Inspirisys Solutions (India) Market Value
| INSPIRISYS | 104.53 1.59 1.50% |
| Symbol | Inspirisys |
Inspirisys Solutions '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 Inspirisys Solutions' 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 Inspirisys Solutions.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Inspirisys Solutions on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Inspirisys Solutions Limited or generate 0.0% return on investment in Inspirisys Solutions over 90 days. Inspirisys Solutions is related to or competes with Clean Science, General Insurance, Mangal Credit, HDFC Life, Megastar Foods, Varun Beverages, and Hindustan Foods. Inspirisys Solutions is entity of India. It is traded as Stock on NSE exchange. More
Inspirisys Solutions 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 Inspirisys Solutions' 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 Inspirisys Solutions Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.37 | |||
| Information Ratio | 0.0823 | |||
| Maximum Drawdown | 27.46 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 5.43 |
Inspirisys Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inspirisys Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inspirisys Solutions' standard deviation. In reality, there are many statistical measures that can use Inspirisys Solutions historical prices to predict the future Inspirisys Solutions' volatility.| Risk Adjusted Performance | 0.1157 | |||
| Jensen Alpha | 0.4646 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.1467 | |||
| Treynor Ratio | 4.51 |
Inspirisys Solutions Backtested Returns
Inspirisys Solutions appears to be very steady, given 3 months investment horizon. Inspirisys Solutions holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Inspirisys Solutions, which you can use to evaluate the volatility of the firm. Please utilize Inspirisys Solutions' Downside Deviation of 2.37, market risk adjusted performance of 4.52, and Risk Adjusted Performance of 0.1157 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inspirisys Solutions holds a performance score of 8. 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, Inspirisys Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding Inspirisys Solutions is expected to be smaller as well. Please check Inspirisys Solutions' skewness, and the relationship between the value at risk and day median price , to make a quick decision on whether Inspirisys Solutions' current trending patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Inspirisys Solutions Limited has average predictability. Overlapping area represents the amount of predictability between Inspirisys Solutions time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Inspirisys Solutions price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Inspirisys Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 13.22 |
Inspirisys Solutions lagged returns against current returns
Autocorrelation, which is Inspirisys Solutions 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 Inspirisys Solutions' stock expected returns. We can calculate the autocorrelation of Inspirisys Solutions returns to help us make a trade decision. For example, suppose you find that Inspirisys Solutions 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 |
Inspirisys Solutions 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 Inspirisys Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inspirisys Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inspirisys Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Inspirisys Solutions Lagged Returns
When evaluating Inspirisys Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inspirisys Solutions stock have on its future price. Inspirisys Solutions 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, Inspirisys Solutions autocorrelation shows the relationship between Inspirisys Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Inspirisys Solutions 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 Inspirisys Stock
Inspirisys Solutions financial ratios help investors to determine whether Inspirisys 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 Inspirisys with respect to the benefits of owning Inspirisys Solutions security.