TVS (India) Market Value
TVSMOTOR | 2,849 26.70 0.93% |
Symbol | TVS |
TVS '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 TVS'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 TVS.
04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in TVS on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding TVS Motor or generate 0.0% return on investment in TVS over 90 days. TVS is related to or competes with Khaitan Chemicals, Shree Pushkar, Lorenzini Apparels, Zodiac Clothing, and S P. TVS is entity of India. It is traded as Stock on NSE exchange. More
TVS 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 TVS'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 TVS Motor upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.35 | |||
Information Ratio | (0) | |||
Maximum Drawdown | 6.28 | |||
Value At Risk | (2.39) | |||
Potential Upside | 2.48 |
TVS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TVS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TVS's standard deviation. In reality, there are many statistical measures that can use TVS historical prices to predict the future TVS's volatility.Risk Adjusted Performance | 0.0921 | |||
Jensen Alpha | 0.1249 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0) | |||
Treynor Ratio | (23.90) |
TVS Motor Backtested Returns
As of now, TVS Stock is very steady. TVS Motor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0524, which indicates the firm had a 0.0524 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for TVS Motor, which you can use to evaluate the volatility of the company. Please validate TVS's risk adjusted performance of 0.0921, and Coefficient Of Variation of 1053.39 to confirm if the risk estimate we provide is consistent with the expected return of 0.0724%. TVS has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.0052, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TVS are expected to decrease at a much lower rate. During the bear market, TVS is likely to outperform the market. TVS Motor presently has a risk of 1.38%. Please validate TVS downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if TVS will be following its existing price patterns.
Auto-correlation | 0.18 |
Very weak predictability
TVS Motor has very weak predictability. Overlapping area represents the amount of predictability between TVS time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 TVS Motor price movement. The serial correlation of 0.18 indicates that over 18.0% of current TVS price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.18 | |
Spearman Rank Test | 0.14 | |
Residual Average | 0.0 | |
Price Variance | 4008.03 |
TVS Motor lagged returns against current returns
Autocorrelation, which is TVS 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 TVS's stock expected returns. We can calculate the autocorrelation of TVS returns to help us make a trade decision. For example, suppose you find that TVS 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 |
TVS 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 TVS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TVS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TVS stock over time.
Current vs Lagged Prices |
Timeline |
TVS Lagged Returns
When evaluating TVS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TVS stock have on its future price. TVS 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, TVS autocorrelation shows the relationship between TVS stock current value and its past values and can show if there is a momentum factor associated with investing in TVS Motor.
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 TVS Stock
TVS financial ratios help investors to determine whether TVS 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 TVS with respect to the benefits of owning TVS security.