ITI (India) Market Value
| ITI Stock | 313.15 1.45 0.46% |
| Symbol | ITI |
ITI '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 ITI'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 ITI.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in ITI on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding ITI Limited or generate 0.0% return on investment in ITI over 90 days. ITI is related to or competes with Pondy Oxides, UFO Moviez, Punjab Chemicals, Mangalore Chemicals, Vishnu Chemicals, Manali Petrochemicals, and Tips Music. ITI is entity of India. It is traded as Stock on NSE exchange. More
ITI 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 ITI'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 ITI Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.0549 | |||
| Maximum Drawdown | 15.0 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 6.13 |
ITI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ITI's standard deviation. In reality, there are many statistical measures that can use ITI historical prices to predict the future ITI's volatility.| Risk Adjusted Performance | 0.1057 | |||
| Jensen Alpha | 0.2974 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0743 | |||
| Treynor Ratio | (7.55) |
ITI Limited Backtested Returns
ITI appears to be very steady, given 3 months investment horizon. ITI Limited holds Efficiency (Sharpe) Ratio of 0.0757, which attests that the entity had a 0.0757 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ITI Limited, which you can use to evaluate the volatility of the firm. Please utilize ITI's Risk Adjusted Performance of 0.1057, semi deviation of 1.88, and Market Risk Adjusted Performance of (7.54) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ITI holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of -0.0387, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ITI are expected to decrease at a much lower rate. During the bear market, ITI is likely to outperform the market. Please check ITI's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether ITI's current trending patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
ITI Limited has insignificant reverse predictability. Overlapping area represents the amount of predictability between ITI 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 ITI Limited price movement. The serial correlation of -0.19 indicates that over 19.0% of current ITI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 41.5 |
ITI Limited lagged returns against current returns
Autocorrelation, which is ITI 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 ITI's stock expected returns. We can calculate the autocorrelation of ITI returns to help us make a trade decision. For example, suppose you find that ITI 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 |
ITI 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 ITI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ITI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ITI stock over time.
Current vs Lagged Prices |
| Timeline |
ITI Lagged Returns
When evaluating ITI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ITI stock have on its future price. ITI 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, ITI autocorrelation shows the relationship between ITI stock current value and its past values and can show if there is a momentum factor associated with investing in ITI 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 ITI Stock
ITI financial ratios help investors to determine whether ITI 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 ITI with respect to the benefits of owning ITI security.