Roto Pumps (India) Market Value

ROTO Stock   316.90  1.05  0.33%   
Roto Pumps' market value is the price at which a share of Roto Pumps trades on a public exchange. It measures the collective expectations of Roto Pumps Limited investors about its performance. Roto Pumps is selling for under 316.90 as of the 16th of December 2024; that is 0.33 percent increase since the beginning of the trading day. The stock's lowest day price was 311.3.
With this module, you can estimate the performance of a buy and hold strategy of Roto Pumps Limited and determine expected loss or profit from investing in Roto Pumps over a given investment horizon. Check out Roto Pumps Correlation, Roto Pumps Volatility and Roto Pumps Alpha and Beta module to complement your research on Roto Pumps.
Symbol

Please note, there is a significant difference between Roto Pumps' value and its price as these two are different measures arrived at by different means. Investors typically determine if Roto Pumps is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Roto Pumps' 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.

Roto Pumps '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 Roto Pumps' 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 Roto Pumps.
0.00
10/17/2024
No Change 0.00  0.0 
In 2 months and 2 days
12/16/2024
0.00
If you would invest  0.00  in Roto Pumps on October 17, 2024 and sell it all today you would earn a total of 0.00 from holding Roto Pumps Limited or generate 0.0% return on investment in Roto Pumps over 60 days. Roto Pumps is related to or competes with Navneet Education, Dodla Dairy, Avonmore Capital, V2 Retail, Jubilant Foodworks, Cartrade Tech, and Parag Milk. Roto Pumps is entity of India. It is traded as Stock on NSE exchange. More

Roto Pumps 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 Roto Pumps' 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 Roto Pumps Limited upside and downside potential and time the market with a certain degree of confidence.

Roto Pumps Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Roto Pumps' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roto Pumps' standard deviation. In reality, there are many statistical measures that can use Roto Pumps historical prices to predict the future Roto Pumps' volatility.
Hype
Prediction
LowEstimatedHigh
314.35317.34320.33
Details
Intrinsic
Valuation
LowRealHigh
246.00248.99348.59
Details

Roto Pumps Limited Backtested Returns

Roto Pumps appears to be very steady, given 3 months investment horizon. Roto Pumps Limited maintains Sharpe Ratio (i.e., Efficiency) of 0.0828, which implies the firm had a 0.0828% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Roto Pumps Limited, which you can use to evaluate the volatility of the company. Please evaluate Roto Pumps' Semi Deviation of 2.43, risk adjusted performance of 0.0591, and Coefficient Of Variation of 1405.31 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Roto Pumps holds a performance score of 6. The company holds a Beta of 0.55, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Roto Pumps' returns are expected to increase less than the market. However, during the bear market, the loss of holding Roto Pumps is expected to be smaller as well. Please check Roto Pumps' treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Roto Pumps' historical price patterns will revert.

Auto-correlation

    
  -0.07  

Very weak reverse predictability

Roto Pumps Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Roto Pumps time series from 17th of October 2024 to 16th of November 2024 and 16th of November 2024 to 16th 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 Roto Pumps Limited price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Roto Pumps price fluctuation can be explain by its past prices.
Correlation Coefficient-0.07
Spearman Rank Test-0.09
Residual Average0.0
Price Variance881.46

Roto Pumps Limited lagged returns against current returns

Autocorrelation, which is Roto Pumps 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 Roto Pumps' stock expected returns. We can calculate the autocorrelation of Roto Pumps returns to help us make a trade decision. For example, suppose you find that Roto Pumps 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  

Roto Pumps 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 Roto Pumps stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roto Pumps stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roto Pumps stock over time.
   Current vs Lagged Prices   
       Timeline  

Roto Pumps Lagged Returns

When evaluating Roto Pumps' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roto Pumps stock have on its future price. Roto Pumps 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, Roto Pumps autocorrelation shows the relationship between Roto Pumps stock current value and its past values and can show if there is a momentum factor associated with investing in Roto Pumps Limited.
   Regressed Prices   
       Timeline  

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Additional Tools for Roto Stock Analysis

When running Roto Pumps' price analysis, check to measure Roto Pumps' 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 Roto Pumps is operating at the current time. Most of Roto Pumps' value examination focuses on studying past and present price action to predict the probability of Roto Pumps' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roto Pumps' price. Additionally, you may evaluate how the addition of Roto Pumps to your portfolios can decrease your overall portfolio volatility.