AUTHUM INVESTMENT (India) Market Value
| AIIL Stock | 2,620 25.90 0.98% |
| Symbol | AUTHUM |
AUTHUM INVESTMENT '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 AUTHUM INVESTMENT'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 AUTHUM INVESTMENT.
| 03/31/2025 |
| 06/29/2025 |
If you would invest 0.00 in AUTHUM INVESTMENT on March 31, 2025 and sell it all today you would earn a total of 0.00 from holding AUTHUM INVESTMENT INFRASTRUCTU or generate 0.0% return on investment in AUTHUM INVESTMENT over 90 days. AUTHUM INVESTMENT is related to or competes with Motilal Oswal, Tata Investment, Angel One, Indian Energy, JM Financial, Choice International, and Edelweiss Financial. AUTHUM INVESTMENT is entity of India. It is traded as Stock on NSE exchange. More
AUTHUM INVESTMENT 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 AUTHUM INVESTMENT'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 AUTHUM INVESTMENT INFRASTRUCTU upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.36 | |||
| Information Ratio | 0.2394 | |||
| Maximum Drawdown | 17.74 | |||
| Value At Risk | (4.22) | |||
| Potential Upside | 6.94 |
AUTHUM INVESTMENT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AUTHUM INVESTMENT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AUTHUM INVESTMENT's standard deviation. In reality, there are many statistical measures that can use AUTHUM INVESTMENT historical prices to predict the future AUTHUM INVESTMENT's volatility.| Risk Adjusted Performance | 0.4267 | |||
| Jensen Alpha | 0.8111 | |||
| Total Risk Alpha | 0.7484 | |||
| Sortino Ratio | 0.2366 | |||
| Treynor Ratio | 1.26 |
AUTHUM INVESTMENT Backtested Returns
AUTHUM INVESTMENT appears to be very steady, given 3 months investment horizon. AUTHUM INVESTMENT secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. By analyzing AUTHUM INVESTMENT's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please makes use of AUTHUM INVESTMENT's risk adjusted performance of 0.4267, and Mean Deviation of 2.42 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AUTHUM INVESTMENT holds a performance score of 16. The firm shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AUTHUM INVESTMENT's returns are expected to increase less than the market. However, during the bear market, the loss of holding AUTHUM INVESTMENT is expected to be smaller as well. Please check AUTHUM INVESTMENT's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether AUTHUM INVESTMENT's price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
AUTHUM INVESTMENT INFRASTRUCTU has good predictability. Overlapping area represents the amount of predictability between AUTHUM INVESTMENT time series from 31st of March 2025 to 15th of May 2025 and 15th of May 2025 to 29th of June 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 AUTHUM INVESTMENT price movement. The serial correlation of 0.68 indicates that around 68.0% of current AUTHUM INVESTMENT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 23.3 K |
AUTHUM INVESTMENT lagged returns against current returns
Autocorrelation, which is AUTHUM INVESTMENT 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 AUTHUM INVESTMENT's stock expected returns. We can calculate the autocorrelation of AUTHUM INVESTMENT returns to help us make a trade decision. For example, suppose you find that AUTHUM INVESTMENT 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 |
AUTHUM INVESTMENT 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 AUTHUM INVESTMENT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AUTHUM INVESTMENT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AUTHUM INVESTMENT stock over time.
Current vs Lagged Prices |
| Timeline |
AUTHUM INVESTMENT Lagged Returns
When evaluating AUTHUM INVESTMENT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AUTHUM INVESTMENT stock have on its future price. AUTHUM INVESTMENT 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, AUTHUM INVESTMENT autocorrelation shows the relationship between AUTHUM INVESTMENT stock current value and its past values and can show if there is a momentum factor associated with investing in AUTHUM INVESTMENT INFRASTRUCTU.
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 AUTHUM Stock Analysis
When running AUTHUM INVESTMENT's price analysis, check to measure AUTHUM INVESTMENT'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 AUTHUM INVESTMENT is operating at the current time. Most of AUTHUM INVESTMENT's value examination focuses on studying past and present price action to predict the probability of AUTHUM INVESTMENT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AUTHUM INVESTMENT's price. Additionally, you may evaluate how the addition of AUTHUM INVESTMENT to your portfolios can decrease your overall portfolio volatility.