India (India) Market Value
| IMPAL Stock | 1,146 6.40 0.56% |
| Symbol | India |
India '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 India'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 India.
| 07/11/2023 |
| 06/30/2025 |
If you would invest 0.00 in India on July 11, 2023 and sell it all today you would earn a total of 0.00 from holding India Motor Parts or generate 0.0% return on investment in India over 720 days. India is related to or competes with Som Distilleries, Mtar Technologies, Nucleus Software, Cambridge Technology, United Drilling, Palred Technologies, and FCS Software. India is entity of India. It is traded as Stock on NSE exchange. More
India 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 India'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 India Motor Parts upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.1336 | |||
| Maximum Drawdown | 12.03 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.63 |
India Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for India's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as India's standard deviation. In reality, there are many statistical measures that can use India historical prices to predict the future India's volatility.| Risk Adjusted Performance | 0.2703 | |||
| Jensen Alpha | 0.292 | |||
| Total Risk Alpha | 0.2439 | |||
| Sortino Ratio | 0.1564 | |||
| Treynor Ratio | 2.81 |
India Motor Parts Backtested Returns
India appears to be very steady, given 3 months investment horizon. India Motor Parts holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for India Motor Parts, which you can use to evaluate the volatility of the firm. Please utilize India's Risk Adjusted Performance of 0.2703, downside deviation of 1.6, and Market Risk Adjusted Performance of 2.82 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, India holds a performance score of 15. 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, India's returns are expected to increase less than the market. However, during the bear market, the loss of holding India is expected to be smaller as well. Please check India's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether India's current trending patterns will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
India Motor Parts has very good reverse predictability. Overlapping area represents the amount of predictability between India time series from 11th of July 2023 to 5th of July 2024 and 5th of July 2024 to 30th of June 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 India Motor Parts price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current India price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 17.4 K |
India Motor Parts lagged returns against current returns
Autocorrelation, which is India 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 India's stock expected returns. We can calculate the autocorrelation of India returns to help us make a trade decision. For example, suppose you find that India 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 |
India 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 India stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if India stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in India stock over time.
Current vs Lagged Prices |
| Timeline |
India Lagged Returns
When evaluating India's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of India stock have on its future price. India 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, India autocorrelation shows the relationship between India stock current value and its past values and can show if there is a momentum factor associated with investing in India Motor Parts.
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 India Stock
India financial ratios help investors to determine whether India 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 India with respect to the benefits of owning India security.