Rajshree Sugars (India) Market Value
| RAJSREESUG | 48.81 0.70 1.41% |
| Symbol | Rajshree |
Rajshree Sugars '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 Rajshree Sugars' 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 Rajshree Sugars.
| 04/08/2025 |
| 07/07/2025 |
If you would invest 0.00 in Rajshree Sugars on April 8, 2025 and sell it all today you would earn a total of 0.00 from holding Rajshree Sugars Chemicals or generate 0.0% return on investment in Rajshree Sugars over 90 days. Rajshree Sugars is related to or competes with Zota Health, Zydus Wellness, TTK Healthcare, Byke Hospitality, United Drilling, Medplus Health, and Metropolis Healthcare. Rajshree Sugars is entity of India. It is traded as Stock on NSE exchange. More
Rajshree Sugars 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 Rajshree Sugars' 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 Rajshree Sugars Chemicals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | 0.0998 | |||
| Maximum Drawdown | 18.01 | |||
| Value At Risk | (3.96) | |||
| Potential Upside | 6.24 |
Rajshree Sugars Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rajshree Sugars' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rajshree Sugars' standard deviation. In reality, there are many statistical measures that can use Rajshree Sugars historical prices to predict the future Rajshree Sugars' volatility.| Risk Adjusted Performance | 0.2283 | |||
| Jensen Alpha | 0.384 | |||
| Total Risk Alpha | 0.2134 | |||
| Sortino Ratio | 0.1195 | |||
| Treynor Ratio | 2.61 |
Rajshree Sugars Chemicals Backtested Returns
Rajshree Sugars appears to be very steady, given 3 months investment horizon. Rajshree Sugars Chemicals maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Rajshree Sugars Chemicals, which you can use to evaluate the volatility of the company. Please evaluate Rajshree Sugars' Coefficient Of Variation of 728.8, risk adjusted performance of 0.2283, and Semi Deviation of 2.05 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rajshree Sugars holds a performance score of 10. The company holds a Beta of 0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rajshree Sugars' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rajshree Sugars is expected to be smaller as well. Please check Rajshree Sugars' maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Rajshree Sugars' historical price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
Rajshree Sugars Chemicals has below average predictability. Overlapping area represents the amount of predictability between Rajshree Sugars time series from 8th of April 2025 to 23rd of May 2025 and 23rd of May 2025 to 7th 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 Rajshree Sugars Chemicals price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Rajshree Sugars price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Rajshree Sugars Chemicals lagged returns against current returns
Autocorrelation, which is Rajshree Sugars 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 Rajshree Sugars' stock expected returns. We can calculate the autocorrelation of Rajshree Sugars returns to help us make a trade decision. For example, suppose you find that Rajshree Sugars 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 |
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Rajshree Sugars 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 Rajshree Sugars stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rajshree Sugars stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rajshree Sugars stock over time.
Current vs Lagged Prices |
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Rajshree Sugars Lagged Returns
When evaluating Rajshree Sugars' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rajshree Sugars stock have on its future price. Rajshree Sugars 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, Rajshree Sugars autocorrelation shows the relationship between Rajshree Sugars stock current value and its past values and can show if there is a momentum factor associated with investing in Rajshree Sugars Chemicals.
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 Rajshree Stock
Rajshree Sugars financial ratios help investors to determine whether Rajshree 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 Rajshree with respect to the benefits of owning Rajshree Sugars security.