BEML LAND (India) Market Value
| BLAL Stock | 216.34 4.51 2.13% |
| Symbol | BEML |
BEML LAND '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 BEML LAND'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 BEML LAND.
| 05/03/2025 |
| 07/02/2025 |
If you would invest 0.00 in BEML LAND on May 3, 2025 and sell it all today you would earn a total of 0.00 from holding BEML LAND ASSETS or generate 0.0% return on investment in BEML LAND over 60 days. BEML LAND is related to or competes with SIL Investments, Dhunseri Investments, Network18 Media, Life InsuranceOf, PTC India, Kalyani Investment, and Uniinfo Telecom. BEML LAND is entity of India. It is traded as Stock on NSE exchange. More
BEML LAND 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 BEML LAND'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 BEML LAND ASSETS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0128 | |||
| Maximum Drawdown | 13.88 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 2.91 |
BEML LAND Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BEML LAND's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BEML LAND's standard deviation. In reality, there are many statistical measures that can use BEML LAND historical prices to predict the future BEML LAND's volatility.| Risk Adjusted Performance | 0.0937 | |||
| Jensen Alpha | 0.1125 | |||
| Total Risk Alpha | 0.0047 | |||
| Sortino Ratio | 0.0154 | |||
| Treynor Ratio | (1.50) |
BEML LAND ASSETS Backtested Returns
Currently, BEML LAND ASSETS is very steady. BEML LAND ASSETS secures Sharpe Ratio (or Efficiency) of 0.0172, which signifies that the company had a 0.0172 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for BEML LAND ASSETS, which you can use to evaluate the volatility of the firm. Please confirm BEML LAND's Risk Adjusted Performance of 0.0937, semi deviation of 1.61, and Mean Deviation of 1.36 to double-check if the risk estimate we provide is consistent with the expected return of 0.0371%. BEML LAND has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0713, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BEML LAND are expected to decrease at a much lower rate. During the bear market, BEML LAND is likely to outperform the market. BEML LAND ASSETS at this time shows a risk of 2.16%. Please confirm BEML LAND ASSETS coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if BEML LAND ASSETS will be following its price patterns.
Auto-correlation | 0.16 |
Very weak predictability
BEML LAND ASSETS has very weak predictability. Overlapping area represents the amount of predictability between BEML LAND time series from 3rd of May 2025 to 2nd of June 2025 and 2nd of June 2025 to 2nd 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 BEML LAND ASSETS price movement. The serial correlation of 0.16 indicates that over 16.0% of current BEML LAND price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 33.49 |
BEML LAND ASSETS lagged returns against current returns
Autocorrelation, which is BEML LAND 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 BEML LAND's stock expected returns. We can calculate the autocorrelation of BEML LAND returns to help us make a trade decision. For example, suppose you find that BEML LAND 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 |
BEML LAND 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 BEML LAND stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BEML LAND stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BEML LAND stock over time.
Current vs Lagged Prices |
| Timeline |
BEML LAND Lagged Returns
When evaluating BEML LAND's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BEML LAND stock have on its future price. BEML LAND 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, BEML LAND autocorrelation shows the relationship between BEML LAND stock current value and its past values and can show if there is a momentum factor associated with investing in BEML LAND ASSETS.
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.Additional Tools for BEML Stock Analysis
When running BEML LAND's price analysis, check to measure BEML LAND's 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 BEML LAND is operating at the current time. Most of BEML LAND's value examination focuses on studying past and present price action to predict the probability of BEML LAND's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BEML LAND's price. Additionally, you may evaluate how the addition of BEML LAND to your portfolios can decrease your overall portfolio volatility.