Investment Trust (India) Market Value
| THEINVEST | 202.34 1.89 0.93% |
| Symbol | Investment |
Investment Trust '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 Investment Trust'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 Investment Trust.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Investment Trust on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding The Investment Trust or generate 0.0% return on investment in Investment Trust over 540 days. Investment Trust is related to or competes with ICICI Securities, Nippon Life, Fortis Healthcare, ICICI Lombard, CEAT, and KEC International. Investment Trust is entity of India. It is traded as Stock on NSE exchange. More
Investment Trust 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 Investment Trust'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 The Investment Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | 0.0074 | |||
| Maximum Drawdown | 10.0 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 5.0 |
Investment Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investment Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investment Trust's standard deviation. In reality, there are many statistical measures that can use Investment Trust historical prices to predict the future Investment Trust's volatility.| Risk Adjusted Performance | 0.0488 | |||
| Jensen Alpha | 0.164 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0082 | |||
| Treynor Ratio | (0.54) |
Investment Trust Backtested Returns
Investment Trust appears to be very steady, given 3 months investment horizon. Investment Trust holds Efficiency (Sharpe) Ratio of 0.0718, which attests that the entity had a 0.0718% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Investment Trust, which you can use to evaluate the volatility of the firm. Please utilize Investment Trust's Risk Adjusted Performance of 0.0488, market risk adjusted performance of (0.53), and Downside Deviation of 2.38 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Investment Trust holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investment Trust are expected to decrease at a much lower rate. During the bear market, Investment Trust is likely to outperform the market. Please check Investment Trust's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Investment Trust's current trending patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
The Investment Trust has very good predictability. Overlapping area represents the amount of predictability between Investment Trust time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Investment Trust price movement. The serial correlation of 0.85 indicates that around 85.0% of current Investment Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 771.38 |
Investment Trust lagged returns against current returns
Autocorrelation, which is Investment Trust 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 Investment Trust's stock expected returns. We can calculate the autocorrelation of Investment Trust returns to help us make a trade decision. For example, suppose you find that Investment Trust 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 |
Investment Trust 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 Investment Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investment Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investment Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Investment Trust Lagged Returns
When evaluating Investment Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investment Trust stock have on its future price. Investment Trust 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, Investment Trust autocorrelation shows the relationship between Investment Trust stock current value and its past values and can show if there is a momentum factor associated with investing in The Investment Trust.
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 Investment Stock
Investment Trust financial ratios help investors to determine whether Investment 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 Investment with respect to the benefits of owning Investment Trust security.