Binani Industries (India) Market Value
| BINANIIND | 13.56 0.63 4.87% |
| Symbol | Binani |
Binani Industries '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 Binani Industries' 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 Binani Industries.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Binani Industries on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Binani Industries Limited or generate 0.0% return on investment in Binani Industries over 90 days. Binani Industries is related to or competes with Varun Beverages, Transport, Embassy Office, Bikaji Foods, Kohinoor Foods, and Univa Foods. Binani Industries is entity of India. It is traded as Stock on NSE exchange. More
Binani Industries 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 Binani Industries' 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 Binani Industries Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 17.37 | |||
| Value At Risk | (5.04) | |||
| Potential Upside | 5.0 |
Binani Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Binani Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Binani Industries' standard deviation. In reality, there are many statistical measures that can use Binani Industries historical prices to predict the future Binani Industries' volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.97) | |||
| Treynor Ratio | 0.7667 |
Binani Industries Backtested Returns
Binani Industries secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21 % return per unit of risk over the last 3 months. Binani Industries Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Binani Industries' Mean Deviation of 2.79, risk adjusted performance of (0.11), and Standard Deviation of 3.58 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Binani Industries are expected to decrease at a much lower rate. During the bear market, Binani Industries is likely to outperform the market. At this point, Binani Industries has a negative expected return of -0.63%. Please make sure to confirm Binani Industries' value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Binani Industries performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
Binani Industries Limited has good predictability. Overlapping area represents the amount of predictability between Binani Industries 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 Binani Industries price movement. The serial correlation of 0.73 indicates that around 73.0% of current Binani Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
Binani Industries lagged returns against current returns
Autocorrelation, which is Binani Industries 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 Binani Industries' stock expected returns. We can calculate the autocorrelation of Binani Industries returns to help us make a trade decision. For example, suppose you find that Binani Industries 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 |
Binani Industries 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 Binani Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Binani Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Binani Industries stock over time.
Current vs Lagged Prices |
| Timeline |
Binani Industries Lagged Returns
When evaluating Binani Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Binani Industries stock have on its future price. Binani Industries 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, Binani Industries autocorrelation shows the relationship between Binani Industries stock current value and its past values and can show if there is a momentum factor associated with investing in Binani Industries 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 Binani Stock
Binani Industries financial ratios help investors to determine whether Binani 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 Binani with respect to the benefits of owning Binani Industries security.