Network18 Media (India) Market Value
| NETWORK18 | 79.20 0.51 0.64% |
| Symbol | Network18 |
Network18 Media '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 Network18 Media'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 Network18 Media.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Network18 Media on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding Network18 Media Investments or generate 0.0% return on investment in Network18 Media over 570 days. Network18 Media is related to or competes with Centum Electronics, Electronics Mart, Salzer Electronics, MIC Electronics, Tata Investment, Teamlease Services, and Jindal Poly. Network18 Media is entity of India. It is traded as Stock on NSE exchange. More
Network18 Media 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 Network18 Media'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 Network18 Media Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 15.72 | |||
| Value At Risk | (4.90) | |||
| Potential Upside | 6.52 |
Network18 Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Network18 Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Network18 Media's standard deviation. In reality, there are many statistical measures that can use Network18 Media historical prices to predict the future Network18 Media's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | 1.43 |
Network18 Media Inve Backtested Returns
Network18 Media Inve has Sharpe Ratio of -0.0749, which conveys that the firm had a -0.0749% return per unit of risk over the last 3 months. Network18 Media exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Network18 Media's Mean Deviation of 2.16, risk adjusted performance of (0.06), and Standard Deviation of 3.1 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Network18 Media are expected to decrease at a much lower rate. During the bear market, Network18 Media is likely to outperform the market. At this point, Network18 Media Inve has a negative expected return of -0.23%. Please make sure to verify Network18 Media's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and relative strength index , to decide if Network18 Media Inve performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Network18 Media Investments has poor reverse predictability. Overlapping area represents the amount of predictability between Network18 Media time series from 9th of May 2023 to 18th of February 2024 and 18th of February 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 Network18 Media Inve price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Network18 Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 78.25 |
Network18 Media Inve lagged returns against current returns
Autocorrelation, which is Network18 Media 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 Network18 Media's stock expected returns. We can calculate the autocorrelation of Network18 Media returns to help us make a trade decision. For example, suppose you find that Network18 Media 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 |
Network18 Media 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 Network18 Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Network18 Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Network18 Media stock over time.
Current vs Lagged Prices |
| Timeline |
Network18 Media Lagged Returns
When evaluating Network18 Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Network18 Media stock have on its future price. Network18 Media 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, Network18 Media autocorrelation shows the relationship between Network18 Media stock current value and its past values and can show if there is a momentum factor associated with investing in Network18 Media Investments.
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 Network18 Stock
Network18 Media financial ratios help investors to determine whether Network18 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 Network18 with respect to the benefits of owning Network18 Media security.