Keynote Financial (India) Market Value
| KEYFINSERV | 226.62 1.05 0.46% |
| Symbol | Keynote |
Keynote Financial '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 Keynote Financial'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 Keynote Financial.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Keynote Financial on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Keynote Financial Services or generate 0.0% return on investment in Keynote Financial over 90 days. Keynote Financial is related to or competes with Paramount Communications, Hybrid Financial, ICICI Bank, Total Transport, Max Financial, Ortel Communications, and Tata Communications. Keynote Financial is entity of India. It is traded as Stock on NSE exchange. More
Keynote Financial 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 Keynote Financial'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 Keynote Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 30.12 | |||
| Value At Risk | (8.37) | |||
| Potential Upside | 7.3 |
Keynote Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keynote Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keynote Financial's standard deviation. In reality, there are many statistical measures that can use Keynote Financial historical prices to predict the future Keynote Financial's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | 0.433 | |||
| Treynor Ratio | 0.1495 |
Keynote Financial Backtested Returns
Keynote Financial has Sharpe Ratio of -0.0205, which conveys that the firm had a -0.0205 % return per unit of risk over the last 3 months. Keynote Financial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keynote Financial's Standard Deviation of 4.77, mean deviation of 3.23, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.1, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Keynote Financial are expected to decrease slowly. On the other hand, during market turmoil, Keynote Financial is expected to outperform it slightly. At this point, Keynote Financial has a negative expected return of -0.1%. Please make sure to verify Keynote Financial's potential upside, daily balance of power, as well as the relationship between the Daily Balance Of Power and market facilitation index , to decide if Keynote Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.45 |
Average predictability
Keynote Financial Services has average predictability. Overlapping area represents the amount of predictability between Keynote Financial 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 Keynote Financial price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Keynote Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 477.94 |
Keynote Financial lagged returns against current returns
Autocorrelation, which is Keynote Financial 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 Keynote Financial's stock expected returns. We can calculate the autocorrelation of Keynote Financial returns to help us make a trade decision. For example, suppose you find that Keynote Financial 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 |
Keynote Financial 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 Keynote Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keynote Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keynote Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Keynote Financial Lagged Returns
When evaluating Keynote Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keynote Financial stock have on its future price. Keynote Financial 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, Keynote Financial autocorrelation shows the relationship between Keynote Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Keynote Financial Services.
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 Keynote Stock Analysis
When running Keynote Financial's price analysis, check to measure Keynote Financial'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 Keynote Financial is operating at the current time. Most of Keynote Financial's value examination focuses on studying past and present price action to predict the probability of Keynote Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keynote Financial's price. Additionally, you may evaluate how the addition of Keynote Financial to your portfolios can decrease your overall portfolio volatility.