Jai Balaji (India) Market Value
| JAIBALAJI | 122.45 2.16 1.80% |
| Symbol | Jai |
Jai Balaji '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 Jai Balaji'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 Jai Balaji.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Jai Balaji on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Jai Balaji Industries or generate 0.0% return on investment in Jai Balaji over 90 days. Jai Balaji is related to or competes with Dev Information, Kalyani Investment, Edelweiss Financial, Max Financial, Pilani Investment, Silver Touch, and Bank of Maharashtra. Jai Balaji is entity of India. It is traded as Stock on NSE exchange. More
Jai Balaji 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 Jai Balaji'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 Jai Balaji Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 19.54 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 5.05 |
Jai Balaji Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jai Balaji's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jai Balaji's standard deviation. In reality, there are many statistical measures that can use Jai Balaji historical prices to predict the future Jai Balaji's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | (0.23) |
Jai Balaji Industries Backtested Returns
Jai Balaji Industries holds Efficiency (Sharpe) Ratio of -0.0114, which attests that the entity had a -0.0114 % return per unit of risk over the last 3 months. Jai Balaji Industries exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jai Balaji's Market Risk Adjusted Performance of (0.22), standard deviation of 3.35, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jai Balaji's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jai Balaji is expected to be smaller as well. At this point, Jai Balaji Industries has a negative expected return of -0.0391%. Please make sure to check out Jai Balaji's jensen alpha, potential upside, daily balance of power, as well as the relationship between the treynor ratio and kurtosis , to decide if Jai Balaji Industries performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.7 |
Very good reverse predictability
Jai Balaji Industries has very good reverse predictability. Overlapping area represents the amount of predictability between Jai Balaji 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 Jai Balaji Industries price movement. The serial correlation of -0.7 indicates that around 70.0% of current Jai Balaji price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 114.0 |
Jai Balaji Industries lagged returns against current returns
Autocorrelation, which is Jai Balaji 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 Jai Balaji's stock expected returns. We can calculate the autocorrelation of Jai Balaji returns to help us make a trade decision. For example, suppose you find that Jai Balaji 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 |
Jai Balaji 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 Jai Balaji stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jai Balaji stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jai Balaji stock over time.
Current vs Lagged Prices |
| Timeline |
Jai Balaji Lagged Returns
When evaluating Jai Balaji's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jai Balaji stock have on its future price. Jai Balaji 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, Jai Balaji autocorrelation shows the relationship between Jai Balaji stock current value and its past values and can show if there is a momentum factor associated with investing in Jai Balaji Industries.
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 Jai Stock
Jai Balaji financial ratios help investors to determine whether Jai 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 Jai with respect to the benefits of owning Jai Balaji security.