Rajshree Polypack (India) Market Value
| RPPL Stock | 33.88 2.52 6.92% |
| Symbol | Rajshree |
Rajshree Polypack '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 Rajshree Polypack'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 Rajshree Polypack.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Rajshree Polypack on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Rajshree Polypack Limited or generate 0.0% return on investment in Rajshree Polypack over 150 days. Rajshree Polypack is related to or competes with Future Retail, Life Insurance, Cantabil Retail, General Insurance, Bigbloc Construction, and Varun Beverages. Rajshree Polypack is entity of India. It is traded as Stock on NSE exchange. More
Rajshree Polypack 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 Rajshree Polypack'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 Rajshree Polypack Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.66 | |||
| Information Ratio | 0.0031 | |||
| Maximum Drawdown | 21.15 | |||
| Value At Risk | (4.20) | |||
| Potential Upside | 5.61 |
Rajshree Polypack Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rajshree Polypack's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rajshree Polypack's standard deviation. In reality, there are many statistical measures that can use Rajshree Polypack historical prices to predict the future Rajshree Polypack's volatility.| Risk Adjusted Performance | 0.0361 | |||
| Jensen Alpha | 0.0763 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0037 | |||
| Treynor Ratio | 0.3816 |
Rajshree Polypack Backtested Returns
Rajshree Polypack maintains Sharpe Ratio (i.e., Efficiency) of -0.0687, which implies the firm had a -0.0687 % return per unit of risk over the last 3 months. Rajshree Polypack exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rajshree Polypack's Semi Deviation of 2.43, coefficient of variation of 2913.3, and Risk Adjusted Performance of 0.0361 to confirm the risk estimate we provide. The company holds a Beta of 0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rajshree Polypack's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rajshree Polypack is expected to be smaller as well. At this point, Rajshree Polypack has a negative expected return of -0.22%. Please make sure to check Rajshree Polypack's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Rajshree Polypack performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Rajshree Polypack Limited has modest predictability. Overlapping area represents the amount of predictability between Rajshree Polypack time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st 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 Rajshree Polypack price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Rajshree Polypack price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 3.53 |
Rajshree Polypack lagged returns against current returns
Autocorrelation, which is Rajshree Polypack 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 Rajshree Polypack's stock expected returns. We can calculate the autocorrelation of Rajshree Polypack returns to help us make a trade decision. For example, suppose you find that Rajshree Polypack 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 |
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Rajshree Polypack 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 Rajshree Polypack stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rajshree Polypack stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rajshree Polypack stock over time.
Current vs Lagged Prices |
| Timeline |
Rajshree Polypack Lagged Returns
When evaluating Rajshree Polypack's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rajshree Polypack stock have on its future price. Rajshree Polypack 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, Rajshree Polypack autocorrelation shows the relationship between Rajshree Polypack stock current value and its past values and can show if there is a momentum factor associated with investing in Rajshree Polypack 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 Rajshree Stock Analysis
When running Rajshree Polypack's price analysis, check to measure Rajshree Polypack'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 Rajshree Polypack is operating at the current time. Most of Rajshree Polypack's value examination focuses on studying past and present price action to predict the probability of Rajshree Polypack's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rajshree Polypack's price. Additionally, you may evaluate how the addition of Rajshree Polypack to your portfolios can decrease your overall portfolio volatility.