Linde India (India) Market Value
| LINDEINDIA | 6,704 19.50 0.29% |
| Symbol | Linde |
Linde India '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 Linde India'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 Linde India.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Linde India on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Linde India Limited or generate 0.0% return on investment in Linde India over 90 days. Linde India is related to or competes with NMDC, Steel Authority, Embassy Office, Jai Balaji, Gujarat Narmada, India Glycols, and Gujarat Alkalies. Linde India is entity of India. It is traded as Stock on NSE exchange. More
Linde India 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 Linde India'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 Linde India Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 11.61 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 4.68 |
Linde India Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Linde India's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Linde India's standard deviation. In reality, there are many statistical measures that can use Linde India historical prices to predict the future Linde India's volatility.| Risk Adjusted Performance | 0.0627 | |||
| Jensen Alpha | 0.1733 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Linde India's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Linde India Limited Backtested Returns
As of now, Linde Stock is very steady. Linde India Limited has Sharpe Ratio of 0.0312, which conveys that the firm had a 0.0312 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Linde India, which you can use to evaluate the volatility of the firm. Please verify Linde India's Downside Deviation of 1.9, mean deviation of 1.49, and Risk Adjusted Performance of 0.0627 to check out if the risk estimate we provide is consistent with the expected return of 0.067%. Linde India has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Linde India are expected to decrease at a much lower rate. During the bear market, Linde India is likely to outperform the market. Linde India Limited right now secures a risk of 2.15%. Please verify Linde India Limited semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Linde India Limited will be following its current price movements.
Auto-correlation | -0.33 |
Poor reverse predictability
Linde India Limited has poor reverse predictability. Overlapping area represents the amount of predictability between Linde India time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Linde India Limited price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Linde India price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 73 K |
Linde India Limited lagged returns against current returns
Autocorrelation, which is Linde India 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 Linde India's stock expected returns. We can calculate the autocorrelation of Linde India returns to help us make a trade decision. For example, suppose you find that Linde India 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 |
Linde India 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 Linde India stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Linde India stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Linde India stock over time.
Current vs Lagged Prices |
| Timeline |
Linde India Lagged Returns
When evaluating Linde India's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Linde India stock have on its future price. Linde India 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, Linde India autocorrelation shows the relationship between Linde India stock current value and its past values and can show if there is a momentum factor associated with investing in Linde India 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 Linde Stock
Linde India financial ratios help investors to determine whether Linde 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 Linde with respect to the benefits of owning Linde India security.