Aurum PropTech (India) Market Value
| AURUM Stock | 215.90 17.35 8.74% |
| Symbol | Aurum |
Aurum PropTech '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 Aurum PropTech'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 Aurum PropTech.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Aurum PropTech on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Aurum PropTech Limited or generate 0.0% return on investment in Aurum PropTech over 90 days. Aurum PropTech is related to or competes with Tinna Rubber, Indo Rama, IG Petrochemicals, Privi Speciality, Tata Chemicals, Sumitomo Chemical, and ZF Commercial. Aurum PropTech is entity of India. It is traded as Stock on NSE exchange. More
Aurum PropTech 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 Aurum PropTech'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 Aurum PropTech Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.0337 | |||
| Maximum Drawdown | 13.77 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 5.4 |
Aurum PropTech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aurum PropTech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aurum PropTech's standard deviation. In reality, there are many statistical measures that can use Aurum PropTech historical prices to predict the future Aurum PropTech's volatility.| Risk Adjusted Performance | 0.0886 | |||
| Jensen Alpha | 0.2104 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0441 | |||
| Treynor Ratio | 3.7 |
Aurum PropTech Backtested Returns
Aurum PropTech appears to be very steady, given 3 months investment horizon. Aurum PropTech 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 twenty-eight technical indicators for Aurum PropTech Limited, which you can use to evaluate the volatility of the firm. Please makes use of Aurum PropTech's Downside Deviation of 1.98, risk adjusted performance of 0.0886, and Mean Deviation of 1.81 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aurum PropTech holds a performance score of 8. The firm shows a Beta (market volatility) of 0.0589, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aurum PropTech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aurum PropTech is expected to be smaller as well. Please check Aurum PropTech's maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to make a quick decision on whether Aurum PropTech's price patterns will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
Aurum PropTech Limited has poor reverse predictability. Overlapping area represents the amount of predictability between Aurum PropTech 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 Aurum PropTech price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Aurum PropTech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 60.52 |
Aurum PropTech lagged returns against current returns
Autocorrelation, which is Aurum PropTech 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 Aurum PropTech's stock expected returns. We can calculate the autocorrelation of Aurum PropTech returns to help us make a trade decision. For example, suppose you find that Aurum PropTech 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 |
Aurum PropTech 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 Aurum PropTech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aurum PropTech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aurum PropTech stock over time.
Current vs Lagged Prices |
| Timeline |
Aurum PropTech Lagged Returns
When evaluating Aurum PropTech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aurum PropTech stock have on its future price. Aurum PropTech 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, Aurum PropTech autocorrelation shows the relationship between Aurum PropTech stock current value and its past values and can show if there is a momentum factor associated with investing in Aurum PropTech 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 Aurum Stock
Aurum PropTech financial ratios help investors to determine whether Aurum 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 Aurum with respect to the benefits of owning Aurum PropTech security.