Reliance Infrastructure's market value is the price at which a share of Reliance Infrastructure trades on a public exchange. It measures the collective expectations of Reliance Infrastructure Limited investors about its performance. Reliance Infrastructure is selling at 319.20 as of the 4th of January 2025; that is 1.07 percent decrease since the beginning of the trading day. The stock's lowest day price was 317.8. With this module, you can estimate the performance of a buy and hold strategy of Reliance Infrastructure Limited and determine expected loss or profit from investing in Reliance Infrastructure over a given investment horizon. Check out Reliance Infrastructure Correlation, Reliance Infrastructure Volatility and Reliance Infrastructure Alpha and Beta module to complement your research on Reliance Infrastructure.
Please note, there is a significant difference between Reliance Infrastructure's value and its price as these two are different measures arrived at by different means. Investors typically determine if Reliance Infrastructure is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Reliance Infrastructure's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Reliance Infrastructure '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 Reliance Infrastructure'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 Reliance Infrastructure.
0.00
11/05/2024
No Change 0.00
0.0
In 2 months and 2 days
01/04/2025
0.00
If you would invest 0.00 in Reliance Infrastructure on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Reliance Infrastructure Limited or generate 0.0% return on investment in Reliance Infrastructure over 60 days. Reliance Infrastructure is related to or competes with HMT, KIOCL, Spentex Industries, Punjab Sind, ITI, and Raj Rayon. Reliance Infrastructure is entity of India More
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Reliance Infrastructure'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 Reliance Infrastructure Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reliance Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reliance Infrastructure's standard deviation. In reality, there are many statistical measures that can use Reliance Infrastructure historical prices to predict the future Reliance Infrastructure's volatility.
Reliance Infrastructure appears to be very steady, given 3 months investment horizon. Reliance Infrastructure maintains Sharpe Ratio (i.e., Efficiency) of 0.0694, which implies the firm had a 0.0694% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Reliance Infrastructure, which you can use to evaluate the volatility of the company. Please evaluate Reliance Infrastructure's Risk Adjusted Performance of (0.0006), coefficient of variation of (10,119), and Variance of 9.64 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Reliance Infrastructure holds a performance score of 5. The company holds a Beta of 0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Reliance Infrastructure's returns are expected to increase less than the market. However, during the bear market, the loss of holding Reliance Infrastructure is expected to be smaller as well. Please check Reliance Infrastructure's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to make a quick decision on whether Reliance Infrastructure's historical price patterns will revert.
Auto-correlation
0.62
Good predictability
Reliance Infrastructure Limited has good predictability. Overlapping area represents the amount of predictability between Reliance Infrastructure time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 Reliance Infrastructure price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Reliance Infrastructure price fluctuation can be explain by its past prices.
Correlation Coefficient
0.62
Spearman Rank Test
0.17
Residual Average
0.0
Price Variance
113.67
Reliance Infrastructure lagged returns against current returns
Autocorrelation, which is Reliance Infrastructure 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 Reliance Infrastructure's stock expected returns. We can calculate the autocorrelation of Reliance Infrastructure returns to help us make a trade decision. For example, suppose you find that Reliance Infrastructure 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
Reliance Infrastructure 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 Reliance Infrastructure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reliance Infrastructure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reliance Infrastructure stock over time.
Current vs Lagged Prices
Timeline
Reliance Infrastructure Lagged Returns
When evaluating Reliance Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reliance Infrastructure stock have on its future price. Reliance Infrastructure 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, Reliance Infrastructure autocorrelation shows the relationship between Reliance Infrastructure stock current value and its past values and can show if there is a momentum factor associated with investing in Reliance Infrastructure 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.
When running Reliance Infrastructure's price analysis, check to measure Reliance Infrastructure'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 Reliance Infrastructure is operating at the current time. Most of Reliance Infrastructure's value examination focuses on studying past and present price action to predict the probability of Reliance Infrastructure's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Reliance Infrastructure's price. Additionally, you may evaluate how the addition of Reliance Infrastructure to your portfolios can decrease your overall portfolio volatility.