Bajaj Electricals (India) Market Value
| BAJAJELEC | 667.95 13.65 2.00% |
| Symbol | Bajaj |
Bajaj Electricals '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 Bajaj Electricals' 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 Bajaj Electricals.
| 04/15/2025 |
| 07/14/2025 |
If you would invest 0.00 in Bajaj Electricals on April 15, 2025 and sell it all today you would earn a total of 0.00 from holding Bajaj Electricals Limited or generate 0.0% return on investment in Bajaj Electricals over 90 days. Bajaj Electricals is related to or competes with V Mart, Par Drugs, V2 Retail, 21st Century, Indraprastha Medical, Varun Beverages, and Cantabil Retail. Bajaj Electricals is entity of India. It is traded as Stock on NSE exchange. More
Bajaj Electricals 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 Bajaj Electricals' 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 Bajaj Electricals Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.0491 | |||
| Maximum Drawdown | 17.81 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 3.17 |
Bajaj Electricals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bajaj Electricals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bajaj Electricals' standard deviation. In reality, there are many statistical measures that can use Bajaj Electricals historical prices to predict the future Bajaj Electricals' volatility.| Risk Adjusted Performance | 0.2036 | |||
| Jensen Alpha | 0.3822 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0734 | |||
| Treynor Ratio | (4.46) |
Bajaj Electricals Backtested Returns
Bajaj Electricals appears to be very steady, given 3 months investment horizon. Bajaj Electricals secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bajaj Electricals Limited, which you can use to evaluate the volatility of the firm. Please makes use of Bajaj Electricals' Mean Deviation of 1.56, risk adjusted performance of 0.2036, and Downside Deviation of 1.73 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bajaj Electricals holds a performance score of 13. The firm shows a Beta (market volatility) of -0.0814, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bajaj Electricals are expected to decrease at a much lower rate. During the bear market, Bajaj Electricals is likely to outperform the market. Please check Bajaj Electricals' value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Bajaj Electricals' price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Bajaj Electricals Limited has modest predictability. Overlapping area represents the amount of predictability between Bajaj Electricals time series from 15th of April 2025 to 30th of May 2025 and 30th of May 2025 to 14th 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 Bajaj Electricals price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Bajaj Electricals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 142.29 |
Bajaj Electricals lagged returns against current returns
Autocorrelation, which is Bajaj Electricals 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 Bajaj Electricals' stock expected returns. We can calculate the autocorrelation of Bajaj Electricals returns to help us make a trade decision. For example, suppose you find that Bajaj Electricals 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 |
Bajaj Electricals 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 Bajaj Electricals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bajaj Electricals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bajaj Electricals stock over time.
Current vs Lagged Prices |
| Timeline |
Bajaj Electricals Lagged Returns
When evaluating Bajaj Electricals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bajaj Electricals stock have on its future price. Bajaj Electricals 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, Bajaj Electricals autocorrelation shows the relationship between Bajaj Electricals stock current value and its past values and can show if there is a momentum factor associated with investing in Bajaj Electricals 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 Bajaj Stock
Bajaj Electricals financial ratios help investors to determine whether Bajaj 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 Bajaj with respect to the benefits of owning Bajaj Electricals security.