Bosch's market value is the price at which a share of Bosch trades on a public exchange. It measures the collective expectations of Bosch Limited investors about its performance. Bosch is selling for under 37980.00 as of the 23rd of July 2025; that is 0.60 percent increase since the beginning of the trading day. The stock's last reported lowest price was 37515.0. With this module, you can estimate the performance of a buy and hold strategy of Bosch Limited and determine expected loss or profit from investing in Bosch over a given investment horizon. Check out Bosch Correlation, Bosch Volatility and Bosch Alpha and Beta module to complement your research on Bosch.
Please note, there is a significant difference between Bosch's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bosch is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bosch's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Bosch '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 Bosch'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 Bosch.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Bosch'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 Bosch Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bosch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bosch's standard deviation. In reality, there are many statistical measures that can use Bosch historical prices to predict the future Bosch's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Bosch. Your research has to be compared to or analyzed against Bosch's peers to derive any actionable benefits. When done correctly, Bosch's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Bosch Limited.
Bosch Limited Backtested Returns
Bosch appears to be very steady, given 3 months investment horizon. Bosch Limited secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the company had a 0.31 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bosch Limited, which you can use to evaluate the volatility of the firm. Please makes use of Bosch's Risk Adjusted Performance of 0.2791, downside deviation of 1.18, and Mean Deviation of 1.03 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bosch holds a performance score of 24. The firm shows a Beta (market volatility) of 0.0808, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bosch's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bosch is expected to be smaller as well. Please check Bosch's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Bosch's price patterns will revert.
Auto-correlation
0.58
Modest predictability
Bosch Limited has modest predictability. Overlapping area represents the amount of predictability between Bosch time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Bosch Limited price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Bosch price fluctuation can be explain by its past prices.
Correlation Coefficient
0.58
Spearman Rank Test
0.57
Residual Average
0.0
Price Variance
6.9 M
Bosch Limited lagged returns against current returns
Autocorrelation, which is Bosch 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 Bosch's stock expected returns. We can calculate the autocorrelation of Bosch returns to help us make a trade decision. For example, suppose you find that Bosch 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
Bosch 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 Bosch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bosch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bosch stock over time.
Current vs Lagged Prices
Timeline
Bosch Lagged Returns
When evaluating Bosch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bosch stock have on its future price. Bosch 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, Bosch autocorrelation shows the relationship between Bosch stock current value and its past values and can show if there is a momentum factor associated with investing in Bosch 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.
When running Bosch's price analysis, check to measure Bosch'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 Bosch is operating at the current time. Most of Bosch's value examination focuses on studying past and present price action to predict the probability of Bosch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bosch's price. Additionally, you may evaluate how the addition of Bosch to your portfolios can decrease your overall portfolio volatility.