BANKETFADD (India) Market Value
| BANKETFADD | 56.50 0.12 0.21% |
| Symbol | BANKETFADD |
Please note, there is a significant difference between BANKETFADD's value and its price as these two are different measures arrived at by different means. Investors typically determine if BANKETFADD is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BANKETFADD's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BANKETFADD '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 BANKETFADD'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 BANKETFADD.
| 05/17/2025 |
| 08/15/2025 |
If you would invest 0.00 in BANKETFADD on May 17, 2025 and sell it all today you would earn a total of 0.00 from holding BANKETFADD or generate 0.0% return on investment in BANKETFADD over 90 days. BANKETFADD is related to or competes with Bigbloc Construction, Allied Blenders, Consolidated Construction, Action Construction, Reliable Data, and KNR Constructions. More
BANKETFADD 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 BANKETFADD'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 BANKETFADD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5176 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.54 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.13 |
BANKETFADD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANKETFADD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANKETFADD's standard deviation. In reality, there are many statistical measures that can use BANKETFADD historical prices to predict the future BANKETFADD's volatility.| Risk Adjusted Performance | 0.0062 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.4593 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BANKETFADD's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
BANKETFADD Backtested Returns
At this point, BANKETFADD is very steady. BANKETFADD secures Sharpe Ratio (or Efficiency) of 0.0117, which signifies that the company had a 0.0117 % return per unit of risk over the last 3 months. We have found thirty technical indicators for BANKETFADD, which you can use to evaluate the volatility of the entity. Please confirm BANKETFADD's Mean Deviation of 0.4652, semi deviation of 0.496, and Coefficient Of Variation of 8527.88 to double-check if the risk estimate we provide is consistent with the expected return of 0.0069%. The firm shows a Beta (market volatility) of -0.0068, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BANKETFADD are expected to decrease at a much lower rate. During the bear market, BANKETFADD is likely to outperform the market. BANKETFADD at this time shows a risk of 0.59%. Please confirm BANKETFADD total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if BANKETFADD will be following its price patterns.
Auto-correlation | -0.61 |
Very good reverse predictability
BANKETFADD has very good reverse predictability. Overlapping area represents the amount of predictability between BANKETFADD time series from 17th of May 2025 to 1st of July 2025 and 1st of July 2025 to 15th 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 BANKETFADD price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current BANKETFADD price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
BANKETFADD lagged returns against current returns
Autocorrelation, which is BANKETFADD 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 BANKETFADD's stock expected returns. We can calculate the autocorrelation of BANKETFADD returns to help us make a trade decision. For example, suppose you find that BANKETFADD 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 |
BANKETFADD 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 BANKETFADD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANKETFADD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANKETFADD stock over time.
Current vs Lagged Prices |
| Timeline |
BANKETFADD Lagged Returns
When evaluating BANKETFADD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANKETFADD stock have on its future price. BANKETFADD 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, BANKETFADD autocorrelation shows the relationship between BANKETFADD stock current value and its past values and can show if there is a momentum factor associated with investing in BANKETFADD.
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 BANKETFADD Stock
BANKETFADD financial ratios help investors to determine whether BANKETFADD 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 BANKETFADD with respect to the benefits of owning BANKETFADD security.