Dalmia Bharat (India) Market Value
| DALBHARAT | 1,752 30.10 1.75% |
| Symbol | Dalmia |
Dalmia Bharat '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 Dalmia Bharat'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 Dalmia Bharat.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Dalmia Bharat on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Dalmia Bharat Limited or generate 0.0% return on investment in Dalmia Bharat over 30 days. Dalmia Bharat is related to or competes with Gujarat Lease, Juniper Hotels, General Insurance, Clean Science, Kotak Mahindra, EIH Associated, and Chalet Hotels. More
Dalmia Bharat 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 Dalmia Bharat'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 Dalmia Bharat Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.73 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 2.96 |
Dalmia Bharat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dalmia Bharat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dalmia Bharat's standard deviation. In reality, there are many statistical measures that can use Dalmia Bharat historical prices to predict the future Dalmia Bharat's volatility.| Risk Adjusted Performance | 0.0088 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4534 |
Dalmia Bharat Limited Backtested Returns
Currently, Dalmia Bharat Limited is very steady. Dalmia Bharat Limited secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dalmia Bharat Limited, which you can use to evaluate the volatility of the firm. Please confirm Dalmia Bharat's Downside Deviation of 1.9, mean deviation of 1.39, and Coefficient Of Variation of 23716.35 to check if the risk estimate we provide is consistent with the expected return of 0.0075%. The firm shows a Beta (market volatility) of -0.0055, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dalmia Bharat are expected to decrease at a much lower rate. During the bear market, Dalmia Bharat is likely to outperform the market. Dalmia Bharat Limited right now shows a risk of 1.78%. Please confirm Dalmia Bharat Limited jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Dalmia Bharat Limited will be following its price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Dalmia Bharat Limited has good reverse predictability. Overlapping area represents the amount of predictability between Dalmia Bharat time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 Dalmia Bharat Limited price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Dalmia Bharat price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 1196.53 |
Dalmia Bharat Limited lagged returns against current returns
Autocorrelation, which is Dalmia Bharat 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 Dalmia Bharat's stock expected returns. We can calculate the autocorrelation of Dalmia Bharat returns to help us make a trade decision. For example, suppose you find that Dalmia Bharat 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 |
Dalmia Bharat 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 Dalmia Bharat stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dalmia Bharat stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dalmia Bharat stock over time.
Current vs Lagged Prices |
| Timeline |
Dalmia Bharat Lagged Returns
When evaluating Dalmia Bharat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dalmia Bharat stock have on its future price. Dalmia Bharat 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, Dalmia Bharat autocorrelation shows the relationship between Dalmia Bharat stock current value and its past values and can show if there is a momentum factor associated with investing in Dalmia Bharat Limited.
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 Dalmia Stock Analysis
When running Dalmia Bharat's price analysis, check to measure Dalmia Bharat'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 Dalmia Bharat is operating at the current time. Most of Dalmia Bharat's value examination focuses on studying past and present price action to predict the probability of Dalmia Bharat's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dalmia Bharat's price. Additionally, you may evaluate how the addition of Dalmia Bharat to your portfolios can decrease your overall portfolio volatility.