Alphageo (India) Market Value
| ALPHAGEO | 287.25 1.85 0.65% |
| Symbol | Alphageo |
Alphageo '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 Alphageo'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 Alphageo.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Alphageo on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Alphageo Limited or generate 0.0% return on investment in Alphageo over 90 days. Alphageo is related to or competes with Digjam, Gujarat Raffia, Lloyds Enterprises, UCO Bank, Megastar Foods, Narayana Hrudayalaya, and DLF. Alphageo is entity of India. It is traded as Stock on NSE exchange. More
Alphageo 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 Alphageo'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 Alphageo Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.0166 | |||
| Maximum Drawdown | 8.43 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 2.99 |
Alphageo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alphageo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alphageo's standard deviation. In reality, there are many statistical measures that can use Alphageo historical prices to predict the future Alphageo's volatility.| Risk Adjusted Performance | 0.1096 | |||
| Jensen Alpha | 0.1367 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0175 | |||
| Treynor Ratio | 0.5426 |
Alphageo Limited Backtested Returns
At this point, Alphageo is very steady. Alphageo Limited secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Alphageo Limited, which you can use to evaluate the volatility of the firm. Please confirm Alphageo's Risk Adjusted Performance of 0.1096, downside deviation of 1.71, and Mean Deviation of 1.4 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Alphageo has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alphageo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alphageo is expected to be smaller as well. Alphageo Limited right now shows a risk of 1.81%. Please confirm Alphageo Limited total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Alphageo Limited will be following its price patterns.
Auto-correlation | 0.61 |
Good predictability
Alphageo Limited has good predictability. Overlapping area represents the amount of predictability between Alphageo time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Alphageo Limited price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Alphageo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 48.56 |
Alphageo Limited lagged returns against current returns
Autocorrelation, which is Alphageo 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 Alphageo's stock expected returns. We can calculate the autocorrelation of Alphageo returns to help us make a trade decision. For example, suppose you find that Alphageo 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 |
Alphageo 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 Alphageo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alphageo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alphageo stock over time.
Current vs Lagged Prices |
| Timeline |
Alphageo Lagged Returns
When evaluating Alphageo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alphageo stock have on its future price. Alphageo 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, Alphageo autocorrelation shows the relationship between Alphageo stock current value and its past values and can show if there is a momentum factor associated with investing in Alphageo Limited.
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 Alphageo Stock
Alphageo financial ratios help investors to determine whether Alphageo 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 Alphageo with respect to the benefits of owning Alphageo security.