Amines Plasticizers (India) Market Value
| AMNPLST Stock | 240.71 8.25 3.31% |
| Symbol | Amines |
Amines Plasticizers '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 Amines Plasticizers' 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 Amines Plasticizers.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Amines Plasticizers on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Amines Plasticizers Limited or generate 0.0% return on investment in Amines Plasticizers over 90 days. Amines Plasticizers is related to or competes with 21st Century, Radiant Cash, Meghmani Organics, Teamlease Services, Dodla Dairy, HDFC Asset, and Alkali Metals. More
Amines Plasticizers 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 Amines Plasticizers' 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 Amines Plasticizers Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.92 | |||
| Value At Risk | (3.15) | |||
| Potential Upside | 4.37 |
Amines Plasticizers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amines Plasticizers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amines Plasticizers' standard deviation. In reality, there are many statistical measures that can use Amines Plasticizers historical prices to predict the future Amines Plasticizers' volatility.| Risk Adjusted Performance | 0.0517 | |||
| Jensen Alpha | 0.1537 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.25) |
Amines Plasticizers Backtested Returns
Currently, Amines Plasticizers Limited is very steady. Amines Plasticizers secures Sharpe Ratio (or Efficiency) of 0.0279, which signifies that the company had a 0.0279 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Amines Plasticizers Limited, which you can use to evaluate the volatility of the firm. Please confirm Amines Plasticizers' Mean Deviation of 1.73, downside deviation of 1.92, and Risk Adjusted Performance of 0.0517 to double-check if the risk estimate we provide is consistent with the expected return of 0.0629%. Amines Plasticizers has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Amines Plasticizers are expected to decrease at a much lower rate. During the bear market, Amines Plasticizers is likely to outperform the market. Amines Plasticizers right now shows a risk of 2.25%. Please confirm Amines Plasticizers potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Amines Plasticizers will be following its price patterns.
Auto-correlation | 0.30 |
Below average predictability
Amines Plasticizers Limited has below average predictability. Overlapping area represents the amount of predictability between Amines Plasticizers time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Amines Plasticizers price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Amines Plasticizers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 41.13 |
Amines Plasticizers lagged returns against current returns
Autocorrelation, which is Amines Plasticizers 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 Amines Plasticizers' stock expected returns. We can calculate the autocorrelation of Amines Plasticizers returns to help us make a trade decision. For example, suppose you find that Amines Plasticizers 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 |
Amines Plasticizers 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 Amines Plasticizers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amines Plasticizers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amines Plasticizers stock over time.
Current vs Lagged Prices |
| Timeline |
Amines Plasticizers Lagged Returns
When evaluating Amines Plasticizers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amines Plasticizers stock have on its future price. Amines Plasticizers 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, Amines Plasticizers autocorrelation shows the relationship between Amines Plasticizers stock current value and its past values and can show if there is a momentum factor associated with investing in Amines Plasticizers Limited.
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 Amines Stock Analysis
When running Amines Plasticizers' price analysis, check to measure Amines Plasticizers' 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 Amines Plasticizers is operating at the current time. Most of Amines Plasticizers' value examination focuses on studying past and present price action to predict the probability of Amines Plasticizers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amines Plasticizers' price. Additionally, you may evaluate how the addition of Amines Plasticizers to your portfolios can decrease your overall portfolio volatility.