Baid Finserv (India) Market Value
| BAIDFIN Stock | 10.74 0.16 1.47% |
| Symbol | Baid |
Baid Finserv '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 Baid Finserv'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 Baid Finserv.
| 08/19/2025 |
| 11/17/2025 |
If you would invest 0.00 in Baid Finserv on August 19, 2025 and sell it all today you would earn a total of 0.00 from holding Baid Finserv Limited or generate 0.0% return on investment in Baid Finserv over 90 days. Baid Finserv is related to or competes with Apex Frozen, Ortel Communications, Varun Beverages, EMBASSY OFFICE, Can Fin, and Computer Age. Baid Finserv is entity of India. It is traded as Stock on NSE exchange. More
Baid Finserv 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 Baid Finserv'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 Baid Finserv Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.98 |
Baid Finserv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baid Finserv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baid Finserv's standard deviation. In reality, there are many statistical measures that can use Baid Finserv historical prices to predict the future Baid Finserv's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.49) |
Baid Finserv Limited Backtested Returns
Baid Finserv Limited secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1 % return per unit of risk over the last 3 months. Baid Finserv Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Baid Finserv's Mean Deviation of 1.27, risk adjusted performance of (0.04), and Standard Deviation of 1.8 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Baid Finserv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baid Finserv is expected to be smaller as well. At this point, Baid Finserv Limited has a negative expected return of -0.15%. Please make sure to confirm Baid Finserv's total risk alpha, kurtosis, market facilitation index, as well as the relationship between the value at risk and rate of daily change , to decide if Baid Finserv Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Baid Finserv Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Baid Finserv time series from 19th of August 2025 to 3rd of October 2025 and 3rd of October 2025 to 17th of November 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 Baid Finserv Limited price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Baid Finserv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Baid Finserv Limited lagged returns against current returns
Autocorrelation, which is Baid Finserv 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 Baid Finserv's stock expected returns. We can calculate the autocorrelation of Baid Finserv returns to help us make a trade decision. For example, suppose you find that Baid Finserv 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 |
Baid Finserv 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 Baid Finserv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baid Finserv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baid Finserv stock over time.
Current vs Lagged Prices |
| Timeline |
Baid Finserv Lagged Returns
When evaluating Baid Finserv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baid Finserv stock have on its future price. Baid Finserv 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, Baid Finserv autocorrelation shows the relationship between Baid Finserv stock current value and its past values and can show if there is a momentum factor associated with investing in Baid Finserv 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 Baid Stock
Baid Finserv financial ratios help investors to determine whether Baid 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 Baid with respect to the benefits of owning Baid Finserv security.