Automotive Stampings (India) Market Value
| ASAL Stock | 582.40 6.85 1.19% |
| Symbol | Automotive |
Automotive Stampings '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 Automotive Stampings' 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 Automotive Stampings.
| 04/16/2025 |
| 07/15/2025 |
If you would invest 0.00 in Automotive Stampings on April 16, 2025 and sell it all today you would earn a total of 0.00 from holding Automotive Stampings and or generate 0.0% return on investment in Automotive Stampings over 90 days. Automotive Stampings is related to or competes with Apex Frozen, AUTHUM INVESTMENT, MIC Electronics, Network18 Media, Sapphire Foods, Investment Trust, and Bikaji Foods. More
Automotive Stampings 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 Automotive Stampings' 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 Automotive Stampings and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.0192 | |||
| Maximum Drawdown | 17.45 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 5.32 |
Automotive Stampings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Automotive Stampings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Automotive Stampings' standard deviation. In reality, there are many statistical measures that can use Automotive Stampings historical prices to predict the future Automotive Stampings' volatility.| Risk Adjusted Performance | 0.1568 | |||
| Jensen Alpha | 0.2823 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.0281 | |||
| Treynor Ratio | 3.15 |
Automotive Stampings and Backtested Returns
Automotive Stampings appears to be very steady, given 3 months investment horizon. Automotive Stampings and 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 Automotive Stampings and, which you can use to evaluate the volatility of the firm. Please makes use of Automotive Stampings' Mean Deviation of 1.88, risk adjusted performance of 0.1568, and Downside Deviation of 1.97 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Automotive Stampings holds a performance score of 8. The firm shows a Beta (market volatility) of 0.0975, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Automotive Stampings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Automotive Stampings is expected to be smaller as well. Please check Automotive Stampings' treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Automotive Stampings' price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Automotive Stampings and has weak reverse predictability. Overlapping area represents the amount of predictability between Automotive Stampings time series from 16th of April 2025 to 31st of May 2025 and 31st of May 2025 to 15th 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 Automotive Stampings and price movement. The serial correlation of -0.25 indicates that over 25.0% of current Automotive Stampings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1383.36 |
Automotive Stampings and lagged returns against current returns
Autocorrelation, which is Automotive Stampings 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 Automotive Stampings' stock expected returns. We can calculate the autocorrelation of Automotive Stampings returns to help us make a trade decision. For example, suppose you find that Automotive Stampings 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 |
Automotive Stampings 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 Automotive Stampings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Automotive Stampings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Automotive Stampings stock over time.
Current vs Lagged Prices |
| Timeline |
Automotive Stampings Lagged Returns
When evaluating Automotive Stampings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Automotive Stampings stock have on its future price. Automotive Stampings 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, Automotive Stampings autocorrelation shows the relationship between Automotive Stampings stock current value and its past values and can show if there is a momentum factor associated with investing in Automotive Stampings and.
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 Automotive Stock Analysis
When running Automotive Stampings' price analysis, check to measure Automotive Stampings' 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 Automotive Stampings is operating at the current time. Most of Automotive Stampings' value examination focuses on studying past and present price action to predict the probability of Automotive Stampings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Automotive Stampings' price. Additionally, you may evaluate how the addition of Automotive Stampings to your portfolios can decrease your overall portfolio volatility.