Viceroy Hotels (India) Market Value
| VHLTD Stock | 115.12 1.12 0.98% |
| Symbol | Viceroy |
Viceroy Hotels '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 Viceroy Hotels' 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 Viceroy Hotels.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Viceroy Hotels on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Viceroy Hotels Limited or generate 0.0% return on investment in Viceroy Hotels over 30 days. Viceroy Hotels is related to or competes with Ortel Communications, One 97, Tamilnadu Telecommunicatio, Niraj Ispat, Shyam Telecom, and Reliance Communications. Viceroy Hotels is entity of India. It is traded as Stock on NSE exchange. More
Viceroy Hotels 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 Viceroy Hotels' 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 Viceroy Hotels Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 19.65 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 4.99 |
Viceroy Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Viceroy Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Viceroy Hotels' standard deviation. In reality, there are many statistical measures that can use Viceroy Hotels historical prices to predict the future Viceroy Hotels' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Viceroy Hotels' 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.
Viceroy Hotels Backtested Returns
Viceroy Hotels owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0722, which indicates the firm had a -0.0722 % return per unit of risk over the last 3 months. Viceroy Hotels Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Viceroy Hotels' Risk Adjusted Performance of (0.01), coefficient of variation of (6,531), and Variance of 8.37 to confirm the risk estimate we provide. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Viceroy Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Viceroy Hotels is expected to be smaller as well. At this point, Viceroy Hotels has a negative expected return of -0.19%. Please make sure to validate Viceroy Hotels' skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Viceroy Hotels performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Viceroy Hotels Limited has poor reverse predictability. Overlapping area represents the amount of predictability between Viceroy Hotels time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Viceroy Hotels price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Viceroy Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 5.72 |
Viceroy Hotels lagged returns against current returns
Autocorrelation, which is Viceroy Hotels 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 Viceroy Hotels' stock expected returns. We can calculate the autocorrelation of Viceroy Hotels returns to help us make a trade decision. For example, suppose you find that Viceroy Hotels 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 |
Viceroy Hotels 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 Viceroy Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Viceroy Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Viceroy Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Viceroy Hotels Lagged Returns
When evaluating Viceroy Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Viceroy Hotels stock have on its future price. Viceroy Hotels 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, Viceroy Hotels autocorrelation shows the relationship between Viceroy Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Viceroy Hotels 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.Other Information on Investing in Viceroy Stock
Viceroy Hotels financial ratios help investors to determine whether Viceroy 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 Viceroy with respect to the benefits of owning Viceroy Hotels security.