A2Z Infra (India) Market Value
| A2ZINFRA | 22.83 1.07 4.92% |
| Symbol | A2Z |
A2Z Infra '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 A2Z Infra'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 A2Z Infra.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in A2Z Infra on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding A2Z Infra Engineering or generate 0.0% return on investment in A2Z Infra over 90 days. A2Z Infra is related to or competes with Gangotri Textiles, BEML LAND, GVP Infotech, Kingfa Science, Rico Auto, GACM Technologies, and JNK India. A2Z Infra is entity of India. It is traded as Stock on NSE exchange. More
A2Z Infra 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 A2Z Infra'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 A2Z Infra Engineering upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.1717 | |||
| Maximum Drawdown | 14.04 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 4.97 |
A2Z Infra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for A2Z Infra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as A2Z Infra's standard deviation. In reality, there are many statistical measures that can use A2Z Infra historical prices to predict the future A2Z Infra's volatility.| Risk Adjusted Performance | 0.2112 | |||
| Jensen Alpha | 0.7513 | |||
| Total Risk Alpha | 0.2154 | |||
| Sortino Ratio | 0.2199 | |||
| Treynor Ratio | (1.04) |
A2Z Infra Engineering Backtested Returns
A2Z Infra appears to be not too volatile, given 3 months investment horizon. A2Z Infra Engineering secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of volatility over the last 3 months. By evaluating A2Z Infra's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please makes use of A2Z Infra's Market Risk Adjusted Performance of (1.03), mean deviation of 2.31, and Coefficient Of Variation of 456.38 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, A2Z Infra holds a performance score of 17. The firm shows a Beta (market volatility) of -0.64, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning A2Z Infra are expected to decrease at a much lower rate. During the bear market, A2Z Infra is likely to outperform the market. Please check A2Z Infra's downside variance, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether A2Z Infra's price patterns will revert.
Auto-correlation | 0.56 |
Modest predictability
A2Z Infra Engineering has modest predictability. Overlapping area represents the amount of predictability between A2Z Infra time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 A2Z Infra Engineering price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current A2Z Infra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
A2Z Infra Engineering lagged returns against current returns
Autocorrelation, which is A2Z Infra 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 A2Z Infra's stock expected returns. We can calculate the autocorrelation of A2Z Infra returns to help us make a trade decision. For example, suppose you find that A2Z Infra 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 |
A2Z Infra 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 A2Z Infra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if A2Z Infra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in A2Z Infra stock over time.
Current vs Lagged Prices |
| Timeline |
A2Z Infra Lagged Returns
When evaluating A2Z Infra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of A2Z Infra stock have on its future price. A2Z Infra 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, A2Z Infra autocorrelation shows the relationship between A2Z Infra stock current value and its past values and can show if there is a momentum factor associated with investing in A2Z Infra Engineering.
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.Additional Tools for A2Z Stock Analysis
When running A2Z Infra's price analysis, check to measure A2Z Infra'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 A2Z Infra is operating at the current time. Most of A2Z Infra's value examination focuses on studying past and present price action to predict the probability of A2Z Infra's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move A2Z Infra's price. Additionally, you may evaluate how the addition of A2Z Infra to your portfolios can decrease your overall portfolio volatility.