ITC (India) Market Value
| ITC Stock | 416.00 4.10 0.98% |
| Symbol | ITC |
ITC '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 ITC'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 ITC.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in ITC on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding ITC Limited or generate 0.0% return on investment in ITC over 90 days. ITC is related to or competes with Indian Railway, Cholamandalam Financial, Piramal Enterprises, Tata Consultancy, Wipro, and Hindustan Aeronautics. ITC is entity of India. It is traded as Stock on NSE exchange. More
ITC 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 ITC'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 ITC Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8578 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 4.85 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.73 |
ITC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ITC's standard deviation. In reality, there are many statistical measures that can use ITC historical prices to predict the future ITC's volatility.| Risk Adjusted Performance | 0.0068 | |||
| Jensen Alpha | 0.0408 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.0129 |
ITC Limited Backtested Returns
ITC Limited retains Efficiency (Sharpe Ratio) of -0.0212, which attests that the entity had a -0.0212 % return per unit of return volatility over the last 3 months. ITC exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out ITC's Semi Deviation of 0.8418, downside deviation of 0.8578, and Market Risk Adjusted Performance of 0.0229 to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ITC are expected to decrease at a much lower rate. During the bear market, ITC is likely to outperform the market. At this point, ITC Limited has a negative expected return of -0.0196%. Please make sure to check out ITC's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if ITC Limited performance from the past will be repeated in the future.
Auto-correlation | -0.35 |
Poor reverse predictability
ITC Limited has poor reverse predictability. Overlapping area represents the amount of predictability between ITC time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 ITC Limited price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current ITC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 14.63 |
ITC Limited lagged returns against current returns
Autocorrelation, which is ITC 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 ITC's stock expected returns. We can calculate the autocorrelation of ITC returns to help us make a trade decision. For example, suppose you find that ITC 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 |
ITC 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 ITC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ITC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ITC stock over time.
Current vs Lagged Prices |
| Timeline |
ITC Lagged Returns
When evaluating ITC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ITC stock have on its future price. ITC 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, ITC autocorrelation shows the relationship between ITC stock current value and its past values and can show if there is a momentum factor associated with investing in ITC 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 ITC Stock
ITC financial ratios help investors to determine whether ITC 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 ITC with respect to the benefits of owning ITC security.