Varun Beverages (India) Market Value
| VBL Stock | 488.15 9.80 2.05% |
| Symbol | Varun |
Varun Beverages '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 Varun Beverages' 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 Varun Beverages.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Varun Beverages on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Varun Beverages Limited or generate 0.0% return on investment in Varun Beverages over 90 days. Varun Beverages is related to or competes with Juniper Hotels, Royal Orchid, Kamat Hotels, Lemon Tree, Associated Alcohols, Reliance Home, and GM Breweries. Varun Beverages is entity of India. It is traded as Stock on NSE exchange. More
Varun Beverages 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 Varun Beverages' 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 Varun Beverages Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 14.44 | |||
| Value At Risk | (4.69) | |||
| Potential Upside | 4.45 |
Varun Beverages Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Varun Beverages' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Varun Beverages' standard deviation. In reality, there are many statistical measures that can use Varun Beverages historical prices to predict the future Varun Beverages' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 27.74 |
Varun Beverages Backtested Returns
Varun Beverages owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the firm had a -0.16 % return per unit of risk over the last 3 months. Varun Beverages Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Varun Beverages' Variance of 6.55, coefficient of variation of (671.65), and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The entity has a beta of -0.0141, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Varun Beverages are expected to decrease at a much lower rate. During the bear market, Varun Beverages is likely to outperform the market. At this point, Varun Beverages has a negative expected return of -0.42%. Please make sure to validate Varun Beverages' kurtosis, as well as the relationship between the rate of daily change and market facilitation index , to decide if Varun Beverages performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Varun Beverages Limited has modest predictability. Overlapping area represents the amount of predictability between Varun Beverages time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Varun Beverages price movement. The serial correlation of 0.53 indicates that about 53.0% of current Varun Beverages price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1655.34 |
Varun Beverages lagged returns against current returns
Autocorrelation, which is Varun Beverages 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 Varun Beverages' stock expected returns. We can calculate the autocorrelation of Varun Beverages returns to help us make a trade decision. For example, suppose you find that Varun Beverages 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 |
Varun Beverages 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 Varun Beverages stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Varun Beverages stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Varun Beverages stock over time.
Current vs Lagged Prices |
| Timeline |
Varun Beverages Lagged Returns
When evaluating Varun Beverages' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Varun Beverages stock have on its future price. Varun Beverages 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, Varun Beverages autocorrelation shows the relationship between Varun Beverages stock current value and its past values and can show if there is a momentum factor associated with investing in Varun Beverages 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 Varun Stock
Varun Beverages financial ratios help investors to determine whether Varun 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 Varun with respect to the benefits of owning Varun Beverages security.