Silly Monks (India) Market Value
| SILLYMONKS | 16.61 0.04 0.24% |
| Symbol | Silly |
Silly Monks '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 Silly Monks' 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 Silly Monks.
| 12/21/2024 |
| 03/21/2025 |
If you would invest 0.00 in Silly Monks on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Silly Monks Entertainment or generate 0.0% return on investment in Silly Monks over 90 days. Silly Monks is related to or competes with Apollo Sindoori, Associated Alcohols, Asian Hotels, Som Distilleries, Kamat Hotels, Samhi Hotels, and Aditya Birla. Silly Monks is entity of India. It is traded as Stock on NSE exchange. More
Silly Monks 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 Silly Monks' 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 Silly Monks Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 16.0 | |||
| Value At Risk | (5.02) | |||
| Potential Upside | 4.96 |
Silly Monks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silly Monks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silly Monks' standard deviation. In reality, there are many statistical measures that can use Silly Monks historical prices to predict the future Silly Monks' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.5002 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Silly Monks' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Silly Monks Entertainment Backtested Returns
Silly Monks Entertainment owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.22, which indicates the firm had a -0.22 % return per unit of risk over the last 3 months. Silly Monks Entertainment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Silly Monks' Variance of 12.74, coefficient of variation of (1,136), and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The entity has a beta of -0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Silly Monks are expected to decrease at a much lower rate. During the bear market, Silly Monks is likely to outperform the market. At this point, Silly Monks Entertainment has a negative expected return of -0.66%. Please make sure to validate Silly Monks' total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Silly Monks Entertainment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.72 |
Good predictability
Silly Monks Entertainment has good predictability. Overlapping area represents the amount of predictability between Silly Monks 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 Silly Monks Entertainment price movement. The serial correlation of 0.72 indicates that around 72.0% of current Silly Monks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 2.01 |
Silly Monks Entertainment lagged returns against current returns
Autocorrelation, which is Silly Monks 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 Silly Monks' stock expected returns. We can calculate the autocorrelation of Silly Monks returns to help us make a trade decision. For example, suppose you find that Silly Monks 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 |
Silly Monks 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 Silly Monks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silly Monks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silly Monks stock over time.
Current vs Lagged Prices |
| Timeline |
Silly Monks Lagged Returns
When evaluating Silly Monks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silly Monks stock have on its future price. Silly Monks 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, Silly Monks autocorrelation shows the relationship between Silly Monks stock current value and its past values and can show if there is a momentum factor associated with investing in Silly Monks Entertainment.
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 Silly Stock
Silly Monks financial ratios help investors to determine whether Silly 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 Silly with respect to the benefits of owning Silly Monks security.