Sandhar Technologies (India) Market Value
| SANDHAR Stock | 486.10 6.65 1.35% |
| Symbol | Sandhar |
Sandhar Technologies '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 Sandhar Technologies' 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 Sandhar Technologies.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Sandhar Technologies on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Sandhar Technologies Limited or generate 0.0% return on investment in Sandhar Technologies over 90 days. Sandhar Technologies is related to or competes with Dhanuka Agritech, 63 Moons, Uniinfo Telecom, Selan Exploration, Nucleus Software, Hexaware Technologies, and BF Utilities. Sandhar Technologies is entity of India. It is traded as Stock on NSE exchange. More
Sandhar Technologies 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 Sandhar Technologies' 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 Sandhar Technologies Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.093 | |||
| Maximum Drawdown | 12.15 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 4.27 |
Sandhar Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sandhar Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sandhar Technologies' standard deviation. In reality, there are many statistical measures that can use Sandhar Technologies historical prices to predict the future Sandhar Technologies' volatility.| Risk Adjusted Performance | 0.152 | |||
| Jensen Alpha | 0.4022 | |||
| Total Risk Alpha | 0.0149 | |||
| Sortino Ratio | 0.1211 | |||
| Treynor Ratio | (0.89) |
Sandhar Technologies Backtested Returns
Sandhar Technologies appears to be very steady, given 3 months investment horizon. Sandhar Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Sandhar Technologies Limited, which you can use to evaluate the volatility of the company. Please review Sandhar Technologies' Semi Deviation of 1.49, coefficient of variation of 637.99, and Risk Adjusted Performance of 0.152 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sandhar Technologies holds a performance score of 10. The entity has a beta of -0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sandhar Technologies are expected to decrease at a much lower rate. During the bear market, Sandhar Technologies is likely to outperform the market. Please check Sandhar Technologies' maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to make a quick decision on whether Sandhar Technologies' existing price patterns will revert.
Auto-correlation | -0.65 |
Very good reverse predictability
Sandhar Technologies Limited has very good reverse predictability. Overlapping area represents the amount of predictability between Sandhar Technologies time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Sandhar Technologies price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Sandhar Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 210.64 |
Sandhar Technologies lagged returns against current returns
Autocorrelation, which is Sandhar Technologies 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 Sandhar Technologies' stock expected returns. We can calculate the autocorrelation of Sandhar Technologies returns to help us make a trade decision. For example, suppose you find that Sandhar Technologies 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 |
Sandhar Technologies 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 Sandhar Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sandhar Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sandhar Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Sandhar Technologies Lagged Returns
When evaluating Sandhar Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sandhar Technologies stock have on its future price. Sandhar Technologies 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, Sandhar Technologies autocorrelation shows the relationship between Sandhar Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Sandhar Technologies Limited.
Regressed Prices |
| Timeline |
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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.Additional Tools for Sandhar Stock Analysis
When running Sandhar Technologies' price analysis, check to measure Sandhar Technologies' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sandhar Technologies is operating at the current time. Most of Sandhar Technologies' value examination focuses on studying past and present price action to predict the probability of Sandhar Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sandhar Technologies' price. Additionally, you may evaluate how the addition of Sandhar Technologies to your portfolios can decrease your overall portfolio volatility.