Man Infraconstructio (India) Market Value
| MANINFRA | 147.95 6.22 4.03% |
| Symbol | Man |
Man Infraconstructio '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 Man Infraconstructio'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 Man Infraconstructio.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Man Infraconstructio on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Man Infraconstruction Limited or generate 0.0% return on investment in Man Infraconstructio over 720 days. Man Infraconstructio is related to or competes with Mask Investments, POWERGRID Infrastructure, Jindal Poly, Tree House, Global Education, SIL Investments, and Cholamandalam Investment. Man Infraconstructio is entity of India. It is traded as Stock on NSE exchange. More
Man Infraconstructio 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 Man Infraconstructio'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 Man Infraconstruction Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 16.21 | |||
| Value At Risk | (4.47) | |||
| Potential Upside | 4.52 |
Man Infraconstructio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Man Infraconstructio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Man Infraconstructio's standard deviation. In reality, there are many statistical measures that can use Man Infraconstructio historical prices to predict the future Man Infraconstructio's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 1.19 |
Man Infraconstruction Backtested Returns
Man Infraconstruction has Sharpe Ratio of -0.26, which conveys that the firm had a -0.26 % return per unit of risk over the last 3 months. Man Infraconstructio exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Man Infraconstructio's Risk Adjusted Performance of (0.09), mean deviation of 2.29, and Standard Deviation of 3.07 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Man Infraconstructio are expected to decrease at a much lower rate. During the bear market, Man Infraconstructio is likely to outperform the market. At this point, Man Infraconstruction has a negative expected return of -0.69%. Please make sure to verify Man Infraconstructio's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Man Infraconstruction performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Man Infraconstruction Limited has weak predictability. Overlapping area represents the amount of predictability between Man Infraconstructio time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Man Infraconstruction price movement. The serial correlation of 0.22 indicates that over 22.0% of current Man Infraconstructio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 351.44 |
Man Infraconstruction lagged returns against current returns
Autocorrelation, which is Man Infraconstructio 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 Man Infraconstructio's stock expected returns. We can calculate the autocorrelation of Man Infraconstructio returns to help us make a trade decision. For example, suppose you find that Man Infraconstructio 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 |
Man Infraconstructio 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 Man Infraconstructio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Man Infraconstructio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Man Infraconstructio stock over time.
Current vs Lagged Prices |
| Timeline |
Man Infraconstructio Lagged Returns
When evaluating Man Infraconstructio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Man Infraconstructio stock have on its future price. Man Infraconstructio 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, Man Infraconstructio autocorrelation shows the relationship between Man Infraconstructio stock current value and its past values and can show if there is a momentum factor associated with investing in Man Infraconstruction 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 Man Stock Analysis
When running Man Infraconstructio's price analysis, check to measure Man Infraconstructio'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 Man Infraconstructio is operating at the current time. Most of Man Infraconstructio's value examination focuses on studying past and present price action to predict the probability of Man Infraconstructio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Man Infraconstructio's price. Additionally, you may evaluate how the addition of Man Infraconstructio to your portfolios can decrease your overall portfolio volatility.