Samhi Hotels (India) Market Value
| SAMHI Stock | 220.39 1.59 0.73% |
| Symbol | Samhi |
Samhi Hotels '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 Samhi Hotels' 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 Samhi Hotels.
| 04/09/2025 |
| 07/08/2025 |
If you would invest 0.00 in Samhi Hotels on April 9, 2025 and sell it all today you would earn a total of 0.00 from holding Samhi Hotels Limited or generate 0.0% return on investment in Samhi Hotels over 90 days. Samhi Hotels is related to or competes with Khaitan Chemicals, Manaksia Coated, Punjab Chemicals, Shivalik Bimetal, MIC Electronics, Fertilizers, and IOL Chemicals. Samhi Hotels is entity of India. It is traded as Stock on NSE exchange. More
Samhi Hotels 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 Samhi Hotels' 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 Samhi Hotels Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.1766 | |||
| Maximum Drawdown | 17.91 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 4.81 |
Samhi Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samhi Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samhi Hotels' standard deviation. In reality, there are many statistical measures that can use Samhi Hotels historical prices to predict the future Samhi Hotels' volatility.| Risk Adjusted Performance | 0.3461 | |||
| Jensen Alpha | 0.6161 | |||
| Total Risk Alpha | 0.463 | |||
| Sortino Ratio | 0.2478 | |||
| Treynor Ratio | 5.09 |
Samhi Hotels Limited Backtested Returns
Samhi Hotels appears to be very steady, given 3 months investment horizon. Samhi Hotels Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25 % return per unit of risk over the last 3 months. By inspecting Samhi Hotels' technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please review Samhi Hotels' Coefficient Of Variation of 479.09, semi deviation of 1.74, and Risk Adjusted Performance of 0.3461 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Samhi Hotels holds a performance score of 19. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Samhi Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Samhi Hotels is expected to be smaller as well. Please check Samhi Hotels' downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Samhi Hotels' existing price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Samhi Hotels Limited has modest predictability. Overlapping area represents the amount of predictability between Samhi Hotels time series from 9th of April 2025 to 24th of May 2025 and 24th of May 2025 to 8th 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 Samhi Hotels Limited price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Samhi Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 116.34 |
Samhi Hotels Limited lagged returns against current returns
Autocorrelation, which is Samhi Hotels 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 Samhi Hotels' stock expected returns. We can calculate the autocorrelation of Samhi Hotels returns to help us make a trade decision. For example, suppose you find that Samhi Hotels 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 |
Samhi Hotels 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 Samhi Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samhi Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samhi Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Samhi Hotels Lagged Returns
When evaluating Samhi Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samhi Hotels stock have on its future price. Samhi Hotels 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, Samhi Hotels autocorrelation shows the relationship between Samhi Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Samhi Hotels 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 Samhi Stock
Samhi Hotels financial ratios help investors to determine whether Samhi 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 Samhi with respect to the benefits of owning Samhi Hotels security.