Nalwa Sons (India) Market Value
| NSIL Stock | 7,989 35.55 0.44% |
| Symbol | Nalwa |
Nalwa Sons '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 Nalwa Sons' 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 Nalwa Sons.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Nalwa Sons on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Nalwa Sons Investments or generate 0.0% return on investment in Nalwa Sons over 360 days. Nalwa Sons is related to or competes with Kingfa Science, Rico Auto, GACM Technologies, COSMO FIRST, Delta Manufacturing, Tribhovandas Bhimji, and Parag Milk. Nalwa Sons is entity of India. It is traded as Stock on NSE exchange. More
Nalwa Sons 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 Nalwa Sons' 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 Nalwa Sons Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.71 | |||
| Information Ratio | 0.1667 | |||
| Maximum Drawdown | 21.64 | |||
| Value At Risk | (5.49) | |||
| Potential Upside | 10.57 |
Nalwa Sons Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nalwa Sons' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nalwa Sons' standard deviation. In reality, there are many statistical measures that can use Nalwa Sons historical prices to predict the future Nalwa Sons' volatility.| Risk Adjusted Performance | 0.1585 | |||
| Jensen Alpha | 1.04 | |||
| Total Risk Alpha | 0.1264 | |||
| Sortino Ratio | 0.2082 | |||
| Treynor Ratio | (0.82) |
Nalwa Sons Investments Backtested Returns
Nalwa Sons appears to be very steady, given 3 months investment horizon. Nalwa Sons Investments has Sharpe Ratio of 0.21, which conveys that the firm had a 0.21% return per unit of risk over the last 3 months. By analyzing Nalwa Sons' technical indicators, you can evaluate if the expected return of 0.98% is justified by implied risk. Please exercise Nalwa Sons' Mean Deviation of 3.37, downside deviation of 3.71, and Risk Adjusted Performance of 0.1585 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nalwa Sons holds a performance score of 16. The company secures a Beta (Market Risk) of -1.09, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Nalwa Sons are expected to decrease slowly. On the other hand, during market turmoil, Nalwa Sons is expected to outperform it slightly. Please check Nalwa Sons' standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Nalwa Sons' current price movements will revert.
Auto-correlation | 0.50 |
Modest predictability
Nalwa Sons Investments has modest predictability. Overlapping area represents the amount of predictability between Nalwa Sons time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nalwa Sons Investments price movement. The serial correlation of 0.5 indicates that about 50.0% of current Nalwa Sons price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 2.1 M |
Nalwa Sons Investments lagged returns against current returns
Autocorrelation, which is Nalwa Sons 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 Nalwa Sons' stock expected returns. We can calculate the autocorrelation of Nalwa Sons returns to help us make a trade decision. For example, suppose you find that Nalwa Sons 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 |
Nalwa Sons 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 Nalwa Sons stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nalwa Sons stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nalwa Sons stock over time.
Current vs Lagged Prices |
| Timeline |
Nalwa Sons Lagged Returns
When evaluating Nalwa Sons' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nalwa Sons stock have on its future price. Nalwa Sons 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, Nalwa Sons autocorrelation shows the relationship between Nalwa Sons stock current value and its past values and can show if there is a momentum factor associated with investing in Nalwa Sons Investments.
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 Nalwa Stock Analysis
When running Nalwa Sons' price analysis, check to measure Nalwa Sons' 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 Nalwa Sons is operating at the current time. Most of Nalwa Sons' value examination focuses on studying past and present price action to predict the probability of Nalwa Sons' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nalwa Sons' price. Additionally, you may evaluate how the addition of Nalwa Sons to your portfolios can decrease your overall portfolio volatility.