Malu Paper (India) Market Value
| MALUPAPER | 43.31 0.32 0.73% |
| Symbol | Malu |
Malu Paper '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 Malu Paper'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 Malu Paper.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Malu Paper on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Malu Paper Mills or generate 0.0% return on investment in Malu Paper over 30 days. Malu Paper is related to or competes with Tata Steel, Tips Music, SAL Steel, Vibhor Steel, Indian Metals, UFO Moviez, and Vardhman Special. Malu Paper is entity of India. It is traded as Stock on NSE exchange. More
Malu Paper 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 Malu Paper'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 Malu Paper Mills upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 26.39 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 3.44 |
Malu Paper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Malu Paper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Malu Paper's standard deviation. In reality, there are many statistical measures that can use Malu Paper historical prices to predict the future Malu Paper's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.10) |
Malu Paper Mills Backtested Returns
Malu Paper Mills 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. Malu Paper exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Malu Paper's Standard Deviation of 3.19, mean deviation of 1.82, and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.79, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Malu Paper's returns are expected to increase less than the market. However, during the bear market, the loss of holding Malu Paper is expected to be smaller as well. At this point, Malu Paper Mills has a negative expected return of -0.0239%. Please make sure to verify Malu Paper's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Malu Paper Mills performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
Malu Paper Mills has very weak predictability. Overlapping area represents the amount of predictability between Malu Paper time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 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 Malu Paper Mills price movement. The serial correlation of 0.18 indicates that over 18.0% of current Malu Paper price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 3.28 |
Malu Paper Mills lagged returns against current returns
Autocorrelation, which is Malu Paper 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 Malu Paper's stock expected returns. We can calculate the autocorrelation of Malu Paper returns to help us make a trade decision. For example, suppose you find that Malu Paper 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 |
Malu Paper 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 Malu Paper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Malu Paper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Malu Paper stock over time.
Current vs Lagged Prices |
| Timeline |
Malu Paper Lagged Returns
When evaluating Malu Paper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Malu Paper stock have on its future price. Malu Paper 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, Malu Paper autocorrelation shows the relationship between Malu Paper stock current value and its past values and can show if there is a momentum factor associated with investing in Malu Paper Mills.
Regressed Prices |
| Timeline |
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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 Malu Stock Analysis
When running Malu Paper's price analysis, check to measure Malu Paper'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 Malu Paper is operating at the current time. Most of Malu Paper's value examination focuses on studying past and present price action to predict the probability of Malu Paper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Malu Paper's price. Additionally, you may evaluate how the addition of Malu Paper to your portfolios can decrease your overall portfolio volatility.