Balmer Lawrie (India) Market Value
| BALMLAWRIE | 207.72 0.42 0.20% |
| Symbol | Balmer |
Balmer Lawrie '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 Balmer Lawrie'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 Balmer Lawrie.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Balmer Lawrie on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Balmer Lawrie or generate 0.0% return on investment in Balmer Lawrie over 90 days. Balmer Lawrie is related to or competes with Baazar Style, Cantabil Retail, ACUTAAS CHEMICALS, Mangalore Chemicals, Indo Rama, Alkyl Amines, and Southern Petrochemicals. Balmer Lawrie is entity of India. It is traded as Stock on NSE exchange. More
Balmer Lawrie 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 Balmer Lawrie'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 Balmer Lawrie upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 9.4 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 2.1 |
Balmer Lawrie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Balmer Lawrie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Balmer Lawrie's standard deviation. In reality, there are many statistical measures that can use Balmer Lawrie historical prices to predict the future Balmer Lawrie's volatility.| Risk Adjusted Performance | 0.0314 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0701 |
Balmer Lawrie Backtested Returns
Balmer Lawrie secures Sharpe Ratio (or Efficiency) of -0.0141, which signifies that the company had a -0.0141 % return per unit of risk over the last 3 months. Balmer Lawrie exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Balmer Lawrie's Mean Deviation of 1.1, downside deviation of 1.38, and Risk Adjusted Performance of 0.0314 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Balmer Lawrie's returns are expected to increase less than the market. However, during the bear market, the loss of holding Balmer Lawrie is expected to be smaller as well. At this point, Balmer Lawrie has a negative expected return of -0.0192%. Please make sure to confirm Balmer Lawrie's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if Balmer Lawrie performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Balmer Lawrie has poor predictability. Overlapping area represents the amount of predictability between Balmer Lawrie time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Balmer Lawrie price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Balmer Lawrie price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 16.26 |
Balmer Lawrie lagged returns against current returns
Autocorrelation, which is Balmer Lawrie 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 Balmer Lawrie's stock expected returns. We can calculate the autocorrelation of Balmer Lawrie returns to help us make a trade decision. For example, suppose you find that Balmer Lawrie 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 |
Balmer Lawrie 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 Balmer Lawrie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Balmer Lawrie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Balmer Lawrie stock over time.
Current vs Lagged Prices |
| Timeline |
Balmer Lawrie Lagged Returns
When evaluating Balmer Lawrie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Balmer Lawrie stock have on its future price. Balmer Lawrie 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, Balmer Lawrie autocorrelation shows the relationship between Balmer Lawrie stock current value and its past values and can show if there is a momentum factor associated with investing in Balmer Lawrie.
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 Balmer Stock Analysis
When running Balmer Lawrie's price analysis, check to measure Balmer Lawrie'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 Balmer Lawrie is operating at the current time. Most of Balmer Lawrie's value examination focuses on studying past and present price action to predict the probability of Balmer Lawrie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Balmer Lawrie's price. Additionally, you may evaluate how the addition of Balmer Lawrie to your portfolios can decrease your overall portfolio volatility.