current returns
Autocorrelation, which is Mahindra Mahindra 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 Mahindra Mahindra's pink sheet expected returns. We can calculate the autocorrelation of Mahindra Mahindra returns to help us make a trade decision. For example, suppose you find that Mahindra Mahindra 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 |
Mahindra Mahindra 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 Mahindra Mahindra pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mahindra Mahindra pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mahindra Mahindra pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mahindra Mahindra Lagged Returns
When evaluating Mahindra Mahindra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mahindra Mahindra pink sheet have on its future price. Mahindra Mahindra 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, Mahindra Mahindra autocorrelation shows the relationship between Mahindra Mahindra pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mahindra Mahindra Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mahindra Pink Sheet
Mahindra Mahindra financial ratios help investors to determine whether Mahindra 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 Mahindra with respect to the benefits of owning Mahindra Mahindra security.