GVP Infotech (India) Market Value
| GVPTECH Stock | 10.45 0.14 1.32% |
| Symbol | GVP |
GVP Infotech '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 GVP Infotech'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 GVP Infotech.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in GVP Infotech on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding GVP Infotech Limited or generate 0.0% return on investment in GVP Infotech over 90 days. GVP Infotech is related to or competes with Jindal Drilling, Karur Vysya, United Drilling, Abans Financial, Union Bank, MAS Financial, and Twamev Construction. GVP Infotech is entity of India. It is traded as Stock on NSE exchange. More
GVP Infotech 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 GVP Infotech'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 GVP Infotech Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 15.88 | |||
| Value At Risk | (4.68) | |||
| Potential Upside | 5.09 |
GVP Infotech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GVP Infotech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GVP Infotech's standard deviation. In reality, there are many statistical measures that can use GVP Infotech historical prices to predict the future GVP Infotech's volatility.| Risk Adjusted Performance | 0.0492 | |||
| Jensen Alpha | 0.0946 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.5801 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GVP Infotech'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.
GVP Infotech Limited Backtested Returns
GVP Infotech is somewhat reliable at the moment. GVP Infotech Limited holds Efficiency (Sharpe) Ratio of 0.0258, which attests that the entity had a 0.0258 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for GVP Infotech Limited, which you can use to evaluate the volatility of the firm. Please check out GVP Infotech's risk adjusted performance of 0.0492, and Market Risk Adjusted Performance of 0.5901 to validate if the risk estimate we provide is consistent with the expected return of 0.075%. GVP Infotech has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GVP Infotech's returns are expected to increase less than the market. However, during the bear market, the loss of holding GVP Infotech is expected to be smaller as well. GVP Infotech Limited currently retains a risk of 2.9%. Please check out GVP Infotech expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if GVP Infotech will be following its current trending patterns.
Auto-correlation | 0.04 |
Virtually no predictability
GVP Infotech Limited has virtually no predictability. Overlapping area represents the amount of predictability between GVP Infotech 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 GVP Infotech Limited price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current GVP Infotech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
GVP Infotech Limited lagged returns against current returns
Autocorrelation, which is GVP Infotech 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 GVP Infotech's stock expected returns. We can calculate the autocorrelation of GVP Infotech returns to help us make a trade decision. For example, suppose you find that GVP Infotech 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 |
GVP Infotech 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 GVP Infotech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GVP Infotech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GVP Infotech stock over time.
Current vs Lagged Prices |
| Timeline |
GVP Infotech Lagged Returns
When evaluating GVP Infotech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GVP Infotech stock have on its future price. GVP Infotech 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, GVP Infotech autocorrelation shows the relationship between GVP Infotech stock current value and its past values and can show if there is a momentum factor associated with investing in GVP Infotech Limited.
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 GVP Stock
GVP Infotech financial ratios help investors to determine whether GVP 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 GVP with respect to the benefits of owning GVP Infotech security.