Osia Hyper (India) Market Value
| OSIAHYPER | 31.10 0.45 1.47% |
| Symbol | Osia |
Osia Hyper '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 Osia Hyper'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 Osia Hyper.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Osia Hyper on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Osia Hyper Retail or generate 0.0% return on investment in Osia Hyper over 510 days. Osia Hyper is related to or competes with Parag Milk, LT Foods, Clean Science, Sarveshwar Foods, ADF Foods, and Mahamaya Steel. Osia Hyper is entity of India. It is traded as Stock on NSE exchange. More
Osia Hyper 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 Osia Hyper'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 Osia Hyper Retail upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.16 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.81 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 2.0 |
Osia Hyper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osia Hyper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osia Hyper's standard deviation. In reality, there are many statistical measures that can use Osia Hyper historical prices to predict the future Osia Hyper's volatility.| Risk Adjusted Performance | 0.0324 | |||
| Jensen Alpha | 0.0502 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.4211 |
Osia Hyper Retail Backtested Returns
Osia Hyper Retail maintains Sharpe Ratio (i.e., Efficiency) of -0.0178, which implies the firm had a -0.0178% return per unit of risk over the last 3 months. Osia Hyper Retail exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Osia Hyper's Risk Adjusted Performance of 0.0324, semi deviation of 2.95, and Coefficient Of Variation of 2985.25 to confirm the risk estimate we provide. The company holds a Beta of 0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, Osia Hyper's returns are expected to increase less than the market. However, during the bear market, the loss of holding Osia Hyper is expected to be smaller as well. At this point, Osia Hyper Retail has a negative expected return of -0.043%. Please make sure to check Osia Hyper's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Osia Hyper Retail performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Osia Hyper Retail has below average predictability. Overlapping area represents the amount of predictability between Osia Hyper time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Osia Hyper Retail price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Osia Hyper price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 45.8 |
Osia Hyper Retail lagged returns against current returns
Autocorrelation, which is Osia Hyper 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 Osia Hyper's stock expected returns. We can calculate the autocorrelation of Osia Hyper returns to help us make a trade decision. For example, suppose you find that Osia Hyper 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 |
Osia Hyper 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 Osia Hyper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osia Hyper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Osia Hyper stock over time.
Current vs Lagged Prices |
| Timeline |
Osia Hyper Lagged Returns
When evaluating Osia Hyper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osia Hyper stock have on its future price. Osia Hyper 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, Osia Hyper autocorrelation shows the relationship between Osia Hyper stock current value and its past values and can show if there is a momentum factor associated with investing in Osia Hyper Retail.
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 Osia Stock Analysis
When running Osia Hyper's price analysis, check to measure Osia Hyper'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 Osia Hyper is operating at the current time. Most of Osia Hyper's value examination focuses on studying past and present price action to predict the probability of Osia Hyper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Osia Hyper's price. Additionally, you may evaluate how the addition of Osia Hyper to your portfolios can decrease your overall portfolio volatility.