Pilani Investment (India) Market Value
| PILANIINVS | 5,314 40.00 0.75% |
| Symbol | Pilani |
Pilani Investment '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 Pilani Investment'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 Pilani Investment.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Pilani Investment on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Pilani Investment and or generate 0.0% return on investment in Pilani Investment over 90 days. Pilani Investment is related to or competes with Sarthak Metals, Kewal Kiran, Paramount Communications, ROUTE MOBILE, OnMobile Global, Transport, and Alkali Metals. Pilani Investment is entity of India. It is traded as Stock on NSE exchange. More
Pilani Investment 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 Pilani Investment'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 Pilani Investment and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.1003 | |||
| Maximum Drawdown | 8.44 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 4.2 |
Pilani Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pilani Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pilani Investment's standard deviation. In reality, there are many statistical measures that can use Pilani Investment historical prices to predict the future Pilani Investment's volatility.| Risk Adjusted Performance | 0.1677 | |||
| Jensen Alpha | 0.2779 | |||
| Total Risk Alpha | 0.0551 | |||
| Sortino Ratio | 0.1148 | |||
| Treynor Ratio | 0.9505 |
Pilani Investment Backtested Returns
Pilani Investment appears to be very steady, given 3 months investment horizon. Pilani Investment maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Pilani Investment, which you can use to evaluate the volatility of the company. Please evaluate Pilani Investment's Coefficient Of Variation of 574.28, semi deviation of 1.24, and Risk Adjusted Performance of 0.1677 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pilani Investment holds a performance score of 11. The company holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pilani Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pilani Investment is expected to be smaller as well. Please check Pilani Investment's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Pilani Investment's historical price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Pilani Investment and has good predictability. Overlapping area represents the amount of predictability between Pilani Investment time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Pilani Investment price movement. The serial correlation of 0.67 indicates that around 67.0% of current Pilani Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 23.6 K |
Pilani Investment lagged returns against current returns
Autocorrelation, which is Pilani Investment 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 Pilani Investment's stock expected returns. We can calculate the autocorrelation of Pilani Investment returns to help us make a trade decision. For example, suppose you find that Pilani Investment 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 |
Pilani Investment 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 Pilani Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pilani Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pilani Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Pilani Investment Lagged Returns
When evaluating Pilani Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pilani Investment stock have on its future price. Pilani Investment 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, Pilani Investment autocorrelation shows the relationship between Pilani Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Pilani Investment and.
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 Pilani Stock
Pilani Investment financial ratios help investors to determine whether Pilani 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 Pilani with respect to the benefits of owning Pilani Investment security.