Vishnu Chemicals (India) Market Value
| VISHNU Stock | 436.65 7.00 1.58% |
| Symbol | Vishnu |
Vishnu Chemicals '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 Vishnu Chemicals' 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 Vishnu Chemicals.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Vishnu Chemicals on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Vishnu Chemicals Limited or generate 0.0% return on investment in Vishnu Chemicals over 30 days. Vishnu Chemicals is related to or competes with Agarwal IndustrialLimite, Industrial Investment, Tera Software, Kingfa Science, and Shyam Metalics. More
Vishnu Chemicals 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 Vishnu Chemicals' 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 Vishnu Chemicals Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.21 | |||
| Information Ratio | 0.0767 | |||
| Maximum Drawdown | 11.07 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 3.95 |
Vishnu Chemicals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vishnu Chemicals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vishnu Chemicals' standard deviation. In reality, there are many statistical measures that can use Vishnu Chemicals historical prices to predict the future Vishnu Chemicals' volatility.| Risk Adjusted Performance | 0.0645 | |||
| Jensen Alpha | 0.182 | |||
| Total Risk Alpha | 0.2039 | |||
| Sortino Ratio | 0.0855 | |||
| Treynor Ratio | (4.91) |
Vishnu Chemicals Backtested Returns
At this point, Vishnu Chemicals is very steady. Vishnu Chemicals owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0781, which indicates the firm had a 0.0781 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vishnu Chemicals Limited, which you can use to evaluate the volatility of the company. Please validate Vishnu Chemicals' Coefficient Of Variation of 1280.62, semi deviation of 2.13, and Risk Adjusted Performance of 0.0645 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Vishnu Chemicals has a performance score of 6 on a scale of 0 to 100. The entity has a beta of -0.0371, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vishnu Chemicals are expected to decrease at a much lower rate. During the bear market, Vishnu Chemicals is likely to outperform the market. Vishnu Chemicals right now has a risk of 2.46%. Please validate Vishnu Chemicals downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Vishnu Chemicals will be following its existing price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Vishnu Chemicals Limited has weak reverse predictability. Overlapping area represents the amount of predictability between Vishnu Chemicals time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Vishnu Chemicals price movement. The serial correlation of -0.22 indicates that over 22.0% of current Vishnu Chemicals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 120.02 |
Vishnu Chemicals lagged returns against current returns
Autocorrelation, which is Vishnu Chemicals 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 Vishnu Chemicals' stock expected returns. We can calculate the autocorrelation of Vishnu Chemicals returns to help us make a trade decision. For example, suppose you find that Vishnu Chemicals 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 |
Vishnu Chemicals 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 Vishnu Chemicals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vishnu Chemicals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vishnu Chemicals stock over time.
Current vs Lagged Prices |
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Vishnu Chemicals Lagged Returns
When evaluating Vishnu Chemicals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vishnu Chemicals stock have on its future price. Vishnu Chemicals 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, Vishnu Chemicals autocorrelation shows the relationship between Vishnu Chemicals stock current value and its past values and can show if there is a momentum factor associated with investing in Vishnu Chemicals 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 Vishnu Stock
Vishnu Chemicals financial ratios help investors to determine whether Vishnu 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 Vishnu with respect to the benefits of owning Vishnu Chemicals security.