Maral Overseas (India) Market Value
| MARALOVER | 75.24 0.03 0.04% |
| Symbol | Maral |
Maral Overseas '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 Maral Overseas' 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 Maral Overseas.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Maral Overseas on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Maral Overseas Limited or generate 0.0% return on investment in Maral Overseas over 90 days. Maral Overseas is related to or competes with Tata Communications, Sumitomo Chemical, Alkyl Amines, Ortel Communications, Pondy Oxides, OnMobile Global, and Vishnu Chemicals. Maral Overseas is entity of India. It is traded as Stock on NSE exchange. More
Maral Overseas 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 Maral Overseas' 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 Maral Overseas Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.016 | |||
| Maximum Drawdown | 15.35 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 4.36 |
Maral Overseas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maral Overseas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maral Overseas' standard deviation. In reality, there are many statistical measures that can use Maral Overseas historical prices to predict the future Maral Overseas' volatility.| Risk Adjusted Performance | 0.0732 | |||
| Jensen Alpha | 0.1819 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0203 | |||
| Treynor Ratio | (2.12) |
Maral Overseas Backtested Returns
At this stage we consider Maral Stock to be very steady. Maral Overseas has Sharpe Ratio of 0.0591, which conveys that the firm had a 0.0591 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Maral Overseas, which you can use to evaluate the volatility of the firm. Please verify Maral Overseas' Risk Adjusted Performance of 0.0732, mean deviation of 1.79, and Downside Deviation of 2.0 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Maral Overseas has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0808, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Maral Overseas are expected to decrease at a much lower rate. During the bear market, Maral Overseas is likely to outperform the market. Maral Overseas right now secures a risk of 2.56%. Please verify Maral Overseas Limited semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Maral Overseas Limited will be following its current price movements.
Auto-correlation | 0.47 |
Average predictability
Maral Overseas Limited has average predictability. Overlapping area represents the amount of predictability between Maral Overseas 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 Maral Overseas price movement. The serial correlation of 0.47 indicates that about 47.0% of current Maral Overseas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 1.9 |
Maral Overseas lagged returns against current returns
Autocorrelation, which is Maral Overseas 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 Maral Overseas' stock expected returns. We can calculate the autocorrelation of Maral Overseas returns to help us make a trade decision. For example, suppose you find that Maral Overseas 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 |
Maral Overseas 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 Maral Overseas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maral Overseas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maral Overseas stock over time.
Current vs Lagged Prices |
| Timeline |
Maral Overseas Lagged Returns
When evaluating Maral Overseas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maral Overseas stock have on its future price. Maral Overseas 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, Maral Overseas autocorrelation shows the relationship between Maral Overseas stock current value and its past values and can show if there is a momentum factor associated with investing in Maral Overseas 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.Additional Tools for Maral Stock Analysis
When running Maral Overseas' price analysis, check to measure Maral Overseas' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Maral Overseas is operating at the current time. Most of Maral Overseas' value examination focuses on studying past and present price action to predict the probability of Maral Overseas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maral Overseas' price. Additionally, you may evaluate how the addition of Maral Overseas to your portfolios can decrease your overall portfolio volatility.