CEAT (India) Market Value
| CEATLTD Stock | 3,656 45.70 1.27% |
| Symbol | CEAT |
CEAT '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 CEAT'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 CEAT.
| 06/08/2025 |
| 07/08/2025 |
If you would invest 0.00 in CEAT on June 8, 2025 and sell it all today you would earn a total of 0.00 from holding CEAT Limited or generate 0.0% return on investment in CEAT over 30 days. CEAT is related to or competes with Can Fin, Varun Beverages, Hindware Home, Jindal Steel, SAL Steel, Visa Steel, and Steelcast. CEAT is entity of India. It is traded as Stock on NSE exchange. More
CEAT 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 CEAT'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 CEAT Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.1325 | |||
| Maximum Drawdown | 11.32 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 4.16 |
CEAT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CEAT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CEAT's standard deviation. In reality, there are many statistical measures that can use CEAT historical prices to predict the future CEAT's volatility.| Risk Adjusted Performance | 0.2925 | |||
| Jensen Alpha | 0.3683 | |||
| Total Risk Alpha | 0.2598 | |||
| Sortino Ratio | 0.1579 | |||
| Treynor Ratio | 3.78 |
CEAT Limited Backtested Returns
CEAT appears to be very steady, given 3 months investment horizon. CEAT Limited retains Efficiency (Sharpe Ratio) of 0.26, which signifies that the company had a 0.26 % return per unit of risk over the last 3 months. By examining CEAT's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of CEAT's coefficient of variation of 564.03, and Market Risk Adjusted Performance of 3.79 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CEAT holds a performance score of 20. The firm owns a Beta (Systematic Risk) of 0.0997, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CEAT's returns are expected to increase less than the market. However, during the bear market, the loss of holding CEAT is expected to be smaller as well. Please check CEAT's coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether CEAT's current price history will revert.
Auto-correlation | -0.59 |
Good reverse predictability
CEAT Limited has good reverse predictability. Overlapping area represents the amount of predictability between CEAT time series from 8th of June 2025 to 23rd of June 2025 and 23rd of June 2025 to 8th 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 CEAT Limited price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current CEAT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 3267.17 |
CEAT Limited lagged returns against current returns
Autocorrelation, which is CEAT 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 CEAT's stock expected returns. We can calculate the autocorrelation of CEAT returns to help us make a trade decision. For example, suppose you find that CEAT 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 |
CEAT 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 CEAT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CEAT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CEAT stock over time.
Current vs Lagged Prices |
| Timeline |
CEAT Lagged Returns
When evaluating CEAT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CEAT stock have on its future price. CEAT 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, CEAT autocorrelation shows the relationship between CEAT stock current value and its past values and can show if there is a momentum factor associated with investing in CEAT 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 CEAT Stock
CEAT financial ratios help investors to determine whether CEAT 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 CEAT with respect to the benefits of owning CEAT security.