Gayatri Highways (India) Market Value
| GAYAHWS Stock | 1.82 0.03 1.68% |
| Symbol | Gayatri |
Gayatri Highways '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 Gayatri Highways' 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 Gayatri Highways.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Gayatri Highways on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Gayatri Highways Limited or generate 0.0% return on investment in Gayatri Highways over 90 days. Gayatri Highways is related to or competes with MIRC Electronics, Rajnandini Metal, Transport, Indo Borax, Electronics Mart, Hilton Metal, and Rashtriya Chemicals. Gayatri Highways is entity of India. It is traded as Stock on NSE exchange. More
Gayatri Highways 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 Gayatri Highways' 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 Gayatri Highways Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.7 | |||
| Information Ratio | 0.1204 | |||
| Maximum Drawdown | 10.05 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 4.76 |
Gayatri Highways Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gayatri Highways' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gayatri Highways' standard deviation. In reality, there are many statistical measures that can use Gayatri Highways historical prices to predict the future Gayatri Highways' volatility.| Risk Adjusted Performance | 0.168 | |||
| Jensen Alpha | 0.4684 | |||
| Total Risk Alpha | 0.0782 | |||
| Sortino Ratio | 0.1197 | |||
| Treynor Ratio | (4.02) |
Gayatri Highways Backtested Returns
Gayatri Highways appears to be very risky, given 3 months investment horizon. Gayatri Highways holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. By evaluating Gayatri Highways' technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize Gayatri Highways' Market Risk Adjusted Performance of (4.01), risk adjusted performance of 0.168, and Downside Deviation of 2.7 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gayatri Highways holds a performance score of 18. The company retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gayatri Highways are expected to decrease at a much lower rate. During the bear market, Gayatri Highways is likely to outperform the market. Please check Gayatri Highways' value at risk, kurtosis, period momentum indicator, as well as the relationship between the semi variance and day median price , to make a quick decision on whether Gayatri Highways' current trending patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
Gayatri Highways Limited has poor predictability. Overlapping area represents the amount of predictability between Gayatri Highways 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 Gayatri Highways price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Gayatri Highways price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Gayatri Highways lagged returns against current returns
Autocorrelation, which is Gayatri Highways 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 Gayatri Highways' stock expected returns. We can calculate the autocorrelation of Gayatri Highways returns to help us make a trade decision. For example, suppose you find that Gayatri Highways 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 |
Gayatri Highways 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 Gayatri Highways stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gayatri Highways stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gayatri Highways stock over time.
Current vs Lagged Prices |
| Timeline |
Gayatri Highways Lagged Returns
When evaluating Gayatri Highways' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gayatri Highways stock have on its future price. Gayatri Highways 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, Gayatri Highways autocorrelation shows the relationship between Gayatri Highways stock current value and its past values and can show if there is a momentum factor associated with investing in Gayatri Highways Limited.
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 Gayatri Stock Analysis
When running Gayatri Highways' price analysis, check to measure Gayatri Highways' 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 Gayatri Highways is operating at the current time. Most of Gayatri Highways' value examination focuses on studying past and present price action to predict the probability of Gayatri Highways' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gayatri Highways' price. Additionally, you may evaluate how the addition of Gayatri Highways to your portfolios can decrease your overall portfolio volatility.