Pilani Investment (India) Market Value
| PILANIINVS | 4,003 217.40 5.74% |
| Symbol | Pilani |
Pilani Investment '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 Pilani Investment'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 Pilani Investment.
| 12/21/2024 |
| 03/21/2025 |
If you would invest 0.00 in Pilani Investment on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Pilani Investment and or generate 0.0% return on investment in Pilani Investment over 90 days. Pilani Investment is related to or competes with Mangalam Organics, TECIL Chemicals, and Hindustan Media. Pilani Investment is entity of India. It is traded as Stock on NSE exchange. More
Pilani Investment 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 Pilani Investment'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 Pilani Investment and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 12.0 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 3.89 |
Pilani Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pilani Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pilani Investment's standard deviation. In reality, there are many statistical measures that can use Pilani Investment historical prices to predict the future Pilani Investment's volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (2.21) |
Pilani Investment Backtested Returns
Pilani Investment maintains Sharpe Ratio (i.e., Efficiency) of -0.17, which implies the firm had a -0.17 % return per unit of risk over the last 3 months. Pilani Investment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pilani Investment's Risk Adjusted Performance of (0.23), coefficient of variation of (380.98), and Variance of 6.77 to confirm the risk estimate we provide. The company holds a Beta of 0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pilani Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pilani Investment is expected to be smaller as well. At this point, Pilani Investment has a negative expected return of -0.47%. Please make sure to check Pilani Investment's potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Pilani Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.79 |
Good predictability
Pilani Investment and has good predictability. Overlapping area represents the amount of predictability between Pilani Investment time series from 21st of December 2024 to 4th of February 2025 and 4th of February 2025 to 21st 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 Pilani Investment price movement. The serial correlation of 0.79 indicates that around 79.0% of current Pilani Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 128.3 K |
Pilani Investment lagged returns against current returns
Autocorrelation, which is Pilani Investment 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 Pilani Investment's stock expected returns. We can calculate the autocorrelation of Pilani Investment returns to help us make a trade decision. For example, suppose you find that Pilani Investment 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 |
Pilani Investment 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 Pilani Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pilani Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pilani Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Pilani Investment Lagged Returns
When evaluating Pilani Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pilani Investment stock have on its future price. Pilani Investment 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, Pilani Investment autocorrelation shows the relationship between Pilani Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Pilani Investment and.
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 Pilani Stock
Pilani Investment financial ratios help investors to determine whether Pilani 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 Pilani with respect to the benefits of owning Pilani Investment security.