VIP Clothing (India) Market Value
| VIPCLOTHNG | 30.93 0.60 1.98% |
| Symbol | VIP |
VIP Clothing '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 VIP Clothing'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 VIP Clothing.
| 12/21/2024 |
| 03/21/2025 |
If you would invest 0.00 in VIP Clothing on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding VIP Clothing Limited or generate 0.0% return on investment in VIP Clothing over 90 days. VIP Clothing is related to or competes with Rajnandini Metal, Chembond Chemicals, Alkyl Amines, LLOYDS METALS, Neogen Chemicals, Mangalore Chemicals, and Zuari Agro. VIP Clothing is entity of India. It is traded as Stock on NSE exchange. More
VIP Clothing 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 VIP Clothing'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 VIP Clothing Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 16.05 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 5.16 |
VIP Clothing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VIP Clothing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VIP Clothing's standard deviation. In reality, there are many statistical measures that can use VIP Clothing historical prices to predict the future VIP Clothing's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.68) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (1.53) |
VIP Clothing Limited Backtested Returns
VIP Clothing Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.22, which indicates the firm had a -0.22 % return per unit of standard deviation over the last 3 months. VIP Clothing Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VIP Clothing's risk adjusted performance of (0.18), and Variance of 11.27 to confirm the risk estimate we provide. The entity has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VIP Clothing's returns are expected to increase less than the market. However, during the bear market, the loss of holding VIP Clothing is expected to be smaller as well. At this point, VIP Clothing Limited has a negative expected return of -0.72%. Please make sure to validate VIP Clothing's kurtosis, as well as the relationship between the day median price and relative strength index , to decide if VIP Clothing Limited performance from the past will be repeated at future time.
Auto-correlation | 0.82 |
Very good predictability
VIP Clothing Limited has very good predictability. Overlapping area represents the amount of predictability between VIP Clothing time series from 21st of December 2024 to 4th of February 2025 and 4th of February 2025 to 21st 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 VIP Clothing Limited price movement. The serial correlation of 0.82 indicates that around 82.0% of current VIP Clothing price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 13.55 |
VIP Clothing Limited lagged returns against current returns
Autocorrelation, which is VIP Clothing 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 VIP Clothing's stock expected returns. We can calculate the autocorrelation of VIP Clothing returns to help us make a trade decision. For example, suppose you find that VIP Clothing 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 |
VIP Clothing 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 VIP Clothing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VIP Clothing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VIP Clothing stock over time.
Current vs Lagged Prices |
| Timeline |
VIP Clothing Lagged Returns
When evaluating VIP Clothing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VIP Clothing stock have on its future price. VIP Clothing 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, VIP Clothing autocorrelation shows the relationship between VIP Clothing stock current value and its past values and can show if there is a momentum factor associated with investing in VIP Clothing 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 VIP Stock Analysis
When running VIP Clothing's price analysis, check to measure VIP Clothing'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 VIP Clothing is operating at the current time. Most of VIP Clothing's value examination focuses on studying past and present price action to predict the probability of VIP Clothing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VIP Clothing's price. Additionally, you may evaluate how the addition of VIP Clothing to your portfolios can decrease your overall portfolio volatility.