MOSCHIP TECHNOLOGIES (India) Market Value
| MOSCHIP Stock | 172.24 3.03 1.79% |
| Symbol | MOSCHIP |
MOSCHIP TECHNOLOGIES '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 MOSCHIP TECHNOLOGIES'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 MOSCHIP TECHNOLOGIES.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in MOSCHIP TECHNOLOGIES on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding MOSCHIP TECHNOLOGIES LTD or generate 0.0% return on investment in MOSCHIP TECHNOLOGIES over 90 days. MOSCHIP TECHNOLOGIES is related to or competes with Vardhman Special, UFO Moviez, Rama Steel, Elgi Rubber, Garuda Construction, Man Infraconstructio, and TVS Electronics. MOSCHIP TECHNOLOGIES is entity of India. It is traded as Stock on NSE exchange. More
MOSCHIP TECHNOLOGIES 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 MOSCHIP TECHNOLOGIES'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 MOSCHIP TECHNOLOGIES LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 17.0 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 4.7 |
MOSCHIP TECHNOLOGIES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOSCHIP TECHNOLOGIES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOSCHIP TECHNOLOGIES's standard deviation. In reality, there are many statistical measures that can use MOSCHIP TECHNOLOGIES historical prices to predict the future MOSCHIP TECHNOLOGIES's volatility.| Risk Adjusted Performance | 0.006 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | 1.46 |
MOSCHIP TECHNOLOGIES LTD Backtested Returns
Currently, MOSCHIP TECHNOLOGIES LTD is very steady. MOSCHIP TECHNOLOGIES LTD has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-three technical indicators for MOSCHIP TECHNOLOGIES, which you can use to evaluate the volatility of the firm. Please verify MOSCHIP TECHNOLOGIES's Risk Adjusted Performance of 0.006, mean deviation of 2.0, and Market Risk Adjusted Performance of 1.47 to check out if the risk estimate we provide is consistent with the expected return of 0.0095%. The company secures a Beta (Market Risk) of -0.0094, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MOSCHIP TECHNOLOGIES are expected to decrease at a much lower rate. During the bear market, MOSCHIP TECHNOLOGIES is likely to outperform the market. MOSCHIP TECHNOLOGIES LTD currently secures a risk of 3.16%. Please verify MOSCHIP TECHNOLOGIES LTD kurtosis, as well as the relationship between the day median price and relative strength index , to decide if MOSCHIP TECHNOLOGIES LTD will be following its current price movements.
Auto-correlation | -0.19 |
Insignificant reverse predictability
MOSCHIP TECHNOLOGIES LTD has insignificant reverse predictability. Overlapping area represents the amount of predictability between MOSCHIP TECHNOLOGIES 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 MOSCHIP TECHNOLOGIES LTD price movement. The serial correlation of -0.19 indicates that over 19.0% of current MOSCHIP TECHNOLOGIES price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 37.23 |
MOSCHIP TECHNOLOGIES LTD lagged returns against current returns
Autocorrelation, which is MOSCHIP TECHNOLOGIES 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 MOSCHIP TECHNOLOGIES's stock expected returns. We can calculate the autocorrelation of MOSCHIP TECHNOLOGIES returns to help us make a trade decision. For example, suppose you find that MOSCHIP TECHNOLOGIES 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 |
MOSCHIP TECHNOLOGIES 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 MOSCHIP TECHNOLOGIES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOSCHIP TECHNOLOGIES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOSCHIP TECHNOLOGIES stock over time.
Current vs Lagged Prices |
| Timeline |
MOSCHIP TECHNOLOGIES Lagged Returns
When evaluating MOSCHIP TECHNOLOGIES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOSCHIP TECHNOLOGIES stock have on its future price. MOSCHIP TECHNOLOGIES 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, MOSCHIP TECHNOLOGIES autocorrelation shows the relationship between MOSCHIP TECHNOLOGIES stock current value and its past values and can show if there is a momentum factor associated with investing in MOSCHIP TECHNOLOGIES LTD.
Regressed Prices |
| Timeline |
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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 MOSCHIP Stock Analysis
When running MOSCHIP TECHNOLOGIES's price analysis, check to measure MOSCHIP TECHNOLOGIES's 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 MOSCHIP TECHNOLOGIES is operating at the current time. Most of MOSCHIP TECHNOLOGIES's value examination focuses on studying past and present price action to predict the probability of MOSCHIP TECHNOLOGIES's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MOSCHIP TECHNOLOGIES's price. Additionally, you may evaluate how the addition of MOSCHIP TECHNOLOGIES to your portfolios can decrease your overall portfolio volatility.