Navneet Education (India) Market Value
| NAVNETEDUL | 145.60 0.75 0.51% |
| Symbol | Navneet |
Navneet Education '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 Navneet Education'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 Navneet Education.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Navneet Education on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Navneet Education Limited or generate 0.0% return on investment in Navneet Education over 90 days. Navneet Education is related to or competes with Hilton Metal, LLOYDS METALS, Tata Steel, Ankit Metal, Shyam Metalics, Alkali Metals, and Mahamaya Steel. Navneet Education is entity of India. It is traded as Stock on NSE exchange. More
Navneet Education 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 Navneet Education'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 Navneet Education Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.27 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.47 |
Navneet Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Navneet Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Navneet Education's standard deviation. In reality, there are many statistical measures that can use Navneet Education historical prices to predict the future Navneet Education's volatility.| Risk Adjusted Performance | 0.0419 | |||
| Jensen Alpha | 0.0823 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Navneet Education'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.
Navneet Education Backtested Returns
At this point, Navneet Education is very steady. Navneet Education has Sharpe Ratio of 0.0336, which conveys that the firm had a 0.0336 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Navneet Education, which you can use to evaluate the volatility of the firm. Please verify Navneet Education's Downside Deviation of 1.31, risk adjusted performance of 0.0419, and Mean Deviation of 1.05 to check out if the risk estimate we provide is consistent with the expected return of 0.0507%. Navneet Education has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Navneet Education are expected to decrease at a much lower rate. During the bear market, Navneet Education is likely to outperform the market. Navneet Education right now secures a risk of 1.51%. Please verify Navneet Education Limited skewness, and the relationship between the potential upside and rate of daily change , to decide if Navneet Education Limited will be following its current price movements.
Auto-correlation | 0.19 |
Very weak predictability
Navneet Education Limited has very weak predictability. Overlapping area represents the amount of predictability between Navneet Education time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Navneet Education price movement. The serial correlation of 0.19 indicates that over 19.0% of current Navneet Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 6.23 |
Navneet Education lagged returns against current returns
Autocorrelation, which is Navneet Education 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 Navneet Education's stock expected returns. We can calculate the autocorrelation of Navneet Education returns to help us make a trade decision. For example, suppose you find that Navneet Education 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 |
Navneet Education 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 Navneet Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Navneet Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Navneet Education stock over time.
Current vs Lagged Prices |
| Timeline |
Navneet Education Lagged Returns
When evaluating Navneet Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Navneet Education stock have on its future price. Navneet Education 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, Navneet Education autocorrelation shows the relationship between Navneet Education stock current value and its past values and can show if there is a momentum factor associated with investing in Navneet Education 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 Navneet Stock
Navneet Education financial ratios help investors to determine whether Navneet 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 Navneet with respect to the benefits of owning Navneet Education security.