LTIMindtree (India) Market Value
| LTIM Stock | 4,467 18.85 0.42% |
| Symbol | LTIMindtree |
LTIMindtree '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 LTIMindtree'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 LTIMindtree.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in LTIMindtree on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding LTIMindtree Limited or generate 0.0% return on investment in LTIMindtree over 90 days. LTIMindtree is related to or competes with Blue Jet, Ratnamani Metals, Ventive Hospitality, Global Health, Shyam Metalics, Sri Havisha, and Procter Gamble. More
LTIMindtree 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 LTIMindtree'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 LTIMindtree Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 10.07 | |||
| Value At Risk | (4.74) | |||
| Potential Upside | 3.58 |
LTIMindtree Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LTIMindtree's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LTIMindtree's standard deviation. In reality, there are many statistical measures that can use LTIMindtree historical prices to predict the future LTIMindtree's volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (1.71) |
LTIMindtree Limited Backtested Returns
LTIMindtree Limited has Sharpe Ratio of -0.27, which conveys that the firm had a -0.27 % return per unit of risk over the last 3 months. LTIMindtree exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LTIMindtree's risk adjusted performance of (0.23), and Mean Deviation of 1.76 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LTIMindtree's returns are expected to increase less than the market. However, during the bear market, the loss of holding LTIMindtree is expected to be smaller as well. At this point, LTIMindtree Limited has a negative expected return of -0.62%. Please make sure to verify LTIMindtree's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if LTIMindtree Limited performance from the past will be repeated at future time.
Auto-correlation | 0.22 |
Weak predictability
LTIMindtree Limited has weak predictability. Overlapping area represents the amount of predictability between LTIMindtree 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 LTIMindtree Limited price movement. The serial correlation of 0.22 indicates that over 22.0% of current LTIMindtree price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 275.7 K |
LTIMindtree Limited lagged returns against current returns
Autocorrelation, which is LTIMindtree 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 LTIMindtree's stock expected returns. We can calculate the autocorrelation of LTIMindtree returns to help us make a trade decision. For example, suppose you find that LTIMindtree 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 |
LTIMindtree 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 LTIMindtree stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LTIMindtree stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LTIMindtree stock over time.
Current vs Lagged Prices |
| Timeline |
LTIMindtree Lagged Returns
When evaluating LTIMindtree's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LTIMindtree stock have on its future price. LTIMindtree 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, LTIMindtree autocorrelation shows the relationship between LTIMindtree stock current value and its past values and can show if there is a momentum factor associated with investing in LTIMindtree 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 LTIMindtree Stock Analysis
When running LTIMindtree's price analysis, check to measure LTIMindtree'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 LTIMindtree is operating at the current time. Most of LTIMindtree's value examination focuses on studying past and present price action to predict the probability of LTIMindtree's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LTIMindtree's price. Additionally, you may evaluate how the addition of LTIMindtree to your portfolios can decrease your overall portfolio volatility.