Alkyl Amines (India) Market Value
| ALKYLAMINE | 2,255 69.10 2.97% |
| Symbol | Alkyl |
Alkyl Amines '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 Alkyl Amines' 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 Alkyl Amines.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Alkyl Amines on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Alkyl Amines Chemicals or generate 0.0% return on investment in Alkyl Amines over 90 days. Alkyl Amines is related to or competes with Kingfa Science, IdeaForge Technology, Bharat Road, Compucom Software, Tera Software, Newgen Software, and Sonata Software. More
Alkyl Amines 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 Alkyl Amines' 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 Alkyl Amines Chemicals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0805 | |||
| Maximum Drawdown | 9.57 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 4.69 |
Alkyl Amines Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alkyl Amines' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alkyl Amines' standard deviation. In reality, there are many statistical measures that can use Alkyl Amines historical prices to predict the future Alkyl Amines' volatility.| Risk Adjusted Performance | 0.141 | |||
| Jensen Alpha | 0.2689 | |||
| Total Risk Alpha | 5.0E-4 | |||
| Sortino Ratio | 0.0999 | |||
| Treynor Ratio | 1.05 |
Alkyl Amines Chemicals Backtested Returns
Alkyl Amines appears to be very steady, given 3 months investment horizon. Alkyl Amines Chemicals secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Alkyl Amines Chemicals, which you can use to evaluate the volatility of the firm. Please makes use of Alkyl Amines' Downside Deviation of 1.76, risk adjusted performance of 0.141, and Mean Deviation of 1.66 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alkyl Amines holds a performance score of 11. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alkyl Amines' returns are expected to increase less than the market. However, during the bear market, the loss of holding Alkyl Amines is expected to be smaller as well. Please check Alkyl Amines' potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Alkyl Amines' price patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Alkyl Amines Chemicals has below average predictability. Overlapping area represents the amount of predictability between Alkyl Amines 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 Alkyl Amines Chemicals price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Alkyl Amines price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 27.8 K |
Alkyl Amines Chemicals lagged returns against current returns
Autocorrelation, which is Alkyl Amines 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 Alkyl Amines' stock expected returns. We can calculate the autocorrelation of Alkyl Amines returns to help us make a trade decision. For example, suppose you find that Alkyl Amines 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 |
Alkyl Amines 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 Alkyl Amines stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alkyl Amines stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alkyl Amines stock over time.
Current vs Lagged Prices |
| Timeline |
Alkyl Amines Lagged Returns
When evaluating Alkyl Amines' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alkyl Amines stock have on its future price. Alkyl Amines 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, Alkyl Amines autocorrelation shows the relationship between Alkyl Amines stock current value and its past values and can show if there is a momentum factor associated with investing in Alkyl Amines Chemicals.
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 Alkyl Stock
Alkyl Amines financial ratios help investors to determine whether Alkyl 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 Alkyl with respect to the benefits of owning Alkyl Amines security.