ARSS Infrastructure (India) Market Value
| ARSSINFRA | 57.04 0.06 0.11% |
| Symbol | ARSS |
ARSS Infrastructure '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 ARSS Infrastructure'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 ARSS Infrastructure.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in ARSS Infrastructure on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding ARSS Infrastructure Projects or generate 0.0% return on investment in ARSS Infrastructure over 90 days. ARSS Infrastructure is related to or competes with Compucom Software, Baazar Style, Nucleus Software, Som Distilleries, Cantabil Retail, Music Broadcast, and Newgen Software. ARSS Infrastructure is entity of India. It is traded as Stock on NSE exchange. More
ARSS Infrastructure 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 ARSS Infrastructure'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 ARSS Infrastructure Projects upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.78 | |||
| Information Ratio | 0.1215 | |||
| Maximum Drawdown | 10.01 | |||
| Value At Risk | (5.01) | |||
| Potential Upside | 4.99 |
ARSS Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARSS Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARSS Infrastructure's standard deviation. In reality, there are many statistical measures that can use ARSS Infrastructure historical prices to predict the future ARSS Infrastructure's volatility.| Risk Adjusted Performance | 0.1324 | |||
| Jensen Alpha | 0.3784 | |||
| Total Risk Alpha | 0.0938 | |||
| Sortino Ratio | 0.0857 | |||
| Treynor Ratio | 0.9782 |
ARSS Infrastructure Backtested Returns
ARSS Infrastructure appears to be very steady, given 3 months investment horizon. ARSS Infrastructure secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ARSS Infrastructure Projects, which you can use to evaluate the volatility of the firm. Please makes use of ARSS Infrastructure's risk adjusted performance of 0.1324, and Mean Deviation of 1.86 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ARSS Infrastructure holds a performance score of 9. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ARSS Infrastructure's returns are expected to increase less than the market. However, during the bear market, the loss of holding ARSS Infrastructure is expected to be smaller as well. Please check ARSS Infrastructure's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether ARSS Infrastructure's price patterns will revert.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
ARSS Infrastructure Projects has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ARSS Infrastructure time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th 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 ARSS Infrastructure price movement. The serial correlation of -0.78 indicates that around 78.0% of current ARSS Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 41.04 |
ARSS Infrastructure lagged returns against current returns
Autocorrelation, which is ARSS Infrastructure 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 ARSS Infrastructure's stock expected returns. We can calculate the autocorrelation of ARSS Infrastructure returns to help us make a trade decision. For example, suppose you find that ARSS Infrastructure 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 |
ARSS Infrastructure 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 ARSS Infrastructure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARSS Infrastructure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARSS Infrastructure stock over time.
Current vs Lagged Prices |
| Timeline |
ARSS Infrastructure Lagged Returns
When evaluating ARSS Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARSS Infrastructure stock have on its future price. ARSS Infrastructure 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, ARSS Infrastructure autocorrelation shows the relationship between ARSS Infrastructure stock current value and its past values and can show if there is a momentum factor associated with investing in ARSS Infrastructure Projects.
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 ARSS Stock
ARSS Infrastructure financial ratios help investors to determine whether ARSS 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 ARSS with respect to the benefits of owning ARSS Infrastructure security.