MOIL (India) Market Value
| MOIL Stock | 321.90 7.55 2.40% |
| Symbol | MOIL |
MOIL '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 MOIL'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 MOIL.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in MOIL on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding MOIL Limited or generate 0.0% return on investment in MOIL over 90 days. MOIL is related to or competes with Kamat Hotels, Indian Hotels, Kingfa Science, Embassy Office, LT Technology, Newgen Software, and EIH Associated. MOIL is entity of India. It is traded as Stock on NSE exchange. More
MOIL 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 MOIL'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 MOIL Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 12.78 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 4.78 |
MOIL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOIL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOIL's standard deviation. In reality, there are many statistical measures that can use MOIL historical prices to predict the future MOIL's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | 0.2581 | |||
| Treynor Ratio | 0.2969 |
MOIL Limited Backtested Returns
MOIL Limited has Sharpe Ratio of -0.043, which conveys that the firm had a -0.043 % return per unit of volatility over the last 3 months. MOIL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MOIL's risk adjusted performance of (0.03), and Mean Deviation of 2.5 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MOIL are expected to decrease at a much lower rate. During the bear market, MOIL is likely to outperform the market. At this point, MOIL Limited has a negative expected return of -0.13%. Please make sure to verify MOIL's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if MOIL Limited performance from the past will be repeated at future time.
Auto-correlation | -0.32 |
Poor reverse predictability
MOIL Limited has poor reverse predictability. Overlapping area represents the amount of predictability between MOIL time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 MOIL Limited price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current MOIL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 135.34 |
MOIL Limited lagged returns against current returns
Autocorrelation, which is MOIL 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 MOIL's stock expected returns. We can calculate the autocorrelation of MOIL returns to help us make a trade decision. For example, suppose you find that MOIL 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 |
MOIL 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 MOIL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOIL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOIL stock over time.
Current vs Lagged Prices |
| Timeline |
MOIL Lagged Returns
When evaluating MOIL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOIL stock have on its future price. MOIL 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, MOIL autocorrelation shows the relationship between MOIL stock current value and its past values and can show if there is a momentum factor associated with investing in MOIL 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.Additional Tools for MOIL Stock Analysis
When running MOIL's price analysis, check to measure MOIL'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 MOIL is operating at the current time. Most of MOIL's value examination focuses on studying past and present price action to predict the probability of MOIL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MOIL's price. Additionally, you may evaluate how the addition of MOIL to your portfolios can decrease your overall portfolio volatility.