Mahindra Mahindra Limited Stock Market Value
| MAHMF Stock | USD 35.60 1.65 4.86% |
| 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.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Mahindra Mahindra on October 29, 2024 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 Buhler Industries, AmeraMex International, Textainer Group, Deere, AGCO, Nikola Corp, and PACCAR. 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.
| Downside Deviation | 13.78 | |||
| Information Ratio | 0.0688 | |||
| Maximum Drawdown | 54.85 | |||
| Value At Risk | (15.81) | |||
| Potential Upside | 18.95 |
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 | 0.0729 | |||
| Jensen Alpha | 1.05 | |||
| Total Risk Alpha | (0.59) | |||
| Sortino Ratio | 0.0433 | |||
| Treynor Ratio | (0.24) |
Mahindra Mahindra Backtested Returns
Mahindra Mahindra appears to be somewhat reliable, given 3 months investment horizon. Mahindra Mahindra has Sharpe Ratio of 0.0504, which conveys that the firm had a 0.0504% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mahindra Mahindra, which you can use to evaluate the volatility of the firm. Please exercise Mahindra Mahindra's Risk Adjusted Performance of 0.0729, downside deviation of 13.78, and Mean Deviation of 4.55 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mahindra Mahindra holds a performance score of 3. The company secures a Beta (Market Risk) of -2.96, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Mahindra Mahindra are expected to decrease by larger amounts. On the other hand, during market turmoil, Mahindra Mahindra is expected to outperform it. Please check Mahindra Mahindra's total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to make a quick decision on whether Mahindra Mahindra's current price movements will revert.
Auto-correlation | -0.45 |
Modest reverse predictability
Mahindra Mahindra Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Mahindra Mahindra time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Mahindra Mahindra price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Mahindra Mahindra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 1.25 |
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.