FORCE MOTORS (India) Market Value
| FORCEMOT | 17,208 591.00 3.56% |
| Symbol | FORCE |
FORCE MOTORS '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 FORCE MOTORS'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 FORCE MOTORS.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in FORCE MOTORS on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding FORCE MOTORS LTD or generate 0.0% return on investment in FORCE MOTORS over 90 days. FORCE MOTORS is related to or competes with Aarti Drugs, Dev Information, Tata Chemicals, Shree Pushkar, Aarey Drugs, and Mangalore Chemicals. FORCE MOTORS is entity of India. It is traded as Stock on NSE exchange. More
FORCE MOTORS 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 FORCE MOTORS'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 FORCE MOTORS LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.01 | |||
| Information Ratio | 0.2459 | |||
| Maximum Drawdown | 19.99 | |||
| Value At Risk | (4.29) | |||
| Potential Upside | 9.75 |
FORCE MOTORS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FORCE MOTORS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FORCE MOTORS's standard deviation. In reality, there are many statistical measures that can use FORCE MOTORS historical prices to predict the future FORCE MOTORS's volatility.| Risk Adjusted Performance | 0.2714 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 0.5301 | |||
| Sortino Ratio | 0.3216 | |||
| Treynor Ratio | 2.15 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FORCE MOTORS'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.
FORCE MOTORS LTD Backtested Returns
FORCE MOTORS is very steady given 3 months investment horizon. FORCE MOTORS LTD secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the company had a 0.27 % return per unit of volatility over the last 3 months. We have collected data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.07% are justified by taking the suggested risk. Use FORCE MOTORS Downside Deviation of 3.01, mean deviation of 3.0, and Market Risk Adjusted Performance of 2.16 to evaluate company specific risk that cannot be diversified away. FORCE MOTORS holds a performance score of 21 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.51, which means possible diversification benefits within a given portfolio. As returns on the market increase, FORCE MOTORS's returns are expected to increase less than the market. However, during the bear market, the loss of holding FORCE MOTORS is expected to be smaller as well. Use FORCE MOTORS expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to analyze future returns on FORCE MOTORS.
Auto-correlation | 0.90 |
Excellent predictability
FORCE MOTORS LTD has excellent predictability. Overlapping area represents the amount of predictability between FORCE MOTORS time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 FORCE MOTORS LTD price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current FORCE MOTORS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 2.4 M |
FORCE MOTORS LTD lagged returns against current returns
Autocorrelation, which is FORCE MOTORS 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 FORCE MOTORS's stock expected returns. We can calculate the autocorrelation of FORCE MOTORS returns to help us make a trade decision. For example, suppose you find that FORCE MOTORS 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 |
FORCE MOTORS 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 FORCE MOTORS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FORCE MOTORS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FORCE MOTORS stock over time.
Current vs Lagged Prices |
| Timeline |
FORCE MOTORS Lagged Returns
When evaluating FORCE MOTORS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FORCE MOTORS stock have on its future price. FORCE MOTORS 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, FORCE MOTORS autocorrelation shows the relationship between FORCE MOTORS stock current value and its past values and can show if there is a momentum factor associated with investing in FORCE MOTORS LTD.
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 FORCE Stock
FORCE MOTORS financial ratios help investors to determine whether FORCE 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 FORCE with respect to the benefits of owning FORCE MOTORS security.