Advanced Enzyme (India) Market Value
| ADVENZYMES | 307.10 0.15 0.05% |
| Symbol | Advanced |
Advanced Enzyme '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 Advanced Enzyme'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 Advanced Enzyme.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in Advanced Enzyme on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Advanced Enzyme Technologies or generate 0.0% return on investment in Advanced Enzyme over 90 days. Advanced Enzyme is related to or competes with Sarthak Metals, Sarveshwar Foods, Meghmani Organics, Valiant Organics, Apex Frozen, Madhav Copper, and Bikaji Foods. More
Advanced Enzyme 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 Advanced Enzyme'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 Advanced Enzyme Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 5.0E-4 | |||
| Maximum Drawdown | 14.89 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 4.62 |
Advanced Enzyme Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advanced Enzyme's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advanced Enzyme's standard deviation. In reality, there are many statistical measures that can use Advanced Enzyme historical prices to predict the future Advanced Enzyme's volatility.| Risk Adjusted Performance | 0.0372 | |||
| Jensen Alpha | 0.1452 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 5.0E-4 | |||
| Treynor Ratio | (0.15) |
Advanced Enzyme Tech Backtested Returns
At this stage we consider Advanced Stock to be very steady. Advanced Enzyme Tech secures Sharpe Ratio (or Efficiency) of 0.0423, which signifies that the company had a 0.0423 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Advanced Enzyme Technologies, which you can use to evaluate the volatility of the firm. Please confirm Advanced Enzyme's Risk Adjusted Performance of 0.0372, mean deviation of 1.74, and Downside Deviation of 2.22 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Advanced Enzyme has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Advanced Enzyme are expected to decrease at a much lower rate. During the bear market, Advanced Enzyme is likely to outperform the market. Advanced Enzyme Tech right now shows a risk of 2.39%. Please confirm Advanced Enzyme Tech skewness, and the relationship between the value at risk and day median price , to decide if Advanced Enzyme Tech will be following its price patterns.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Advanced Enzyme Technologies has insignificant reverse predictability. Overlapping area represents the amount of predictability between Advanced Enzyme time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th of August 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 Advanced Enzyme Tech price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Advanced Enzyme price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 225.54 |
Advanced Enzyme Tech lagged returns against current returns
Autocorrelation, which is Advanced Enzyme 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 Advanced Enzyme's stock expected returns. We can calculate the autocorrelation of Advanced Enzyme returns to help us make a trade decision. For example, suppose you find that Advanced Enzyme 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 |
Advanced Enzyme 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 Advanced Enzyme stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advanced Enzyme stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advanced Enzyme stock over time.
Current vs Lagged Prices |
| Timeline |
Advanced Enzyme Lagged Returns
When evaluating Advanced Enzyme's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advanced Enzyme stock have on its future price. Advanced Enzyme 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, Advanced Enzyme autocorrelation shows the relationship between Advanced Enzyme stock current value and its past values and can show if there is a momentum factor associated with investing in Advanced Enzyme Technologies.
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 Advanced Stock Analysis
When running Advanced Enzyme's price analysis, check to measure Advanced Enzyme'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 Advanced Enzyme is operating at the current time. Most of Advanced Enzyme's value examination focuses on studying past and present price action to predict the probability of Advanced Enzyme's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Enzyme's price. Additionally, you may evaluate how the addition of Advanced Enzyme to your portfolios can decrease your overall portfolio volatility.