Vidhi Specialty (India) Market Value
| VIDHIING | 452.45 4.50 1.00% |
| Symbol | Vidhi |
Vidhi Specialty '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 Vidhi Specialty'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 Vidhi Specialty.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Vidhi Specialty on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Vidhi Specialty Food or generate 0.0% return on investment in Vidhi Specialty over 90 days. Vidhi Specialty is related to or competes with Dev Information, LT Technology, Nahar Industrial, Le Travenues, Kingfa Science, Computer Age, and Reliance Industrial. Vidhi Specialty is entity of India. It is traded as Stock on NSE exchange. More
Vidhi Specialty 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 Vidhi Specialty'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 Vidhi Specialty Food upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.52 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 5.89 |
Vidhi Specialty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vidhi Specialty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vidhi Specialty's standard deviation. In reality, there are many statistical measures that can use Vidhi Specialty historical prices to predict the future Vidhi Specialty's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.1851 | |||
| Treynor Ratio | 21.42 |
Vidhi Specialty Food Backtested Returns
Vidhi Specialty Food owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0884, which indicates the firm had a -0.0884 % return per unit of risk over the last 3 months. Vidhi Specialty Food exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vidhi Specialty's Risk Adjusted Performance of (0.04), variance of 12.74, and Coefficient Of Variation of (1,804) to confirm the risk estimate we provide. The entity has a beta of -0.0097, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vidhi Specialty are expected to decrease at a much lower rate. During the bear market, Vidhi Specialty is likely to outperform the market. At this point, Vidhi Specialty Food has a negative expected return of -0.3%. Please make sure to validate Vidhi Specialty's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Vidhi Specialty Food performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Vidhi Specialty Food has average predictability. Overlapping area represents the amount of predictability between Vidhi Specialty time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Vidhi Specialty Food price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Vidhi Specialty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 287.27 |
Vidhi Specialty Food lagged returns against current returns
Autocorrelation, which is Vidhi Specialty 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 Vidhi Specialty's stock expected returns. We can calculate the autocorrelation of Vidhi Specialty returns to help us make a trade decision. For example, suppose you find that Vidhi Specialty 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 |
Vidhi Specialty 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 Vidhi Specialty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vidhi Specialty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vidhi Specialty stock over time.
Current vs Lagged Prices |
| Timeline |
Vidhi Specialty Lagged Returns
When evaluating Vidhi Specialty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vidhi Specialty stock have on its future price. Vidhi Specialty 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, Vidhi Specialty autocorrelation shows the relationship between Vidhi Specialty stock current value and its past values and can show if there is a momentum factor associated with investing in Vidhi Specialty Food.
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 Vidhi Stock
Vidhi Specialty financial ratios help investors to determine whether Vidhi 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 Vidhi with respect to the benefits of owning Vidhi Specialty security.