Abans Financial (India) Market Value
| AFSL Stock | 216.78 2.91 1.32% |
| Symbol | Abans |
Abans Financial '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 Abans Financial'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 Abans Financial.
| 06/25/2024 |
| 07/20/2025 |
If you would invest 0.00 in Abans Financial on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Abans Financial Services or generate 0.0% return on investment in Abans Financial over 390 days. Abans Financial is related to or competes with Yatharth Hospital, Dhunseri Investments, Silgo Retail, Tube Investments, V2 Retail, Welspun Investments, and Kalyani Investment. Abans Financial is entity of India. It is traded as Stock on NSE exchange. More
Abans Financial 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 Abans Financial'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 Abans Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.74 | |||
| Information Ratio | 0.0533 | |||
| Maximum Drawdown | 23.52 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 5.7 |
Abans Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abans Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abans Financial's standard deviation. In reality, there are many statistical measures that can use Abans Financial historical prices to predict the future Abans Financial's volatility.| Risk Adjusted Performance | 0.0996 | |||
| Jensen Alpha | 0.2752 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0597 | |||
| Treynor Ratio | 2.0 |
Abans Financial Services Backtested Returns
Abans Financial appears to be very steady, given 3 months investment horizon. Abans Financial Services secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Abans Financial Services, which you can use to evaluate the volatility of the firm. Please makes use of Abans Financial's mean deviation of 1.86, and Risk Adjusted Performance of 0.0996 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Abans Financial holds a performance score of 8. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Abans Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abans Financial is expected to be smaller as well. Please check Abans Financial's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Abans Financial's price patterns will revert.
Auto-correlation | -0.57 |
Good reverse predictability
Abans Financial Services has good reverse predictability. Overlapping area represents the amount of predictability between Abans Financial time series from 25th of June 2024 to 6th of January 2025 and 6th of January 2025 to 20th 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 Abans Financial Services price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Abans Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 668.75 |
Abans Financial Services lagged returns against current returns
Autocorrelation, which is Abans Financial 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 Abans Financial's stock expected returns. We can calculate the autocorrelation of Abans Financial returns to help us make a trade decision. For example, suppose you find that Abans Financial 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 |
Abans Financial 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 Abans Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abans Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abans Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Abans Financial Lagged Returns
When evaluating Abans Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abans Financial stock have on its future price. Abans Financial 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, Abans Financial autocorrelation shows the relationship between Abans Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Abans Financial Services.
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 Abans Stock Analysis
When running Abans Financial's price analysis, check to measure Abans Financial'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 Abans Financial is operating at the current time. Most of Abans Financial's value examination focuses on studying past and present price action to predict the probability of Abans Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abans Financial's price. Additionally, you may evaluate how the addition of Abans Financial to your portfolios can decrease your overall portfolio volatility.