Infomedia Press (India) Market Value
| INFOMEDIA | 6.94 0.33 4.99% |
| Symbol | Infomedia |
Infomedia Press '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 Infomedia Press' 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 Infomedia Press.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Infomedia Press on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Infomedia Press Limited or generate 0.0% return on investment in Infomedia Press over 360 days. Infomedia Press is related to or competes with MRF, JSW Holdings, Maharashtra Scooters, Pilani Investment, Vardhman Holdings, Summit Securities, and N B. Infomedia Press is entity of India. It is traded as Stock on NSE exchange. More
Infomedia Press 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 Infomedia Press' 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 Infomedia Press Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.8 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.11 | |||
| Value At Risk | (5.06) | |||
| Potential Upside | 4.95 |
Infomedia Press Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infomedia Press' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infomedia Press' standard deviation. In reality, there are many statistical measures that can use Infomedia Press historical prices to predict the future Infomedia Press' volatility.| Risk Adjusted Performance | 0.0214 | |||
| Jensen Alpha | 0.0315 | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.3098 |
Infomedia Press Backtested Returns
Infomedia Press holds Efficiency (Sharpe) Ratio of -0.0099, which attests that the entity had a -0.0099% return per unit of risk over the last 3 months. Infomedia Press exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Infomedia Press' Downside Deviation of 3.8, market risk adjusted performance of 0.3198, and Risk Adjusted Performance of 0.0214 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Infomedia Press' returns are expected to increase less than the market. However, during the bear market, the loss of holding Infomedia Press is expected to be smaller as well. At this point, Infomedia Press has a negative expected return of -0.0327%. Please make sure to check out Infomedia Press' value at risk, and the relationship between the jensen alpha and skewness , to decide if Infomedia Press performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Infomedia Press Limited has very weak predictability. Overlapping area represents the amount of predictability between Infomedia Press time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Infomedia Press price movement. The serial correlation of 0.16 indicates that over 16.0% of current Infomedia Press price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Infomedia Press lagged returns against current returns
Autocorrelation, which is Infomedia Press 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 Infomedia Press' stock expected returns. We can calculate the autocorrelation of Infomedia Press returns to help us make a trade decision. For example, suppose you find that Infomedia Press 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 |
Infomedia Press 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 Infomedia Press stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infomedia Press stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infomedia Press stock over time.
Current vs Lagged Prices |
| Timeline |
Infomedia Press Lagged Returns
When evaluating Infomedia Press' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infomedia Press stock have on its future price. Infomedia Press 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, Infomedia Press autocorrelation shows the relationship between Infomedia Press stock current value and its past values and can show if there is a momentum factor associated with investing in Infomedia Press 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 Infomedia Stock
Infomedia Press financial ratios help investors to determine whether Infomedia 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 Infomedia with respect to the benefits of owning Infomedia Press security.