Maruti Suzuki (India) Market Value
| MARUTI Stock | 10,950 108.50 0.98% |
| Symbol | Maruti |
Maruti Suzuki '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 Maruti Suzuki'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 Maruti Suzuki.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Maruti Suzuki on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Maruti Suzuki India or generate 0.0% return on investment in Maruti Suzuki over 540 days. Maruti Suzuki is related to or competes with Sanginita Chemicals, DMCC SPECIALITY, Alkali Metals, Ratnamani Metals, Hilton Metal, Thirumalai Chemicals, and Krebs Biochemicals. Maruti Suzuki is entity of India. It is traded as Stock on NSE exchange. More
Maruti Suzuki 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 Maruti Suzuki'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 Maruti Suzuki India upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 8.62 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 1.91 |
Maruti Suzuki Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maruti Suzuki's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maruti Suzuki's standard deviation. In reality, there are many statistical measures that can use Maruti Suzuki historical prices to predict the future Maruti Suzuki's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (1.52) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Maruti Suzuki's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Maruti Suzuki India Backtested Returns
Maruti Suzuki India has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14% return per unit of risk over the last 3 months. Maruti Suzuki exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Maruti Suzuki's Standard Deviation of 1.4, risk adjusted performance of (0.08), and Mean Deviation of 1.01 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, Maruti Suzuki's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maruti Suzuki is expected to be smaller as well. At this point, Maruti Suzuki India has a negative expected return of -0.19%. Please make sure to verify Maruti Suzuki's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Maruti Suzuki India performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.41 |
Modest reverse predictability
Maruti Suzuki India has modest reverse predictability. Overlapping area represents the amount of predictability between Maruti Suzuki time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Maruti Suzuki India price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Maruti Suzuki price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 317.1 K |
Maruti Suzuki India lagged returns against current returns
Autocorrelation, which is Maruti Suzuki 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 Maruti Suzuki's stock expected returns. We can calculate the autocorrelation of Maruti Suzuki returns to help us make a trade decision. For example, suppose you find that Maruti Suzuki 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 |
Maruti Suzuki 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 Maruti Suzuki stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maruti Suzuki stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maruti Suzuki stock over time.
Current vs Lagged Prices |
| Timeline |
Maruti Suzuki Lagged Returns
When evaluating Maruti Suzuki's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maruti Suzuki stock have on its future price. Maruti Suzuki 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, Maruti Suzuki autocorrelation shows the relationship between Maruti Suzuki stock current value and its past values and can show if there is a momentum factor associated with investing in Maruti Suzuki India.
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.Other Information on Investing in Maruti Stock
Maruti Suzuki financial ratios help investors to determine whether Maruti 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 Maruti with respect to the benefits of owning Maruti Suzuki security.