Asian Hotels (India) Market Value
| ASIANHOTNR | 362.00 2.75 0.77% |
| Symbol | Asian |
Asian 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 Asian 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 Asian Hotels.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Asian Hotels on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Asian Hotels Limited or generate 0.0% return on investment in Asian Hotels over 30 days. Asian Hotels is related to or competes with Cybertech Systems, Cambridge Technology, Kingfa Science, Gujarat Lease, AXISCADES Technologies, One 97, and Newgen Software. Asian Hotels is entity of India. It is traded as Stock on NSE exchange. More
Asian 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 Asian 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 Asian Hotels Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.27 | |||
| Information Ratio | 0.2592 | |||
| Maximum Drawdown | 15.0 | |||
| Value At Risk | (4.99) | |||
| Potential Upside | 7.08 |
Asian Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asian Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asian Hotels' standard deviation. In reality, there are many statistical measures that can use Asian Hotels historical prices to predict the future Asian Hotels' volatility.| Risk Adjusted Performance | 0.1994 | |||
| Jensen Alpha | 0.9556 | |||
| Total Risk Alpha | 0.9879 | |||
| Sortino Ratio | 0.2942 | |||
| Treynor Ratio | 16.44 |
Asian Hotels Limited Backtested Returns
Asian Hotels is very steady given 3 months investment horizon. Asian Hotels Limited secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.03% are justified by taking the suggested risk. Use Asian Hotels Downside Deviation of 3.27, mean deviation of 2.88, and Risk Adjusted Performance of 0.1994 to evaluate company specific risk that cannot be diversified away. Asian Hotels holds a performance score of 21 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.0581, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Asian Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Asian Hotels is expected to be smaller as well. Use Asian Hotels semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to analyze future returns on Asian Hotels.
Auto-correlation | 0.23 |
Weak predictability
Asian Hotels Limited has weak predictability. Overlapping area represents the amount of predictability between Asian Hotels time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Asian Hotels Limited price movement. The serial correlation of 0.23 indicates that over 23.0% of current Asian Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 12.15 |
Asian Hotels Limited lagged returns against current returns
Autocorrelation, which is Asian 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 Asian Hotels' stock expected returns. We can calculate the autocorrelation of Asian Hotels returns to help us make a trade decision. For example, suppose you find that Asian 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 |
Asian 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 Asian Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asian Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Asian Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Asian Hotels Lagged Returns
When evaluating Asian Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Asian Hotels stock have on its future price. Asian 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, Asian Hotels autocorrelation shows the relationship between Asian Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Asian 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 Asian Stock
Asian Hotels financial ratios help investors to determine whether Asian 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 Asian with respect to the benefits of owning Asian Hotels security.