Compucom Software (India) Market Value
| COMPUSOFT | 21.58 0.22 1.01% |
| Symbol | Compucom |
Compucom Software '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 Compucom Software'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 Compucom Software.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Compucom Software on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Compucom Software Limited or generate 0.0% return on investment in Compucom Software over 90 days. Compucom Software is related to or competes with Zydus Wellness, Silgo Retail, Zodiac Clothing, Indian Card, and Transport. Compucom Software is entity of India. It is traded as Stock on NSE exchange. More
Compucom Software 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 Compucom Software'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 Compucom Software Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 15.68 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 5.91 |
Compucom Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compucom Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compucom Software's standard deviation. In reality, there are many statistical measures that can use Compucom Software historical prices to predict the future Compucom Software's volatility.| Risk Adjusted Performance | 0.0525 | |||
| Jensen Alpha | 0.0581 | |||
| Total Risk Alpha | (0.63) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.3965 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Compucom Software'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.
Compucom Software Backtested Returns
As of now, Compucom Stock is not too volatile. Compucom Software secures Sharpe Ratio (or Efficiency) of 0.0382, which signifies that the company had a 0.0382 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Compucom Software Limited, which you can use to evaluate the volatility of the firm. Please confirm Compucom Software's Downside Deviation of 1.84, risk adjusted performance of 0.0525, and Mean Deviation of 1.83 to double-check if the risk estimate we provide is consistent with the expected return of 0.0983%. Compucom Software has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Compucom Software's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compucom Software is expected to be smaller as well. Compucom Software right now shows a risk of 2.57%. Please confirm Compucom Software treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if Compucom Software will be following its price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Compucom Software Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Compucom Software time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th of July 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 Compucom Software price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Compucom Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Compucom Software lagged returns against current returns
Autocorrelation, which is Compucom Software 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 Compucom Software's stock expected returns. We can calculate the autocorrelation of Compucom Software returns to help us make a trade decision. For example, suppose you find that Compucom Software 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 |
Compucom Software 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 Compucom Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compucom Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compucom Software stock over time.
Current vs Lagged Prices |
| Timeline |
Compucom Software Lagged Returns
When evaluating Compucom Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compucom Software stock have on its future price. Compucom Software 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, Compucom Software autocorrelation shows the relationship between Compucom Software stock current value and its past values and can show if there is a momentum factor associated with investing in Compucom Software Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Compucom Stock
Compucom Software financial ratios help investors to determine whether Compucom 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 Compucom with respect to the benefits of owning Compucom Software security.