Vesuvius India (India) Market Value
| VESUVIUS | 4,229 103.65 2.39% |
| Symbol | Vesuvius |
Vesuvius India '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 Vesuvius India'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 Vesuvius India.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Vesuvius India on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Vesuvius India Limited or generate 0.0% return on investment in Vesuvius India over 90 days. Vesuvius India is related to or competes with Aarey Drugs, ILFS Investment, Aarti Drugs, Mangalam Drugs, POWERGRID Infrastructure, Dhunseri Investments, and Indraprastha Medical. Vesuvius India is entity of India. It is traded as Stock on NSE exchange. More
Vesuvius India 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 Vesuvius India'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 Vesuvius India Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.03 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.37 |
Vesuvius India Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vesuvius India's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vesuvius India's standard deviation. In reality, there are many statistical measures that can use Vesuvius India historical prices to predict the future Vesuvius India's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | 0.195 | |||
| Treynor Ratio | 1.83 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vesuvius India's 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.
Vesuvius India Backtested Returns
Vesuvius India owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0983, which indicates the firm had a -0.0983 % return per unit of risk over the last 3 months. Vesuvius India Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vesuvius India's Variance of 7.74, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,271) to confirm the risk estimate we provide. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vesuvius India are expected to decrease at a much lower rate. During the bear market, Vesuvius India is likely to outperform the market. At this point, Vesuvius India has a negative expected return of -0.28%. Please make sure to validate Vesuvius India's value at risk and rate of daily change , to decide if Vesuvius India performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
Vesuvius India Limited has insignificant predictability. Overlapping area represents the amount of predictability between Vesuvius India time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Vesuvius India price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Vesuvius India price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 41.3 K |
Vesuvius India lagged returns against current returns
Autocorrelation, which is Vesuvius India 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 Vesuvius India's stock expected returns. We can calculate the autocorrelation of Vesuvius India returns to help us make a trade decision. For example, suppose you find that Vesuvius India 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 |
Vesuvius India 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 Vesuvius India stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vesuvius India stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vesuvius India stock over time.
Current vs Lagged Prices |
| Timeline |
Vesuvius India Lagged Returns
When evaluating Vesuvius India's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vesuvius India stock have on its future price. Vesuvius India 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, Vesuvius India autocorrelation shows the relationship between Vesuvius India stock current value and its past values and can show if there is a momentum factor associated with investing in Vesuvius India 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 Vesuvius Stock Analysis
When running Vesuvius India's price analysis, check to measure Vesuvius India's 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 Vesuvius India is operating at the current time. Most of Vesuvius India's value examination focuses on studying past and present price action to predict the probability of Vesuvius India's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vesuvius India's price. Additionally, you may evaluate how the addition of Vesuvius India to your portfolios can decrease your overall portfolio volatility.