Embassy Office (India) Market Value
| EMBASSY-RR | 397.18 7.05 1.81% |
| Symbol | Embassy |
Embassy Office '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 Embassy Office'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 Embassy Office.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Embassy Office on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Embassy Office Parks or generate 0.0% return on investment in Embassy Office over 90 days. Embassy Office is related to or competes with GVP Infotech, Kingfa Science, Rico Auto, GACM Technologies, Tribhovandas Bhimji, Parag Milk, and Heubach Colorants. Embassy Office is entity of India. It is traded as Stock on NSE exchange. More
Embassy Office 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 Embassy Office'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 Embassy Office Parks upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8748 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.81 |
Embassy Office Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embassy Office's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embassy Office's standard deviation. In reality, there are many statistical measures that can use Embassy Office historical prices to predict the future Embassy Office's volatility.| Risk Adjusted Performance | 0.1028 | |||
| Jensen Alpha | 0.0895 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 2.1 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Embassy Office's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Embassy Office Parks Backtested Returns
At this stage we consider Embassy Stock to be very steady. Embassy Office Parks secures Sharpe Ratio (or Efficiency) of 0.0989, which denotes the company had a 0.0989 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Embassy Office Parks, which you can use to evaluate the volatility of the firm. Please confirm Embassy Office's Mean Deviation of 0.6909, semi deviation of 0.7959, and Downside Deviation of 0.8748 to check if the risk estimate we provide is consistent with the expected return of 0.0943%. Embassy Office has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0454, which means not very significant fluctuations relative to the market. As returns on the market increase, Embassy Office's returns are expected to increase less than the market. However, during the bear market, the loss of holding Embassy Office is expected to be smaller as well. Embassy Office Parks right now shows a risk of 0.95%. Please confirm Embassy Office Parks coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Embassy Office Parks will be following its price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
Embassy Office Parks has very weak reverse predictability. Overlapping area represents the amount of predictability between Embassy Office 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 Embassy Office Parks price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Embassy Office price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 10.32 |
Embassy Office Parks lagged returns against current returns
Autocorrelation, which is Embassy Office 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 Embassy Office's stock expected returns. We can calculate the autocorrelation of Embassy Office returns to help us make a trade decision. For example, suppose you find that Embassy Office 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 |
Embassy Office 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 Embassy Office stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Embassy Office stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Embassy Office stock over time.
Current vs Lagged Prices |
| Timeline |
Embassy Office Lagged Returns
When evaluating Embassy Office's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Embassy Office stock have on its future price. Embassy Office 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, Embassy Office autocorrelation shows the relationship between Embassy Office stock current value and its past values and can show if there is a momentum factor associated with investing in Embassy Office Parks.
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 Embassy Stock Analysis
When running Embassy Office's price analysis, check to measure Embassy Office'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 Embassy Office is operating at the current time. Most of Embassy Office's value examination focuses on studying past and present price action to predict the probability of Embassy Office's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Embassy Office's price. Additionally, you may evaluate how the addition of Embassy Office to your portfolios can decrease your overall portfolio volatility.