Oriental Hotels (India) Market Value
| ORIENTHOT | 140.77 1.55 1.09% |
| Symbol | Oriental |
Oriental Hotels '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 Oriental Hotels' 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 Oriental Hotels.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Oriental Hotels on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Oriental Hotels Limited or generate 0.0% return on investment in Oriental Hotels over 30 days. Oriental Hotels is related to or competes with HT Media, Tamilnadu Telecommunicatio, Niraj Ispat, Aban Offshore, One 97, Shemaroo Entertainment, and Infomedia Press. Oriental Hotels is entity of India. It is traded as Stock on NSE exchange. More
Oriental Hotels 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 Oriental Hotels' 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 Oriental Hotels Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 13.03 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 3.94 |
Oriental Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oriental Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oriental Hotels' standard deviation. In reality, there are many statistical measures that can use Oriental Hotels historical prices to predict the future Oriental Hotels' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | 1.2 |
Oriental Hotels Backtested Returns
Oriental Hotels maintains Sharpe Ratio (i.e., Efficiency) of -0.14, which implies the firm had a -0.14 % return per unit of risk over the last 3 months. Oriental Hotels exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Oriental Hotels' Coefficient Of Variation of (664.40), risk adjusted performance of (0.10), and Variance of 7.09 to confirm the risk estimate we provide. The company holds a Beta of -0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Oriental Hotels are expected to decrease at a much lower rate. During the bear market, Oriental Hotels is likely to outperform the market. At this point, Oriental Hotels has a negative expected return of -0.38%. Please make sure to check Oriental Hotels' value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Oriental Hotels performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Oriental Hotels Limited has weak reverse predictability. Overlapping area represents the amount of predictability between Oriental Hotels time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Oriental Hotels price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Oriental Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 21.27 |
Oriental Hotels lagged returns against current returns
Autocorrelation, which is Oriental Hotels 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 Oriental Hotels' stock expected returns. We can calculate the autocorrelation of Oriental Hotels returns to help us make a trade decision. For example, suppose you find that Oriental Hotels 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 |
Oriental Hotels 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 Oriental Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oriental Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oriental Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Oriental Hotels Lagged Returns
When evaluating Oriental Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oriental Hotels stock have on its future price. Oriental Hotels 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, Oriental Hotels autocorrelation shows the relationship between Oriental Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Oriental Hotels 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.Other Information on Investing in Oriental Stock
Oriental Hotels financial ratios help investors to determine whether Oriental Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Oriental with respect to the benefits of owning Oriental Hotels security.