Shree Rama (India) Market Value
| SHREERAMA | 42.52 0.91 2.10% |
| Symbol | Shree |
Shree Rama '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 Shree Rama'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 Shree Rama.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Shree Rama on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Shree Rama Multi Tech or generate 0.0% return on investment in Shree Rama over 90 days. Shree Rama is related to or competes with NMDC, Steel Authority, Embassy Office, Jai Balaji, Gujarat Narmada, India Glycols, and Gujarat Alkalies. Shree Rama is entity of India. It is traded as Stock on NSE exchange. More
Shree Rama 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 Shree Rama'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 Shree Rama Multi Tech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.0738 | |||
| Maximum Drawdown | 9.62 | |||
| Value At Risk | (4.12) | |||
| Potential Upside | 4.99 |
Shree Rama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shree Rama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shree Rama's standard deviation. In reality, there are many statistical measures that can use Shree Rama historical prices to predict the future Shree Rama's volatility.| Risk Adjusted Performance | 0.1265 | |||
| Jensen Alpha | 0.3628 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.083 | |||
| Treynor Ratio | (1.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shree Rama'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.
Shree Rama Multi Backtested Returns
At this point, Shree Rama is very steady. Shree Rama Multi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0692, which indicates the firm had a 0.0692 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Shree Rama Multi Tech, which you can use to evaluate the volatility of the company. Please validate Shree Rama's Semi Deviation of 2.1, risk adjusted performance of 0.1265, and Coefficient Of Variation of 776.44 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Shree Rama has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shree Rama are expected to decrease at a much lower rate. During the bear market, Shree Rama is likely to outperform the market. Shree Rama Multi right now has a risk of 2.58%. Please validate Shree Rama maximum drawdown, skewness, day typical price, as well as the relationship between the downside variance and daily balance of power , to decide if Shree Rama will be following its existing price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Shree Rama Multi Tech has weak reverse predictability. Overlapping area represents the amount of predictability between Shree Rama 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 Shree Rama Multi price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Shree Rama price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 4.12 |
Shree Rama Multi lagged returns against current returns
Autocorrelation, which is Shree Rama 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 Shree Rama's stock expected returns. We can calculate the autocorrelation of Shree Rama returns to help us make a trade decision. For example, suppose you find that Shree Rama 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 |
Shree Rama 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 Shree Rama stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shree Rama stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shree Rama stock over time.
Current vs Lagged Prices |
| Timeline |
Shree Rama Lagged Returns
When evaluating Shree Rama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shree Rama stock have on its future price. Shree Rama 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, Shree Rama autocorrelation shows the relationship between Shree Rama stock current value and its past values and can show if there is a momentum factor associated with investing in Shree Rama Multi Tech.
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 Shree Stock
Shree Rama financial ratios help investors to determine whether Shree 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 Shree with respect to the benefits of owning Shree Rama security.