Blue Star (India) Market Value
| BLUESTARCO | 1,746 16.30 0.93% |
| Symbol | Blue |
Blue Star '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 Blue Star'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 Blue Star.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in Blue Star on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding Blue Star Limited or generate 0.0% return on investment in Blue Star over 90 days. Blue Star is related to or competes with Welspun Investments, United Drilling, Jindal Poly, Radaan Mediaworks, Kalyani Investment, Eros International, and ILFS Investment. Blue Star is entity of India. It is traded as Stock on NSE exchange. More
Blue Star 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 Blue Star'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 Blue Star Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.035 | |||
| Maximum Drawdown | 7.95 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 3.51 |
Blue Star Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Star's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Star's standard deviation. In reality, there are many statistical measures that can use Blue Star historical prices to predict the future Blue Star's volatility.| Risk Adjusted Performance | 0.0854 | |||
| Jensen Alpha | 0.1332 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0435 | |||
| Treynor Ratio | 0.589 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blue Star'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.
Blue Star Limited Backtested Returns
At this point, Blue Star is very steady. Blue Star Limited secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Blue Star Limited, which you can use to evaluate the volatility of the firm. Please confirm Blue Star's Downside Deviation of 1.36, mean deviation of 1.3, and Risk Adjusted Performance of 0.0854 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Blue Star has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blue Star's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blue Star is expected to be smaller as well. Blue Star Limited right now shows a risk of 1.69%. Please confirm Blue Star Limited value at risk, as well as the relationship between the skewness and day median price , to decide if Blue Star Limited will be following its price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
Blue Star Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Blue Star time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th 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 Blue Star Limited price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Blue Star price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 2836.36 |
Blue Star Limited lagged returns against current returns
Autocorrelation, which is Blue Star 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 Blue Star's stock expected returns. We can calculate the autocorrelation of Blue Star returns to help us make a trade decision. For example, suppose you find that Blue Star 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 |
Blue Star 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 Blue Star stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Star stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Star stock over time.
Current vs Lagged Prices |
| Timeline |
Blue Star Lagged Returns
When evaluating Blue Star's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Star stock have on its future price. Blue Star 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, Blue Star autocorrelation shows the relationship between Blue Star stock current value and its past values and can show if there is a momentum factor associated with investing in Blue Star Limited.
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.Other Information on Investing in Blue Stock
Blue Star financial ratios help investors to determine whether Blue 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 Blue with respect to the benefits of owning Blue Star security.