Himadri Speciality (India) Market Value
| HSCL Stock | 516.65 17.45 3.50% |
| Symbol | Himadri |
Himadri Speciality '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 Himadri Speciality'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 Himadri Speciality.
| 06/15/2025 |
| 07/15/2025 |
If you would invest 0.00 in Himadri Speciality on June 15, 2025 and sell it all today you would earn a total of 0.00 from holding Himadri Speciality Chemical or generate 0.0% return on investment in Himadri Speciality over 30 days. Himadri Speciality is related to or competes with Gokul Refoils, Consolidated Construction, Golden Tobacco, Action Construction, Shyam Metalics, Bharat Road, and Rajnandini Metal. Himadri Speciality is entity of India. It is traded as Stock on NSE exchange. More
Himadri Speciality 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 Himadri Speciality'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 Himadri Speciality Chemical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.0427 | |||
| Maximum Drawdown | 15.4 | |||
| Value At Risk | (2.88) | |||
| Potential Upside | 4.32 |
Himadri Speciality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Himadri Speciality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Himadri Speciality's standard deviation. In reality, there are many statistical measures that can use Himadri Speciality historical prices to predict the future Himadri Speciality's volatility.| Risk Adjusted Performance | 0.1972 | |||
| Jensen Alpha | 0.3717 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0596 | |||
| Treynor Ratio | (18.43) |
Himadri Speciality Backtested Returns
Himadri Speciality appears to be very steady, given 3 months investment horizon. Himadri Speciality holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Himadri Speciality, which you can use to evaluate the volatility of the firm. Please utilize Himadri Speciality's Downside Deviation of 1.93, risk adjusted performance of 0.1972, and Market Risk Adjusted Performance of (18.42) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Himadri Speciality holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.0199, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Himadri Speciality are expected to decrease at a much lower rate. During the bear market, Himadri Speciality is likely to outperform the market. Please check Himadri Speciality's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Himadri Speciality's current trending patterns will revert.
Auto-correlation | 0.48 |
Average predictability
Himadri Speciality Chemical has average predictability. Overlapping area represents the amount of predictability between Himadri Speciality time series from 15th of June 2025 to 30th of June 2025 and 30th of June 2025 to 15th 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 Himadri Speciality price movement. The serial correlation of 0.48 indicates that about 48.0% of current Himadri Speciality price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 77.67 |
Himadri Speciality lagged returns against current returns
Autocorrelation, which is Himadri Speciality 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 Himadri Speciality's stock expected returns. We can calculate the autocorrelation of Himadri Speciality returns to help us make a trade decision. For example, suppose you find that Himadri Speciality 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 |
Himadri Speciality 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 Himadri Speciality stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Himadri Speciality stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Himadri Speciality stock over time.
Current vs Lagged Prices |
| Timeline |
Himadri Speciality Lagged Returns
When evaluating Himadri Speciality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Himadri Speciality stock have on its future price. Himadri Speciality 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, Himadri Speciality autocorrelation shows the relationship between Himadri Speciality stock current value and its past values and can show if there is a momentum factor associated with investing in Himadri Speciality Chemical.
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 Himadri Stock Analysis
When running Himadri Speciality's price analysis, check to measure Himadri Speciality'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 Himadri Speciality is operating at the current time. Most of Himadri Speciality's value examination focuses on studying past and present price action to predict the probability of Himadri Speciality's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Himadri Speciality's price. Additionally, you may evaluate how the addition of Himadri Speciality to your portfolios can decrease your overall portfolio volatility.