Valiant Organics (India) Market Value
| VALIANTORG | 326.50 4.40 1.33% |
| Symbol | Valiant |
Valiant Organics '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 Valiant Organics' 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 Valiant Organics.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Valiant Organics on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Valiant Organics Limited or generate 0.0% return on investment in Valiant Organics over 390 days. Valiant Organics is related to or competes with NMDC, Steel Authority, Embassy Office, Gujarat Narmada, Gujarat Alkalies, Indian Metals, and JTL Industries. Valiant Organics is entity of India. It is traded as Stock on NSE exchange. More
Valiant Organics 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 Valiant Organics' 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 Valiant Organics Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 11.99 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 2.98 |
Valiant Organics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valiant Organics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valiant Organics' standard deviation. In reality, there are many statistical measures that can use Valiant Organics historical prices to predict the future Valiant Organics' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.47) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (0.57) |
Valiant Organics Backtested Returns
Valiant Organics owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the firm had a -0.23% return per unit of risk over the last 3 months. Valiant Organics Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Valiant Organics' Variance of 4.49, risk adjusted performance of (0.13), and Coefficient Of Variation of (545.18) to confirm the risk estimate we provide. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Valiant Organics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Valiant Organics is expected to be smaller as well. At this point, Valiant Organics has a negative expected return of -0.48%. Please make sure to validate Valiant Organics' kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Valiant Organics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Valiant Organics Limited has below average predictability. Overlapping area represents the amount of predictability between Valiant Organics time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Valiant Organics price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Valiant Organics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 735.83 |
Valiant Organics lagged returns against current returns
Autocorrelation, which is Valiant Organics 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 Valiant Organics' stock expected returns. We can calculate the autocorrelation of Valiant Organics returns to help us make a trade decision. For example, suppose you find that Valiant Organics 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 |
Valiant Organics 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 Valiant Organics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valiant Organics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valiant Organics stock over time.
Current vs Lagged Prices |
| Timeline |
Valiant Organics Lagged Returns
When evaluating Valiant Organics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valiant Organics stock have on its future price. Valiant Organics 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, Valiant Organics autocorrelation shows the relationship between Valiant Organics stock current value and its past values and can show if there is a momentum factor associated with investing in Valiant Organics 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 Valiant Stock Analysis
When running Valiant Organics' price analysis, check to measure Valiant Organics' 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 Valiant Organics is operating at the current time. Most of Valiant Organics' value examination focuses on studying past and present price action to predict the probability of Valiant Organics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valiant Organics' price. Additionally, you may evaluate how the addition of Valiant Organics to your portfolios can decrease your overall portfolio volatility.