Chambal Fertilizers (India) Market Value
| CHAMBLFERT | 502.95 4.05 0.80% |
| Symbol | Chambal |
Chambal Fertilizers '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 Chambal Fertilizers' 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 Chambal Fertilizers.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Chambal Fertilizers on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Chambal Fertilizers Chemicals or generate 0.0% return on investment in Chambal Fertilizers over 720 days. Chambal Fertilizers is related to or competes with Industrial Investment, ILFS Investment, AUTHUM INVESTMENT, DCB Bank, General Insurance, Dhunseri Investments, and POWERGRID Infrastructure. Chambal Fertilizers is entity of India. It is traded as Stock on NSE exchange. More
Chambal Fertilizers 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 Chambal Fertilizers' 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 Chambal Fertilizers Chemicals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.51 | |||
| Information Ratio | 0.0301 | |||
| Maximum Drawdown | 10.28 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 3.31 |
Chambal Fertilizers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chambal Fertilizers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chambal Fertilizers' standard deviation. In reality, there are many statistical measures that can use Chambal Fertilizers historical prices to predict the future Chambal Fertilizers' volatility.| Risk Adjusted Performance | 0.0465 | |||
| Jensen Alpha | 0.0932 | |||
| Total Risk Alpha | 0.005 | |||
| Sortino Ratio | 0.0269 | |||
| Treynor Ratio | 0.4007 |
Chambal Fertilizers Backtested Returns
At this point, Chambal Fertilizers is very steady. Chambal Fertilizers secures Sharpe Ratio (or Efficiency) of 0.009, which signifies that the company had a 0.009% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Chambal Fertilizers Chemicals, which you can use to evaluate the volatility of the firm. Please confirm Chambal Fertilizers' mean deviation of 1.75, and Risk Adjusted Performance of 0.0465 to double-check if the risk estimate we provide is consistent with the expected return of 0.0203%. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chambal Fertilizers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Chambal Fertilizers is expected to be smaller as well. Chambal Fertilizers right now shows a risk of 2.26%. Please confirm Chambal Fertilizers sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if Chambal Fertilizers will be following its price patterns.
Auto-correlation | 0.25 |
Poor predictability
Chambal Fertilizers Chemicals has poor predictability. Overlapping area represents the amount of predictability between Chambal Fertilizers time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Chambal Fertilizers price movement. The serial correlation of 0.25 indicates that over 25.0% of current Chambal Fertilizers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 4519.54 |
Chambal Fertilizers lagged returns against current returns
Autocorrelation, which is Chambal Fertilizers 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 Chambal Fertilizers' stock expected returns. We can calculate the autocorrelation of Chambal Fertilizers returns to help us make a trade decision. For example, suppose you find that Chambal Fertilizers 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 |
Chambal Fertilizers 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 Chambal Fertilizers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chambal Fertilizers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chambal Fertilizers stock over time.
Current vs Lagged Prices |
| Timeline |
Chambal Fertilizers Lagged Returns
When evaluating Chambal Fertilizers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chambal Fertilizers stock have on its future price. Chambal Fertilizers 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, Chambal Fertilizers autocorrelation shows the relationship between Chambal Fertilizers stock current value and its past values and can show if there is a momentum factor associated with investing in Chambal Fertilizers Chemicals.
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 Chambal Stock
Chambal Fertilizers financial ratios help investors to determine whether Chambal 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 Chambal with respect to the benefits of owning Chambal Fertilizers security.