Advani Hotels (India) Market Value
| ADVANIHOTR | 62.59 1.37 2.24% |
| Symbol | Advani |
Advani 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 Advani 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 Advani Hotels.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Advani Hotels on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Advani Hotels Resorts or generate 0.0% return on investment in Advani Hotels over 90 days. Advani Hotels is related to or competes with LT Technology, Nucleus Software, Alkyl Amines, Shree Pushkar, Selan Exploration, JGCHEMICALS, and Manali Petrochemicals. More
Advani 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 Advani 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 Advani Hotels Resorts upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.21 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.86 |
Advani Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advani Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advani Hotels' standard deviation. In reality, there are many statistical measures that can use Advani Hotels historical prices to predict the future Advani Hotels' volatility.| Risk Adjusted Performance | 0.0328 | |||
| Jensen Alpha | 0.0301 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 2.7 |
Advani Hotels Resorts Backtested Returns
Advani Hotels is very steady at the moment. Advani Hotels Resorts secures Sharpe Ratio (or Efficiency) of 0.0321, which signifies that the company had a 0.0321 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Advani Hotels Resorts, which you can use to evaluate the volatility of the firm. Please confirm Advani Hotels' Risk Adjusted Performance of 0.0328, mean deviation of 0.9284, and Downside Deviation of 1.57 to double-check if the risk estimate we provide is consistent with the expected return of 0.0416%. Advani Hotels has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0117, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Advani Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Advani Hotels is expected to be smaller as well. Advani Hotels Resorts right now shows a risk of 1.3%. Please confirm Advani Hotels Resorts maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Advani Hotels Resorts will be following its price patterns.
Auto-correlation | 0.09 |
Virtually no predictability
Advani Hotels Resorts has virtually no predictability. Overlapping area represents the amount of predictability between Advani Hotels time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Advani Hotels Resorts price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Advani Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.84 |
Advani Hotels Resorts lagged returns against current returns
Autocorrelation, which is Advani 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 Advani Hotels' stock expected returns. We can calculate the autocorrelation of Advani Hotels returns to help us make a trade decision. For example, suppose you find that Advani 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 |
Advani 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 Advani Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advani Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advani Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Advani Hotels Lagged Returns
When evaluating Advani Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advani Hotels stock have on its future price. Advani 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, Advani Hotels autocorrelation shows the relationship between Advani Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Advani Hotels Resorts.
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 Advani Stock
Advani Hotels financial ratios help investors to determine whether Advani 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 Advani with respect to the benefits of owning Advani Hotels security.