Ugro Capital (India) Market Value
| UGROCAP Stock | 242.07 4.15 1.69% |
| Symbol | Ugro |
Ugro Capital '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 Ugro Capital'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 Ugro Capital.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Ugro Capital on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Ugro Capital Limited or generate 0.0% return on investment in Ugro Capital over 30 days. Ugro Capital is related to or competes with SIL Investments, Niraj Ispat, HDFC Asset, Hi Tech, Hemisphere Properties, Bajaj Holdings, and Garware Hi. Ugro Capital is entity of India. It is traded as Stock on NSE exchange. More
Ugro Capital 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 Ugro Capital'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 Ugro Capital Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.94 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 3.67 |
Ugro Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ugro Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ugro Capital's standard deviation. In reality, there are many statistical measures that can use Ugro Capital historical prices to predict the future Ugro Capital's volatility.| Risk Adjusted Performance | 0.033 | |||
| Jensen Alpha | 0.0507 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.5114 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ugro Capital's 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.
Ugro Capital Limited Backtested Returns
Currently, Ugro Capital Limited is very steady. Ugro Capital Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0361, which indicates the firm had a 0.0361% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ugro Capital Limited, which you can use to evaluate the volatility of the company. Please validate Ugro Capital's Coefficient Of Variation of 2884.1, semi deviation of 2.04, and Risk Adjusted Performance of 0.033 to confirm if the risk estimate we provide is consistent with the expected return of 0.0809%. Ugro Capital has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Ugro Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ugro Capital is expected to be smaller as well. Ugro Capital Limited right now has a risk of 2.24%. Please validate Ugro Capital expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Ugro Capital will be following its existing price patterns.
Auto-correlation | -0.88 |
Excellent reverse predictability
Ugro Capital Limited has excellent reverse predictability. Overlapping area represents the amount of predictability between Ugro Capital time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 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 Ugro Capital Limited price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Ugro Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 49.51 |
Ugro Capital Limited lagged returns against current returns
Autocorrelation, which is Ugro Capital 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 Ugro Capital's stock expected returns. We can calculate the autocorrelation of Ugro Capital returns to help us make a trade decision. For example, suppose you find that Ugro Capital 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 |
Ugro Capital 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 Ugro Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ugro Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ugro Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Ugro Capital Lagged Returns
When evaluating Ugro Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ugro Capital stock have on its future price. Ugro Capital 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, Ugro Capital autocorrelation shows the relationship between Ugro Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Ugro Capital Limited.
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 Ugro Stock Analysis
When running Ugro Capital's price analysis, check to measure Ugro Capital'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 Ugro Capital is operating at the current time. Most of Ugro Capital's value examination focuses on studying past and present price action to predict the probability of Ugro Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ugro Capital's price. Additionally, you may evaluate how the addition of Ugro Capital to your portfolios can decrease your overall portfolio volatility.