MphasiS (India) Market Value
| MPHASIS Stock | 2,286 85.65 3.89% |
| Symbol | MphasiS |
MphasiS '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 MphasiS'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 MphasiS.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in MphasiS on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding MphasiS Limited or generate 0.0% return on investment in MphasiS over 90 days. MphasiS is related to or competes with Juniper Hotels, Chalet Hotels, S P, Sintex Plastics, SINCLAIRS HOTELS, Advani Hotels, and Zodiac Clothing. More
MphasiS 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 MphasiS'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 MphasiS Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 9.79 | |||
| Value At Risk | (4.71) | |||
| Potential Upside | 3.1 |
MphasiS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MphasiS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MphasiS's standard deviation. In reality, there are many statistical measures that can use MphasiS historical prices to predict the future MphasiS's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 11.3 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MphasiS's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MphasiS Limited Backtested Returns
MphasiS Limited has Sharpe Ratio of -0.22, which conveys that the firm had a -0.22 % return per unit of risk over the last 3 months. MphasiS exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MphasiS's Standard Deviation of 2.18, mean deviation of 1.71, and Risk Adjusted Performance of (0.19) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0432, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MphasiS are expected to decrease at a much lower rate. During the bear market, MphasiS is likely to outperform the market. At this point, MphasiS Limited has a negative expected return of -0.47%. Please make sure to verify MphasiS's value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if MphasiS Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
MphasiS Limited has average predictability. Overlapping area represents the amount of predictability between MphasiS time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 MphasiS Limited price movement. The serial correlation of 0.43 indicates that just about 43.0% of current MphasiS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 50.4 K |
MphasiS Limited lagged returns against current returns
Autocorrelation, which is MphasiS 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 MphasiS's stock expected returns. We can calculate the autocorrelation of MphasiS returns to help us make a trade decision. For example, suppose you find that MphasiS 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 |
MphasiS 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 MphasiS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MphasiS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MphasiS stock over time.
Current vs Lagged Prices |
| Timeline |
MphasiS Lagged Returns
When evaluating MphasiS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MphasiS stock have on its future price. MphasiS 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, MphasiS autocorrelation shows the relationship between MphasiS stock current value and its past values and can show if there is a momentum factor associated with investing in MphasiS 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 MphasiS Stock Analysis
When running MphasiS's price analysis, check to measure MphasiS'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 MphasiS is operating at the current time. Most of MphasiS's value examination focuses on studying past and present price action to predict the probability of MphasiS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MphasiS's price. Additionally, you may evaluate how the addition of MphasiS to your portfolios can decrease your overall portfolio volatility.