Investment Trust (India) Market Value
| THEINVEST | 128.37 6.17 4.59% |
| Symbol | Investment |
Investment Trust '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 Investment Trust'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 Investment Trust.
| 12/20/2024 |
| 03/20/2025 |
If you would invest 0.00 in Investment Trust on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding The Investment Trust or generate 0.0% return on investment in Investment Trust over 90 days. Investment Trust is related to or competes with Hisar Metal, Vertoz Advertising, Indian Metals, Rajnandini Metal, Hathway Cable, Ratnamani Metals, and Sarthak Metals. Investment Trust is entity of India. It is traded as Stock on NSE exchange. More
Investment Trust 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 Investment Trust'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 The Investment Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 12.1 | |||
| Value At Risk | (5.07) | |||
| Potential Upside | 3.1 |
Investment Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investment Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investment Trust's standard deviation. In reality, there are many statistical measures that can use Investment Trust historical prices to predict the future Investment Trust's volatility.| Risk Adjusted Performance | (0.21) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 3.94 |
Investment Trust Backtested Returns
Investment Trust holds Efficiency (Sharpe) Ratio of -0.23, which attests that the entity had a -0.23 % return per unit of risk over the last 3 months. Investment Trust exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investment Trust's Standard Deviation of 2.63, risk adjusted performance of (0.21), and Market Risk Adjusted Performance of 3.95 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investment Trust are expected to decrease at a much lower rate. During the bear market, Investment Trust is likely to outperform the market. At this point, Investment Trust has a negative expected return of -0.63%. Please make sure to check out Investment Trust's maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Investment Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.88 |
Very good predictability
The Investment Trust has very good predictability. Overlapping area represents the amount of predictability between Investment Trust time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th 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 Investment Trust price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Investment Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 189.16 |
Investment Trust lagged returns against current returns
Autocorrelation, which is Investment Trust 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 Investment Trust's stock expected returns. We can calculate the autocorrelation of Investment Trust returns to help us make a trade decision. For example, suppose you find that Investment Trust 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 |
Investment Trust 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 Investment Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investment Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investment Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Investment Trust Lagged Returns
When evaluating Investment Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investment Trust stock have on its future price. Investment Trust 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, Investment Trust autocorrelation shows the relationship between Investment Trust stock current value and its past values and can show if there is a momentum factor associated with investing in The Investment Trust.
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 Investment Stock
Investment Trust financial ratios help investors to determine whether Investment 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 Investment with respect to the benefits of owning Investment Trust security.