Mask Investments (India) Market Value
| MASKINVEST | 207.72 10.94 5.00% |
| Symbol | Mask |
Mask Investments '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 Mask Investments' 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 Mask Investments.
| 02/07/2023 |
| 01/27/2025 |
If you would invest 0.00 in Mask Investments on February 7, 2023 and sell it all today you would earn a total of 0.00 from holding Mask Investments Limited or generate 0.0% return on investment in Mask Investments over 720 days. Mask Investments is related to or competes with State Bank, Reliance Industries, HDFC Bank, Tata Motors, and ICICI Bank. Mask Investments is entity of India. It is traded as Stock on NSE exchange. More
Mask Investments 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 Mask Investments' 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 Mask Investments Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | 0.118 | |||
| Maximum Drawdown | 50.87 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 5.0 |
Mask Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mask Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mask Investments' standard deviation. In reality, there are many statistical measures that can use Mask Investments historical prices to predict the future Mask Investments' volatility.| Risk Adjusted Performance | 0.1157 | |||
| Jensen Alpha | 0.816 | |||
| Total Risk Alpha | 0.4574 | |||
| Sortino Ratio | 0.3298 | |||
| Treynor Ratio | (2.30) |
Mask Investments Backtested Returns
At this stage we consider Mask Stock to be very steady. Mask Investments has Sharpe Ratio of 0.0148, which conveys that the firm had a 0.0148 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Mask Investments, which you can use to evaluate the volatility of the firm. Please verify Mask Investments' Downside Deviation of 2.29, mean deviation of 3.26, and Risk Adjusted Performance of 0.1157 to check out if the risk estimate we provide is consistent with the expected return of 0.0419%. Mask Investments has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mask Investments are expected to decrease at a much lower rate. During the bear market, Mask Investments is likely to outperform the market. Mask Investments right now secures a risk of 2.83%. Please verify Mask Investments Limited expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Mask Investments Limited will be following its current price movements.
Auto-correlation | 0.60 |
Good predictability
Mask Investments Limited has good predictability. Overlapping area represents the amount of predictability between Mask Investments time series from 7th of February 2023 to 2nd of February 2024 and 2nd of February 2024 to 27th 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 Mask Investments price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Mask Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 3454.85 |
Mask Investments lagged returns against current returns
Autocorrelation, which is Mask Investments 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 Mask Investments' stock expected returns. We can calculate the autocorrelation of Mask Investments returns to help us make a trade decision. For example, suppose you find that Mask Investments 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 |
Mask Investments 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 Mask Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mask Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mask Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Mask Investments Lagged Returns
When evaluating Mask Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mask Investments stock have on its future price. Mask Investments 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, Mask Investments autocorrelation shows the relationship between Mask Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Mask Investments Limited.
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 Mask Stock Analysis
When running Mask Investments' price analysis, check to measure Mask Investments' 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 Mask Investments is operating at the current time. Most of Mask Investments' value examination focuses on studying past and present price action to predict the probability of Mask Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mask Investments' price. Additionally, you may evaluate how the addition of Mask Investments to your portfolios can decrease your overall portfolio volatility.