SECUREKLOUD TECHNOLOGIES (India) Market Value
| SECURKLOUD | 20.95 0.02 0.1% |
| Symbol | SECUREKLOUD |
SECUREKLOUD TECHNOLOGIES '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 SECUREKLOUD TECHNOLOGIES'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 SECUREKLOUD TECHNOLOGIES.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in SECUREKLOUD TECHNOLOGIES on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding SECUREKLOUD TECHNOLOGIES LIMITED or generate 0.0% return on investment in SECUREKLOUD TECHNOLOGIES over 90 days. SECUREKLOUD TECHNOLOGIES is related to or competes with Advani Hotels, Tata InvestmentLimite, Network18 Media, Pilani Investment, SINCLAIRS HOTELS, Cholamandalam Investment, and ILFS Investment. SECUREKLOUD TECHNOLOGIES is entity of India More
SECUREKLOUD TECHNOLOGIES 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 SECUREKLOUD TECHNOLOGIES'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 SECUREKLOUD TECHNOLOGIES LIMITED upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 18.58 | |||
| Value At Risk | (5.33) | |||
| Potential Upside | 4.54 |
SECUREKLOUD TECHNOLOGIES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SECUREKLOUD TECHNOLOGIES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SECUREKLOUD TECHNOLOGIES's standard deviation. In reality, there are many statistical measures that can use SECUREKLOUD TECHNOLOGIES historical prices to predict the future SECUREKLOUD TECHNOLOGIES's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.93) |
SECUREKLOUD TECHNOLOGIES Backtested Returns
SECUREKLOUD TECHNOLOGIES retains Efficiency (Sharpe Ratio) of -0.2, which indicates the firm had a -0.2 % return per unit of volatility over the last 3 months. SECUREKLOUD TECHNOLOGIES exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SECUREKLOUD TECHNOLOGIES's risk adjusted performance of (0.16), and Standard Deviation of 3.32 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SECUREKLOUD TECHNOLOGIES's returns are expected to increase less than the market. However, during the bear market, the loss of holding SECUREKLOUD TECHNOLOGIES is expected to be smaller as well. At this point, SECUREKLOUD TECHNOLOGIES has a negative expected return of -0.69%. Please make sure to validate SECUREKLOUD TECHNOLOGIES's coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if SECUREKLOUD TECHNOLOGIES performance from the past will be repeated in the future.
Auto-correlation | 0.52 |
Modest predictability
SECUREKLOUD TECHNOLOGIES LIMITED has modest predictability. Overlapping area represents the amount of predictability between SECUREKLOUD TECHNOLOGIES time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 SECUREKLOUD TECHNOLOGIES price movement. The serial correlation of 0.52 indicates that about 52.0% of current SECUREKLOUD TECHNOLOGIES price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 14.35 |
SECUREKLOUD TECHNOLOGIES lagged returns against current returns
Autocorrelation, which is SECUREKLOUD TECHNOLOGIES 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 SECUREKLOUD TECHNOLOGIES's stock expected returns. We can calculate the autocorrelation of SECUREKLOUD TECHNOLOGIES returns to help us make a trade decision. For example, suppose you find that SECUREKLOUD TECHNOLOGIES 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 |
SECUREKLOUD TECHNOLOGIES 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 SECUREKLOUD TECHNOLOGIES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SECUREKLOUD TECHNOLOGIES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SECUREKLOUD TECHNOLOGIES stock over time.
Current vs Lagged Prices |
| Timeline |
SECUREKLOUD TECHNOLOGIES Lagged Returns
When evaluating SECUREKLOUD TECHNOLOGIES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SECUREKLOUD TECHNOLOGIES stock have on its future price. SECUREKLOUD TECHNOLOGIES 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, SECUREKLOUD TECHNOLOGIES autocorrelation shows the relationship between SECUREKLOUD TECHNOLOGIES stock current value and its past values and can show if there is a momentum factor associated with investing in SECUREKLOUD TECHNOLOGIES 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 SECUREKLOUD Stock
SECUREKLOUD TECHNOLOGIES financial ratios help investors to determine whether SECUREKLOUD 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 SECUREKLOUD with respect to the benefits of owning SECUREKLOUD TECHNOLOGIES security.