Sambhaav Media (India) Market Value
| SAMBHAAV | 7.54 0.24 3.08% |
| Symbol | Sambhaav |
Sambhaav 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 Sambhaav 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 Sambhaav Media.
| 01/06/2025 |
| 02/05/2025 |
If you would invest 0.00 in Sambhaav Media on January 6, 2025 and sell it all today you would earn a total of 0.00 from holding Sambhaav Media Limited or generate 0.0% return on investment in Sambhaav Media over 30 days. Sambhaav Media is related to or competes with Diligent Media, Network18 Media, City Union, DCM Financial, Hybrid Financial, Infomedia Press, and DCB Bank. Sambhaav Media is entity of India. It is traded as Stock on NSE exchange. More
Sambhaav 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 Sambhaav 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 Sambhaav Media Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.18 | |||
| Information Ratio | 0.1067 | |||
| Maximum Drawdown | 24.85 | |||
| Value At Risk | (5.06) | |||
| Potential Upside | 9.88 |
Sambhaav Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sambhaav Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sambhaav Media's standard deviation. In reality, there are many statistical measures that can use Sambhaav Media historical prices to predict the future Sambhaav Media's volatility.| Risk Adjusted Performance | 0.1127 | |||
| Jensen Alpha | 0.4949 | |||
| Total Risk Alpha | 0.1775 | |||
| Sortino Ratio | 0.147 | |||
| Treynor Ratio | 0.8943 |
Sambhaav Media Backtested Returns
Sambhaav Media appears to be slightly risky, given 3 months investment horizon. Sambhaav Media owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. By inspecting Sambhaav Media's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please review Sambhaav Media's Semi Deviation of 2.62, risk adjusted performance of 0.1127, and Coefficient Of Variation of 801.87 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sambhaav Media holds a performance score of 9. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sambhaav Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sambhaav Media is expected to be smaller as well. Please check Sambhaav Media's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Sambhaav Media's existing price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Sambhaav Media Limited has good predictability. Overlapping area represents the amount of predictability between Sambhaav Media time series from 6th of January 2025 to 21st of January 2025 and 21st of January 2025 to 5th of February 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 Sambhaav Media price movement. The serial correlation of 0.76 indicates that around 76.0% of current Sambhaav Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Sambhaav Media lagged returns against current returns
Autocorrelation, which is Sambhaav 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 Sambhaav Media's stock expected returns. We can calculate the autocorrelation of Sambhaav Media returns to help us make a trade decision. For example, suppose you find that Sambhaav 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 |
Sambhaav 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 Sambhaav Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sambhaav Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sambhaav Media stock over time.
Current vs Lagged Prices |
| Timeline |
Sambhaav Media Lagged Returns
When evaluating Sambhaav Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sambhaav Media stock have on its future price. Sambhaav 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, Sambhaav Media autocorrelation shows the relationship between Sambhaav Media stock current value and its past values and can show if there is a momentum factor associated with investing in Sambhaav Media Limited.
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 Sambhaav Stock
Sambhaav Media financial ratios help investors to determine whether Sambhaav 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 Sambhaav with respect to the benefits of owning Sambhaav Media security.