Gujarat State (India) Market Value
| GSFC Stock | 201.73 1.65 0.81% |
| Symbol | Gujarat |
Gujarat State '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 Gujarat State'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 Gujarat State.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Gujarat State on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Gujarat State Fertilizers or generate 0.0% return on investment in Gujarat State over 90 days. Gujarat State is related to or competes with NMDC, Steel Authority, Embassy Office, Jai Balaji, Gujarat Narmada, India Glycols, and Gujarat Alkalies. Gujarat State is entity of India. It is traded as Stock on NSE exchange. More
Gujarat State 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 Gujarat State'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 Gujarat State Fertilizers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.84 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 2.79 |
Gujarat State Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gujarat State's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gujarat State's standard deviation. In reality, there are many statistical measures that can use Gujarat State historical prices to predict the future Gujarat State's volatility.| Risk Adjusted Performance | 0.077 | |||
| Jensen Alpha | 0.0988 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.6997 |
Gujarat State Fertilizers Backtested Returns
Currently, Gujarat State Fertilizers is very steady. Gujarat State Fertilizers holds Efficiency (Sharpe) Ratio of 0.0366, which attests that the entity had a 0.0366 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Gujarat State Fertilizers, which you can use to evaluate the volatility of the firm. Please check out Gujarat State's Risk Adjusted Performance of 0.077, market risk adjusted performance of 0.7097, and Downside Deviation of 1.62 to validate if the risk estimate we provide is consistent with the expected return of 0.0603%. Gujarat State has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gujarat State's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gujarat State is expected to be smaller as well. Gujarat State Fertilizers right now retains a risk of 1.65%. Please check out Gujarat State coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Gujarat State will be following its current trending patterns.
Auto-correlation | 0.23 |
Weak predictability
Gujarat State Fertilizers has weak predictability. Overlapping area represents the amount of predictability between Gujarat State 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 Gujarat State Fertilizers price movement. The serial correlation of 0.23 indicates that over 23.0% of current Gujarat State price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 21.26 |
Gujarat State Fertilizers lagged returns against current returns
Autocorrelation, which is Gujarat State 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 Gujarat State's stock expected returns. We can calculate the autocorrelation of Gujarat State returns to help us make a trade decision. For example, suppose you find that Gujarat State 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 |
Gujarat State 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 Gujarat State stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gujarat State stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gujarat State stock over time.
Current vs Lagged Prices |
| Timeline |
Gujarat State Lagged Returns
When evaluating Gujarat State's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gujarat State stock have on its future price. Gujarat State 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, Gujarat State autocorrelation shows the relationship between Gujarat State stock current value and its past values and can show if there is a momentum factor associated with investing in Gujarat State Fertilizers.
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 Gujarat Stock Analysis
When running Gujarat State's price analysis, check to measure Gujarat State'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 Gujarat State is operating at the current time. Most of Gujarat State's value examination focuses on studying past and present price action to predict the probability of Gujarat State's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gujarat State's price. Additionally, you may evaluate how the addition of Gujarat State to your portfolios can decrease your overall portfolio volatility.