Fertilizers (India) Market Value
| FACT Stock | 598.80 14.70 2.40% |
| Symbol | Fertilizers |
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 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 Fertilizers.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Fertilizers on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Fertilizers and Chemicals or generate 0.0% return on investment in Fertilizers over 90 days. Fertilizers is related to or competes with Bandhan Bank, Paramount Communications, Max Financial, ROUTE MOBILE, Pritish Nandy, Tamilnadu Telecommunicatio, and Bank of Maharashtra. Fertilizers is entity of India. It is traded as Stock on NSE exchange. More
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 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 Fertilizers and Chemicals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 13.01 | |||
| Value At Risk | (6.38) | |||
| Potential Upside | 4.29 |
Fertilizers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fertilizers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fertilizers' standard deviation. In reality, there are many statistical measures that can use Fertilizers historical prices to predict the future Fertilizers' volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (1.30) |
Fertilizers and Chemicals Backtested Returns
Fertilizers and Chemicals secures Sharpe Ratio (or Efficiency) of -0.26, which denotes the company had a -0.26 % return per unit of risk over the last 3 months. Fertilizers and Chemicals exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fertilizers' Variance of 9.28, standard deviation of 3.05, and Mean Deviation of 2.34 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.56, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fertilizers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fertilizers is expected to be smaller as well. At this point, Fertilizers and Chemicals has a negative expected return of -0.79%. Please make sure to confirm Fertilizers' potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Fertilizers and Chemicals performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.57 |
Modest predictability
Fertilizers and Chemicals has modest predictability. Overlapping area represents the amount of predictability between Fertilizers time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Fertilizers and Chemicals price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Fertilizers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 11 K |
Fertilizers and Chemicals lagged returns against current returns
Autocorrelation, which is 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 Fertilizers' stock expected returns. We can calculate the autocorrelation of Fertilizers returns to help us make a trade decision. For example, suppose you find that 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 |
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 Fertilizers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fertilizers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fertilizers stock over time.
Current vs Lagged Prices |
| Timeline |
Fertilizers Lagged Returns
When evaluating Fertilizers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fertilizers stock have on its future price. 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, Fertilizers autocorrelation shows the relationship between Fertilizers stock current value and its past values and can show if there is a momentum factor associated with investing in Fertilizers and Chemicals.
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 Fertilizers Stock Analysis
When running Fertilizers' price analysis, check to measure Fertilizers' 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 Fertilizers is operating at the current time. Most of Fertilizers' value examination focuses on studying past and present price action to predict the probability of Fertilizers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fertilizers' price. Additionally, you may evaluate how the addition of Fertilizers to your portfolios can decrease your overall portfolio volatility.