MRF's market value is the price at which a share of MRF trades on a public exchange. It measures the collective expectations of MRF Limited investors about its performance. MRF is trading at 149915.00 as of the 24th of July 2025, a 1.18 percent increase since the beginning of the trading day. The stock's lowest day price was 148600.0. With this module, you can estimate the performance of a buy and hold strategy of MRF Limited and determine expected loss or profit from investing in MRF over a given investment horizon. Check out MRF Correlation, MRF Volatility and MRF Alpha and Beta module to complement your research on MRF.
Please note, there is a significant difference between MRF's value and its price as these two are different measures arrived at by different means. Investors typically determine if MRF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MRF's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MRF '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 MRF'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 MRF.
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04/25/2025
No Change 0.00
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In 2 months and 31 days
07/24/2025
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If you would invest 0.00 in MRF on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding MRF Limited or generate 0.0% return on investment in MRF over 90 days. MRF is related to or competes with Mahamaya Steel, Jindal Steel, Manaksia Steels, Apollo Hospitals, Barbeque Nation, and Sakar Healthcare. MRF is entity of India. It is traded as Stock on NSE exchange. More
MRF 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 MRF'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 MRF Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MRF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MRF's standard deviation. In reality, there are many statistical measures that can use MRF historical prices to predict the future MRF's volatility.
MRF appears to be very steady, given 3 months investment horizon. MRF Limited has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for MRF, which you can use to evaluate the volatility of the firm. Please exercise MRF's risk adjusted performance of 0.1719, and Mean Deviation of 1.06 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MRF holds a performance score of 14. The company secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MRF's returns are expected to increase less than the market. However, during the bear market, the loss of holding MRF is expected to be smaller as well. Please check MRF's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether MRF's current price movements will revert.
Auto-correlation
0.40
Average predictability
MRF Limited has average predictability. Overlapping area represents the amount of predictability between MRF time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 MRF Limited price movement. The serial correlation of 0.4 indicates that just about 40.0% of current MRF price fluctuation can be explain by its past prices.
Correlation Coefficient
0.4
Spearman Rank Test
0.33
Residual Average
0.0
Price Variance
29.1 M
MRF Limited lagged returns against current returns
Autocorrelation, which is MRF 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 MRF's stock expected returns. We can calculate the autocorrelation of MRF returns to help us make a trade decision. For example, suppose you find that MRF 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
MRF 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 MRF stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MRF stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MRF stock over time.
Current vs Lagged Prices
Timeline
MRF Lagged Returns
When evaluating MRF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MRF stock have on its future price. MRF 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, MRF autocorrelation shows the relationship between MRF stock current value and its past values and can show if there is a momentum factor associated with investing in MRF 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.
MRF financial ratios help investors to determine whether MRF 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 MRF with respect to the benefits of owning MRF security.