Tata Investment (India) Market Value
| TATAINVEST | 6,668 175.30 2.70% |
| Symbol | Tata |
Tata Investment '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 Tata Investment'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 Tata Investment.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Tata Investment on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Tata Investment or generate 0.0% return on investment in Tata Investment over 660 days. Tata Investment is related to or competes with Kingfa Science, Rico Auto, GACM Technologies, COSMO FIRST, Delta Manufacturing, Tribhovandas Bhimji, and Parag Milk. Tata Investment is entity of India. It is traded as Stock on NSE exchange. More
Tata Investment 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 Tata Investment'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 Tata Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 23.57 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 3.13 |
Tata Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tata Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tata Investment's standard deviation. In reality, there are many statistical measures that can use Tata Investment historical prices to predict the future Tata Investment's volatility.| Risk Adjusted Performance | 0.0319 | |||
| Jensen Alpha | 0.122 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.28) |
Tata Investment Backtested Returns
Tata Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0824, which indicates the firm had a -0.0824% return per unit of risk over the last 3 months. Tata Investment exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tata Investment's Semi Deviation of 1.63, risk adjusted performance of 0.0319, and Coefficient Of Variation of 3132.23 to confirm the risk estimate we provide. The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tata Investment are expected to decrease at a much lower rate. During the bear market, Tata Investment is likely to outperform the market. At this point, Tata Investment has a negative expected return of -0.15%. Please make sure to validate Tata Investment's skewness, and the relationship between the potential upside and rate of daily change , to decide if Tata Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Tata Investment has weak predictability. Overlapping area represents the amount of predictability between Tata Investment time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Tata Investment price movement. The serial correlation of 0.23 indicates that over 23.0% of current Tata Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 748.7 K |
Tata Investment lagged returns against current returns
Autocorrelation, which is Tata Investment 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 Tata Investment's stock expected returns. We can calculate the autocorrelation of Tata Investment returns to help us make a trade decision. For example, suppose you find that Tata Investment 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 |
Tata Investment 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 Tata Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tata Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tata Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Tata Investment Lagged Returns
When evaluating Tata Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tata Investment stock have on its future price. Tata Investment 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, Tata Investment autocorrelation shows the relationship between Tata Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Tata Investment.
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 Tata Stock Analysis
When running Tata Investment's price analysis, check to measure Tata Investment'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 Tata Investment is operating at the current time. Most of Tata Investment's value examination focuses on studying past and present price action to predict the probability of Tata Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tata Investment's price. Additionally, you may evaluate how the addition of Tata Investment to your portfolios can decrease your overall portfolio volatility.