Motilal Oswal (India) Market Value
| MOTILALOFS | 909.95 2.75 0.30% |
| Symbol | Motilal |
Motilal Oswal '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 Motilal Oswal'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 Motilal Oswal.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Motilal Oswal on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Motilal Oswal Financial or generate 0.0% return on investment in Motilal Oswal over 720 days. Motilal Oswal is related to or competes with MRF, Nalwa Sons, Kalyani Investment, and Vardhman Holdings. Motilal Oswal is entity of India. It is traded as Stock on NSE exchange. More
Motilal Oswal 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 Motilal Oswal'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 Motilal Oswal Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.77 | |||
| Information Ratio | 0.0917 | |||
| Maximum Drawdown | 17.87 | |||
| Value At Risk | (4.02) | |||
| Potential Upside | 6.94 |
Motilal Oswal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Motilal Oswal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Motilal Oswal's standard deviation. In reality, there are many statistical measures that can use Motilal Oswal historical prices to predict the future Motilal Oswal's volatility.| Risk Adjusted Performance | 0.1063 | |||
| Jensen Alpha | 0.471 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.1166 | |||
| Treynor Ratio | (1.91) |
Motilal Oswal Financial Backtested Returns
Motilal Oswal appears to be very steady, given 3 months investment horizon. Motilal Oswal Financial has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Motilal Oswal, which you can use to evaluate the volatility of the firm. Please exercise Motilal Oswal's Mean Deviation of 2.65, risk adjusted performance of 0.1063, and Downside Deviation of 2.77 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Motilal Oswal holds a performance score of 9. The company secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Motilal Oswal are expected to decrease at a much lower rate. During the bear market, Motilal Oswal is likely to outperform the market. Please check Motilal Oswal's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Motilal Oswal's current price movements will revert.
Auto-correlation | 0.43 |
Average predictability
Motilal Oswal Financial has average predictability. Overlapping area represents the amount of predictability between Motilal Oswal time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 Motilal Oswal Financial price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Motilal Oswal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 49.1 K |
Motilal Oswal Financial lagged returns against current returns
Autocorrelation, which is Motilal Oswal 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 Motilal Oswal's stock expected returns. We can calculate the autocorrelation of Motilal Oswal returns to help us make a trade decision. For example, suppose you find that Motilal Oswal 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 |
Motilal Oswal 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 Motilal Oswal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Motilal Oswal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Motilal Oswal stock over time.
Current vs Lagged Prices |
| Timeline |
Motilal Oswal Lagged Returns
When evaluating Motilal Oswal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Motilal Oswal stock have on its future price. Motilal Oswal 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, Motilal Oswal autocorrelation shows the relationship between Motilal Oswal stock current value and its past values and can show if there is a momentum factor associated with investing in Motilal Oswal Financial.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Motilal Stock
Motilal Oswal financial ratios help investors to determine whether Motilal 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 Motilal with respect to the benefits of owning Motilal Oswal security.