Tata Motors (India) Market Value
| TATAMOTORS | 790.30 3.95 0.50% |
| Symbol | Tata |
Tata Motors '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 Tata Motors' 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 Tata Motors.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Tata Motors on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Tata Motors Limited or generate 0.0% return on investment in Tata Motors over 30 days. Tata Motors is related to or competes with MRF, Orissa Minerals, Honeywell Automation, Page Industries, 3M India, Bosch, and Abbott India. Tata Motors is entity of India. It is traded as Stock on NSE exchange. More
Tata Motors 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 Tata Motors' 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 Tata Motors Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 6.85 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 1.87 |
Tata Motors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tata Motors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tata Motors' standard deviation. In reality, there are many statistical measures that can use Tata Motors historical prices to predict the future Tata Motors' volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.58) |
Tata Motors Limited Backtested Returns
Tata Motors Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.24, which indicates the firm had a -0.24% return per unit of risk over the last 3 months. Tata Motors Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tata Motors' Variance of 2.04, coefficient of variation of (461.15), and Risk Adjusted Performance of (0.15) to confirm the risk estimate we provide. The entity has a beta of 0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tata Motors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tata Motors is expected to be smaller as well. At this point, Tata Motors Limited has a negative expected return of -0.34%. Please make sure to validate Tata Motors' accumulation distribution, as well as the relationship between the day typical price and relative strength index , to decide if Tata Motors Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.45 |
Average predictability
Tata Motors Limited has average predictability. Overlapping area represents the amount of predictability between Tata Motors time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Tata Motors Limited price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Tata Motors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 69.07 |
Tata Motors Limited lagged returns against current returns
Autocorrelation, which is Tata Motors 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 Tata Motors' stock expected returns. We can calculate the autocorrelation of Tata Motors returns to help us make a trade decision. For example, suppose you find that Tata Motors 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 |
Tata Motors 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 Tata Motors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tata Motors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tata Motors stock over time.
Current vs Lagged Prices |
| Timeline |
Tata Motors Lagged Returns
When evaluating Tata Motors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tata Motors stock have on its future price. Tata Motors 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, Tata Motors autocorrelation shows the relationship between Tata Motors stock current value and its past values and can show if there is a momentum factor associated with investing in Tata Motors Limited.
Regressed Prices |
| Timeline |
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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.Additional Tools for Tata Stock Analysis
When running Tata Motors' price analysis, check to measure Tata Motors' 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 Tata Motors is operating at the current time. Most of Tata Motors' value examination focuses on studying past and present price action to predict the probability of Tata Motors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tata Motors' price. Additionally, you may evaluate how the addition of Tata Motors to your portfolios can decrease your overall portfolio volatility.