ACUTAAS CHEMICALS (India) Market Value
| ACUTAAS Stock | 1,192 11.60 0.96% |
| Symbol | ACUTAAS |
ACUTAAS CHEMICALS '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 ACUTAAS CHEMICALS'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 ACUTAAS CHEMICALS.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in ACUTAAS CHEMICALS on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding ACUTAAS CHEMICALS LTD or generate 0.0% return on investment in ACUTAAS CHEMICALS over 90 days. ACUTAAS CHEMICALS is related to or competes with Lemon Tree, Kamat Hotels, Samhi Hotels, Chalet Hotels, R S, Jindal Drilling, and Royal Orchid. ACUTAAS CHEMICALS is entity of India. It is traded as Stock on NSE exchange. More
ACUTAAS CHEMICALS 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 ACUTAAS CHEMICALS'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 ACUTAAS CHEMICALS LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.0387 | |||
| Maximum Drawdown | 6.79 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 3.64 |
ACUTAAS CHEMICALS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACUTAAS CHEMICALS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ACUTAAS CHEMICALS's standard deviation. In reality, there are many statistical measures that can use ACUTAAS CHEMICALS historical prices to predict the future ACUTAAS CHEMICALS's volatility.| Risk Adjusted Performance | 0.1165 | |||
| Jensen Alpha | 0.1994 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.039 | |||
| Treynor Ratio | (18.86) |
ACUTAAS CHEMICALS LTD Backtested Returns
ACUTAAS CHEMICALS appears to be very steady, given 3 months investment horizon. ACUTAAS CHEMICALS LTD secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for ACUTAAS CHEMICALS LTD, which you can use to evaluate the volatility of the entity. Please makes use of ACUTAAS CHEMICALS's Market Risk Adjusted Performance of (18.85), mean deviation of 1.33, and Coefficient Of Variation of 834.63 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ACUTAAS CHEMICALS holds a performance score of 9. The firm shows a Beta (market volatility) of -0.0105, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ACUTAAS CHEMICALS are expected to decrease at a much lower rate. During the bear market, ACUTAAS CHEMICALS is likely to outperform the market. Please check ACUTAAS CHEMICALS's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether ACUTAAS CHEMICALS's price patterns will revert.
Auto-correlation | -0.62 |
Very good reverse predictability
ACUTAAS CHEMICALS LTD has very good reverse predictability. Overlapping area represents the amount of predictability between ACUTAAS CHEMICALS 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 ACUTAAS CHEMICALS LTD price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current ACUTAAS CHEMICALS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 186.66 |
ACUTAAS CHEMICALS LTD lagged returns against current returns
Autocorrelation, which is ACUTAAS CHEMICALS 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 ACUTAAS CHEMICALS's stock expected returns. We can calculate the autocorrelation of ACUTAAS CHEMICALS returns to help us make a trade decision. For example, suppose you find that ACUTAAS CHEMICALS 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 |
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ACUTAAS CHEMICALS 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 ACUTAAS CHEMICALS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ACUTAAS CHEMICALS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ACUTAAS CHEMICALS stock over time.
Current vs Lagged Prices |
| Timeline |
ACUTAAS CHEMICALS Lagged Returns
When evaluating ACUTAAS CHEMICALS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ACUTAAS CHEMICALS stock have on its future price. ACUTAAS CHEMICALS 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, ACUTAAS CHEMICALS autocorrelation shows the relationship between ACUTAAS CHEMICALS stock current value and its past values and can show if there is a momentum factor associated with investing in ACUTAAS CHEMICALS LTD.
Regressed Prices |
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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 ACUTAAS Stock Analysis
When running ACUTAAS CHEMICALS's price analysis, check to measure ACUTAAS CHEMICALS'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 ACUTAAS CHEMICALS is operating at the current time. Most of ACUTAAS CHEMICALS's value examination focuses on studying past and present price action to predict the probability of ACUTAAS CHEMICALS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ACUTAAS CHEMICALS's price. Additionally, you may evaluate how the addition of ACUTAAS CHEMICALS to your portfolios can decrease your overall portfolio volatility.