Sindhu Trade (India) Market Value
| SINDHUTRAD | 31.31 1.72 5.21% |
| Symbol | Sindhu |
Sindhu Trade '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 Sindhu Trade'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 Sindhu Trade.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Sindhu Trade on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Sindhu Trade Links or generate 0.0% return on investment in Sindhu Trade over 90 days. Sindhu Trade is related to or competes with Tube Investments, Pondy Oxides, Welspun Investments, Investment Trust, Fineotex Chemical, Nalwa Sons, and ACUTAAS CHEMICALS. Sindhu Trade is entity of India. It is traded as Stock on NSE exchange. More
Sindhu Trade 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 Sindhu Trade'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 Sindhu Trade Links upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.74 | |||
| Information Ratio | 0.1871 | |||
| Maximum Drawdown | 25.88 | |||
| Value At Risk | (4.65) | |||
| Potential Upside | 7.04 |
Sindhu Trade Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sindhu Trade's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sindhu Trade's standard deviation. In reality, there are many statistical measures that can use Sindhu Trade historical prices to predict the future Sindhu Trade's volatility.| Risk Adjusted Performance | 0.2148 | |||
| Jensen Alpha | 0.8442 | |||
| Total Risk Alpha | 0.3073 | |||
| Sortino Ratio | 0.2838 | |||
| Treynor Ratio | 1.77 |
Sindhu Trade Links Backtested Returns
Sindhu Trade appears to be not too volatile, given 3 months investment horizon. Sindhu Trade Links owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of risk over the last 3 months. By inspecting Sindhu Trade's technical indicators, you can evaluate if the expected return of 0.85% is justified by implied risk. Please review Sindhu Trade's Semi Deviation of 2.17, risk adjusted performance of 0.2148, and Coefficient Of Variation of 450.2 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sindhu Trade holds a performance score of 15. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sindhu Trade's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sindhu Trade is expected to be smaller as well. Please check Sindhu Trade's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Sindhu Trade's existing price patterns will revert.
Auto-correlation | 0.87 |
Very good predictability
Sindhu Trade Links has very good predictability. Overlapping area represents the amount of predictability between Sindhu Trade 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 Sindhu Trade Links price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Sindhu Trade price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 11.61 |
Sindhu Trade Links lagged returns against current returns
Autocorrelation, which is Sindhu Trade 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 Sindhu Trade's stock expected returns. We can calculate the autocorrelation of Sindhu Trade returns to help us make a trade decision. For example, suppose you find that Sindhu Trade 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 |
Sindhu Trade 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 Sindhu Trade stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sindhu Trade stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sindhu Trade stock over time.
Current vs Lagged Prices |
| Timeline |
Sindhu Trade Lagged Returns
When evaluating Sindhu Trade's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sindhu Trade stock have on its future price. Sindhu Trade 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, Sindhu Trade autocorrelation shows the relationship between Sindhu Trade stock current value and its past values and can show if there is a momentum factor associated with investing in Sindhu Trade Links.
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 Sindhu Stock Analysis
When running Sindhu Trade's price analysis, check to measure Sindhu Trade's 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 Sindhu Trade is operating at the current time. Most of Sindhu Trade's value examination focuses on studying past and present price action to predict the probability of Sindhu Trade's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sindhu Trade's price. Additionally, you may evaluate how the addition of Sindhu Trade to your portfolios can decrease your overall portfolio volatility.