SIL Investments (India) Market Value
| SILINV Stock | 484.85 9.70 1.96% |
| Symbol | SIL |
SIL Investments '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 SIL Investments' 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 SIL Investments.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in SIL Investments on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding SIL Investments Limited or generate 0.0% return on investment in SIL Investments over 30 days. SIL Investments is related to or competes with Tamilnadu Telecommunicatio, One 97, OnMobile Global, Kilitch Drugs, Tips Music, HDFC Life, and Pritish Nandy. SIL Investments is entity of India. It is traded as Stock on NSE exchange. More
SIL Investments 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 SIL Investments' 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 SIL Investments Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 11.33 | |||
| Value At Risk | (4.27) | |||
| Potential Upside | 3.36 |
SIL Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SIL Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SIL Investments' standard deviation. In reality, there are many statistical measures that can use SIL Investments historical prices to predict the future SIL Investments' volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.54) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | 3.02 |
SIL Investments Backtested Returns
SIL Investments owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.22, which indicates the firm had a -0.22 % return per unit of volatility over the last 3 months. SIL Investments Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SIL Investments' variance of 5.48, and Risk Adjusted Performance of (0.16) to confirm the risk estimate we provide. The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SIL Investments are expected to decrease at a much lower rate. During the bear market, SIL Investments is likely to outperform the market. At this point, SIL Investments has a negative expected return of -0.53%. Please make sure to validate SIL Investments' skewness, as well as the relationship between the day median price and relative strength index , to decide if SIL Investments performance from the past will be repeated at future time.
Auto-correlation | -0.21 |
Weak reverse predictability
SIL Investments Limited has weak reverse predictability. Overlapping area represents the amount of predictability between SIL Investments 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 SIL Investments price movement. The serial correlation of -0.21 indicates that over 21.0% of current SIL Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 318.91 |
SIL Investments lagged returns against current returns
Autocorrelation, which is SIL Investments 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 SIL Investments' stock expected returns. We can calculate the autocorrelation of SIL Investments returns to help us make a trade decision. For example, suppose you find that SIL Investments 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 |
SIL Investments 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 SIL Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SIL Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SIL Investments stock over time.
Current vs Lagged Prices |
| Timeline |
SIL Investments Lagged Returns
When evaluating SIL Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SIL Investments stock have on its future price. SIL Investments 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, SIL Investments autocorrelation shows the relationship between SIL Investments stock current value and its past values and can show if there is a momentum factor associated with investing in SIL Investments 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 SIL Stock
SIL Investments financial ratios help investors to determine whether SIL 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 SIL with respect to the benefits of owning SIL Investments security.