Dalmia Bharat's market value is the price at which a share of Dalmia Bharat trades on a public exchange. It measures the collective expectations of Dalmia Bharat Limited investors about its performance. Dalmia Bharat is selling at 1807.85 as of the 4th of January 2025; that is 0.46 percent decrease since the beginning of the trading day. The stock's lowest day price was 1800.0. With this module, you can estimate the performance of a buy and hold strategy of Dalmia Bharat Limited and determine expected loss or profit from investing in Dalmia Bharat over a given investment horizon. Check out Dalmia Bharat Correlation, Dalmia Bharat Volatility and Dalmia Bharat Alpha and Beta module to complement your research on Dalmia Bharat.
Please note, there is a significant difference between Dalmia Bharat's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dalmia Bharat is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dalmia Bharat's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
0.00
02/14/2023
No Change 0.00
0.0
In 1 year 10 months and 21 days
01/04/2025
0.00
If you would invest 0.00 in Dalmia Bharat on February 14, 2023 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 690 days. Dalmia Bharat is related to or competes with Aster DM, Coffee Day, SANOFI S, Transport, Tips Music, Total Transport, and Speciality Restaurants. Dalmia Bharat is entity of India. It is traded as Stock on NSE exchange. 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.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dalmia Bharat. Your research has to be compared to or analyzed against Dalmia Bharat's peers to derive any actionable benefits. When done correctly, Dalmia Bharat's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Dalmia Bharat Limited.
Dalmia Bharat Limited Backtested Returns
Dalmia Bharat Limited secures Sharpe Ratio (or Efficiency) of -0.0153, which denotes the company had a -0.0153% return per unit of risk over the last 3 months. Dalmia Bharat Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dalmia Bharat's Variance of 3.01, mean deviation of 1.39, and Standard Deviation of 1.74 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0801, 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. At this point, Dalmia Bharat Limited has a negative expected return of -0.0258%. Please make sure to confirm Dalmia Bharat's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Dalmia Bharat Limited performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.52
Good reverse predictability
Dalmia Bharat Limited has good reverse predictability. Overlapping area represents the amount of predictability between Dalmia Bharat time series from 14th of February 2023 to 25th of January 2024 and 25th of January 2024 to 4th 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 -0.52 indicates that about 52.0% of current Dalmia Bharat price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.52
Spearman Rank Test
-0.39
Residual Average
0.0
Price Variance
13.3 K
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
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.
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.