ESILVER (India) Market Value
| ESILVER Stock | 114.04 1.95 1.74% |
| Symbol | ESILVER |
Please note, there is a significant difference between ESILVER's value and its price as these two are different measures arrived at by different means. Investors typically determine if ESILVER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ESILVER'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.
ESILVER '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 ESILVER'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 ESILVER.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in ESILVER on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding ESILVER or generate 0.0% return on investment in ESILVER over 90 days. ESILVER is related to or competes with Reliance Industries, HDFC Bank, Tata Consultancy, and Bharti Airtel. ESILVER is entity of India. It is traded as Stock on NSE exchange. More
ESILVER 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 ESILVER'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 ESILVER upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.0726 | |||
| Maximum Drawdown | 4.85 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 2.47 |
ESILVER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ESILVER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ESILVER's standard deviation. In reality, there are many statistical measures that can use ESILVER historical prices to predict the future ESILVER's volatility.| Risk Adjusted Performance | 0.171 | |||
| Jensen Alpha | 0.2475 | |||
| Total Risk Alpha | 0.0424 | |||
| Sortino Ratio | 0.0786 | |||
| Treynor Ratio | (1.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ESILVER'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.
ESILVER Backtested Returns
ESILVER appears to be very steady, given 3 months investment horizon. ESILVER secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for ESILVER, which you can use to evaluate the volatility of the firm. Please utilize ESILVER's downside deviation of 1.21, and Mean Deviation of 1.05 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ESILVER holds a performance score of 15. The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ESILVER are expected to decrease at a much lower rate. During the bear market, ESILVER is likely to outperform the market. Please check ESILVER's semi variance, and the relationship between the sortino ratio and rate of daily change , to make a quick decision on whether ESILVER's price patterns will revert.
Auto-correlation | 0.65 |
Good predictability
ESILVER has good predictability. Overlapping area represents the amount of predictability between ESILVER time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 ESILVER price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current ESILVER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 5.68 |
ESILVER lagged returns against current returns
Autocorrelation, which is ESILVER 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 ESILVER's stock expected returns. We can calculate the autocorrelation of ESILVER returns to help us make a trade decision. For example, suppose you find that ESILVER 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 |
ESILVER 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 ESILVER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ESILVER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ESILVER stock over time.
Current vs Lagged Prices |
| Timeline |
ESILVER Lagged Returns
When evaluating ESILVER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ESILVER stock have on its future price. ESILVER 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, ESILVER autocorrelation shows the relationship between ESILVER stock current value and its past values and can show if there is a momentum factor associated with investing in ESILVER.
Regressed Prices |
| Timeline |
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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 ESILVER Stock Analysis
When running ESILVER's price analysis, check to measure ESILVER'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 ESILVER is operating at the current time. Most of ESILVER's value examination focuses on studying past and present price action to predict the probability of ESILVER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ESILVER's price. Additionally, you may evaluate how the addition of ESILVER to your portfolios can decrease your overall portfolio volatility.