Sarveshwar Foods (India) Market Value
| SARVESHWAR | 9.03 0.05 0.56% |
| Symbol | Sarveshwar |
Sarveshwar Foods '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 Sarveshwar Foods' 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 Sarveshwar Foods.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Sarveshwar Foods on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Sarveshwar Foods Limited or generate 0.0% return on investment in Sarveshwar Foods over 720 days. Sarveshwar Foods is related to or competes with KNR Constructions, LT Foods, Taj GVK, Ravi Kumar, Sukhjit Starch, Viceroy Hotels, and Samhi Hotels. Sarveshwar Foods is entity of India. It is traded as Stock on NSE exchange. More
Sarveshwar Foods 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 Sarveshwar Foods' 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 Sarveshwar Foods Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.7 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 16.95 | |||
| Value At Risk | (5.04) | |||
| Potential Upside | 5.71 |
Sarveshwar Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sarveshwar Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sarveshwar Foods' standard deviation. In reality, there are many statistical measures that can use Sarveshwar Foods historical prices to predict the future Sarveshwar Foods' volatility.| Risk Adjusted Performance | 0.0248 | |||
| Jensen Alpha | 0.0596 | |||
| Total Risk Alpha | (0.46) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 1.41 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sarveshwar Foods' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sarveshwar Foods Backtested Returns
Sarveshwar Foods is slightly risky at the moment. Sarveshwar Foods owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0319, which indicates the firm had a 0.0319% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sarveshwar Foods Limited, which you can use to evaluate the volatility of the company. Please validate Sarveshwar Foods' Semi Deviation of 2.58, coefficient of variation of 4486.54, and Risk Adjusted Performance of 0.0248 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Sarveshwar Foods has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.046, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sarveshwar Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sarveshwar Foods is expected to be smaller as well. Sarveshwar Foods right now has a risk of 3.47%. Please validate Sarveshwar Foods potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Sarveshwar Foods will be following its existing price patterns.
Auto-correlation | 0.01 |
Virtually no predictability
Sarveshwar Foods Limited has virtually no predictability. Overlapping area represents the amount of predictability between Sarveshwar Foods time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 Sarveshwar Foods price movement. The serial correlation of 0.01 indicates that just 1.0% of current Sarveshwar Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 3.28 |
Sarveshwar Foods lagged returns against current returns
Autocorrelation, which is Sarveshwar Foods 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 Sarveshwar Foods' stock expected returns. We can calculate the autocorrelation of Sarveshwar Foods returns to help us make a trade decision. For example, suppose you find that Sarveshwar Foods 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 |
Sarveshwar Foods 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 Sarveshwar Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sarveshwar Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sarveshwar Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Sarveshwar Foods Lagged Returns
When evaluating Sarveshwar Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sarveshwar Foods stock have on its future price. Sarveshwar Foods 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, Sarveshwar Foods autocorrelation shows the relationship between Sarveshwar Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Sarveshwar Foods 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 Sarveshwar Stock
Sarveshwar Foods financial ratios help investors to determine whether Sarveshwar 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 Sarveshwar with respect to the benefits of owning Sarveshwar Foods security.