SIL Investments' market value is the price at which a share of SIL Investments trades on a public exchange. It measures the collective expectations of SIL Investments Limited investors about its performance. SIL Investments is trading at 618.75 as of the 18th of January 2025, a 1.56 percent decrease since the beginning of the trading day. The stock's open price was 628.55. With this module, you can estimate the performance of a buy and hold strategy of SIL Investments Limited and determine expected loss or profit from investing in SIL Investments over a given investment horizon. Check out SIL Investments Correlation, SIL Investments Volatility and SIL Investments Alpha and Beta module to complement your research on SIL Investments.
Please note, there is a significant difference between SIL Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if SIL Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SIL Investments' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SIL Investments '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 SIL Investments' 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 SIL Investments.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in SIL Investments on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding SIL Investments Limited or generate 0.0% return on investment in SIL Investments over 30 days. SIL Investments is related to or competes with Cantabil Retail, United Drilling, Punjab National, Federal Bank, Future Retail, Cartrade Tech, and Tata Communications. SIL Investments is entity of India. It is traded as Stock on NSE exchange. More
SIL Investments 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 SIL Investments' 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 SIL Investments Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for SIL Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SIL Investments' standard deviation. In reality, there are many statistical measures that can use SIL Investments historical prices to predict the future SIL Investments' volatility.
SIL Investments owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the firm had a -0.17% return per unit of volatility over the last 3 months. SIL Investments Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SIL Investments' variance of 17.76, and Risk Adjusted Performance of 0.0068 to confirm the risk estimate we provide. The entity has a beta of -0.094, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SIL Investments are expected to decrease at a much lower rate. During the bear market, SIL Investments is likely to outperform the market. At this point, SIL Investments has a negative expected return of -0.51%. Please make sure to validate SIL Investments' total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if SIL Investments performance from the past will be repeated at future time.
Auto-correlation
0.32
Below average predictability
SIL Investments Limited has below average predictability. Overlapping area represents the amount of predictability between SIL Investments time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 SIL Investments price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current SIL Investments price fluctuation can be explain by its past prices.
Correlation Coefficient
0.32
Spearman Rank Test
-0.28
Residual Average
0.0
Price Variance
675.03
SIL Investments lagged returns against current returns
Autocorrelation, which is SIL Investments 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 SIL Investments' stock expected returns. We can calculate the autocorrelation of SIL Investments returns to help us make a trade decision. For example, suppose you find that SIL Investments 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
SIL Investments 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 SIL Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SIL Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SIL Investments stock over time.
Current vs Lagged Prices
Timeline
SIL Investments Lagged Returns
When evaluating SIL Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SIL Investments stock have on its future price. SIL Investments 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, SIL Investments autocorrelation shows the relationship between SIL Investments stock current value and its past values and can show if there is a momentum factor associated with investing in SIL Investments 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.
SIL Investments financial ratios help investors to determine whether SIL 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 SIL with respect to the benefits of owning SIL Investments security.