COSMO FIRST (India) Market Value
| COSMOFIRST | 1,030 26.60 2.65% |
| Symbol | COSMO |
COSMO FIRST '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 COSMO FIRST'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 COSMO FIRST.
| 05/02/2025 |
| 07/31/2025 |
If you would invest 0.00 in COSMO FIRST on May 2, 2025 and sell it all today you would earn a total of 0.00 from holding COSMO FIRST LIMITED or generate 0.0% return on investment in COSMO FIRST over 90 days. COSMO FIRST is related to or competes with Twamev Construction, Dhunseri Investments, Man Infraconstructio, KNR Constructions, Pilani Investment, Hathway Cable, and Kalyani Investment. More
COSMO FIRST 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 COSMO FIRST'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 COSMO FIRST LIMITED upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.1827 | |||
| Maximum Drawdown | 25.0 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 7.66 |
COSMO FIRST Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COSMO FIRST's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COSMO FIRST's standard deviation. In reality, there are many statistical measures that can use COSMO FIRST historical prices to predict the future COSMO FIRST's volatility.| Risk Adjusted Performance | 0.1749 | |||
| Jensen Alpha | 1.06 | |||
| Total Risk Alpha | 0.0949 | |||
| Sortino Ratio | 0.3451 | |||
| Treynor Ratio | (1.80) |
COSMO FIRST LIMITED Backtested Returns
COSMO FIRST appears to be very steady, given 3 months investment horizon. COSMO FIRST LIMITED secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of volatility over the last 3 months. By analyzing COSMO FIRST's technical indicators, you can evaluate if the expected return of 0.99% is justified by implied risk. Please makes use of COSMO FIRST's risk adjusted performance of 0.1749, and Mean Deviation of 3.12 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, COSMO FIRST holds a performance score of 17. The firm shows a Beta (market volatility) of -0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning COSMO FIRST are expected to decrease at a much lower rate. During the bear market, COSMO FIRST is likely to outperform the market. Please check COSMO FIRST's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether COSMO FIRST's price patterns will revert.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
COSMO FIRST LIMITED has almost perfect reverse predictability. Overlapping area represents the amount of predictability between COSMO FIRST time series from 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st 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 COSMO FIRST LIMITED price movement. The serial correlation of -0.74 indicates that around 74.0% of current COSMO FIRST price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 3420.52 |
COSMO FIRST LIMITED lagged returns against current returns
Autocorrelation, which is COSMO FIRST 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 COSMO FIRST's stock expected returns. We can calculate the autocorrelation of COSMO FIRST returns to help us make a trade decision. For example, suppose you find that COSMO FIRST 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 |
COSMO FIRST 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 COSMO FIRST stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COSMO FIRST stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COSMO FIRST stock over time.
Current vs Lagged Prices |
| Timeline |
COSMO FIRST Lagged Returns
When evaluating COSMO FIRST's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COSMO FIRST stock have on its future price. COSMO FIRST 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, COSMO FIRST autocorrelation shows the relationship between COSMO FIRST stock current value and its past values and can show if there is a momentum factor associated with investing in COSMO FIRST LIMITED.
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 COSMO Stock
COSMO FIRST financial ratios help investors to determine whether COSMO 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 COSMO with respect to the benefits of owning COSMO FIRST security.