Infomedia Press (India) Market Value
| INFOMEDIA | 6.91 0.29 4.03% |
| Symbol | Infomedia |
Infomedia Press '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 Infomedia Press' 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 Infomedia Press.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Infomedia Press on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Infomedia Press Limited or generate 0.0% return on investment in Infomedia Press over 90 days. Infomedia Press is related to or competes with Chemcon Speciality, Ravi Kumar, Jindal Drilling, IOL Chemicals, Pondy Oxides, JGCHEMICALS, and Allied Blenders. Infomedia Press is entity of India. It is traded as Stock on NSE exchange. More
Infomedia Press 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 Infomedia Press' 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 Infomedia Press Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.48 | |||
| Information Ratio | 0.0253 | |||
| Maximum Drawdown | 15.05 | |||
| Value At Risk | (4.87) | |||
| Potential Upside | 4.98 |
Infomedia Press Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infomedia Press' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infomedia Press' standard deviation. In reality, there are many statistical measures that can use Infomedia Press historical prices to predict the future Infomedia Press' volatility.| Risk Adjusted Performance | 0.0721 | |||
| Jensen Alpha | 0.3291 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0239 | |||
| Treynor Ratio | (0.27) |
Infomedia Press Backtested Returns
At this point, Infomedia Press is slightly risky. Infomedia Press holds Efficiency (Sharpe) Ratio of 0.0107, which attests that the entity had a 0.0107 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Infomedia Press, which you can use to evaluate the volatility of the firm. Please check out Infomedia Press' Market Risk Adjusted Performance of (0.26), risk adjusted performance of 0.0721, and Downside Deviation of 3.48 to validate if the risk estimate we provide is consistent with the expected return of 0.0345%. The company retains a Market Volatility (i.e., Beta) of -0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Infomedia Press are expected to decrease at a much lower rate. During the bear market, Infomedia Press is likely to outperform the market. Infomedia Press right now retains a risk of 3.23%. Please check out Infomedia Press jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to decide if Infomedia Press will be following its current trending patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Infomedia Press Limited has insignificant reverse predictability. Overlapping area represents the amount of predictability between Infomedia Press time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Infomedia Press price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Infomedia Press price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Infomedia Press lagged returns against current returns
Autocorrelation, which is Infomedia Press 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 Infomedia Press' stock expected returns. We can calculate the autocorrelation of Infomedia Press returns to help us make a trade decision. For example, suppose you find that Infomedia Press 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 |
Infomedia Press 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 Infomedia Press stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infomedia Press stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infomedia Press stock over time.
Current vs Lagged Prices |
| Timeline |
Infomedia Press Lagged Returns
When evaluating Infomedia Press' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infomedia Press stock have on its future price. Infomedia Press 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, Infomedia Press autocorrelation shows the relationship between Infomedia Press stock current value and its past values and can show if there is a momentum factor associated with investing in Infomedia Press 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 Infomedia Stock
Infomedia Press financial ratios help investors to determine whether Infomedia 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 Infomedia with respect to the benefits of owning Infomedia Press security.