Anjani Portland (India) Market Value
| APCL Stock | 152.30 0.52 0.34% |
| Symbol | Anjani |
Anjani Portland '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 Anjani Portland'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 Anjani Portland.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Anjani Portland on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Anjani Portland Cement or generate 0.0% return on investment in Anjani Portland over 90 days. Anjani Portland is related to or competes with Mahamaya Steel, Steel Authority, Sarveshwar Foods, Apex Frozen, Sapphire Foods, Manaksia Steels, and Electrosteel Castings. Anjani Portland is entity of India. It is traded as Stock on NSE exchange. More
Anjani Portland 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 Anjani Portland'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 Anjani Portland Cement upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.23 | |||
| Information Ratio | 0.1044 | |||
| Maximum Drawdown | 24.58 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 5.19 |
Anjani Portland Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anjani Portland's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anjani Portland's standard deviation. In reality, there are many statistical measures that can use Anjani Portland historical prices to predict the future Anjani Portland's volatility.| Risk Adjusted Performance | 0.1444 | |||
| Jensen Alpha | 0.5107 | |||
| Total Risk Alpha | 0.0127 | |||
| Sortino Ratio | 0.1555 | |||
| Treynor Ratio | (1.85) |
Anjani Portland Cement Backtested Returns
Anjani Portland appears to be very steady, given 3 months investment horizon. Anjani Portland Cement 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 Anjani Portland Cement, which you can use to evaluate the volatility of the firm. Please makes use of Anjani Portland's Risk Adjusted Performance of 0.1444, mean deviation of 2.02, and Downside Deviation of 2.23 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Anjani Portland holds a performance score of 11. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Anjani Portland are expected to decrease at a much lower rate. During the bear market, Anjani Portland is likely to outperform the market. Please check Anjani Portland's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Anjani Portland's price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
Anjani Portland Cement has good predictability. Overlapping area represents the amount of predictability between Anjani Portland 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 Anjani Portland Cement price movement. The serial correlation of 0.69 indicates that around 69.0% of current Anjani Portland price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 38.77 |
Anjani Portland Cement lagged returns against current returns
Autocorrelation, which is Anjani Portland 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 Anjani Portland's stock expected returns. We can calculate the autocorrelation of Anjani Portland returns to help us make a trade decision. For example, suppose you find that Anjani Portland 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 |
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Anjani Portland 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 Anjani Portland stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anjani Portland stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anjani Portland stock over time.
Current vs Lagged Prices |
| Timeline |
Anjani Portland Lagged Returns
When evaluating Anjani Portland's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anjani Portland stock have on its future price. Anjani Portland 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, Anjani Portland autocorrelation shows the relationship between Anjani Portland stock current value and its past values and can show if there is a momentum factor associated with investing in Anjani Portland Cement.
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 Anjani Stock Analysis
When running Anjani Portland's price analysis, check to measure Anjani Portland'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 Anjani Portland is operating at the current time. Most of Anjani Portland's value examination focuses on studying past and present price action to predict the probability of Anjani Portland's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anjani Portland's price. Additionally, you may evaluate how the addition of Anjani Portland to your portfolios can decrease your overall portfolio volatility.