Delta Corp (India) Market Value
| DELTACORP | 85.27 2.73 3.10% |
| Symbol | Delta |
Delta Corp '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 Delta Corp'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 Delta Corp.
| 07/26/2025 |
| 08/25/2025 |
If you would invest 0.00 in Delta Corp on July 26, 2025 and sell it all today you would earn a total of 0.00 from holding Delta Corp Limited or generate 0.0% return on investment in Delta Corp over 30 days. Delta Corp is related to or competes with Nalwa Sons, Tube Investments, Advani Hotels, BF Investment, Cholamandalam Investment, Pilani Investment, and EIH Associated. Delta Corp is entity of India. It is traded as Stock on NSE exchange. More
Delta Corp 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 Delta Corp'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 Delta Corp Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.55 |
Delta Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delta Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delta Corp's standard deviation. In reality, there are many statistical measures that can use Delta Corp historical prices to predict the future Delta Corp's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (2.61) |
Delta Corp Limited Backtested Returns
Delta Corp Limited secures Sharpe Ratio (or Efficiency) of -0.0266, which denotes the company had a -0.0266 % return per unit of risk over the last 3 months. Delta Corp Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Delta Corp's Mean Deviation of 1.25, variance of 3.85, and Standard Deviation of 1.96 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0182, which means not very significant fluctuations relative to the market. As returns on the market increase, Delta Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delta Corp is expected to be smaller as well. At this point, Delta Corp Limited has a negative expected return of -0.0537%. Please make sure to confirm Delta Corp's treynor ratio, accumulation distribution, period momentum indicator, as well as the relationship between the potential upside and day median price , to decide if Delta Corp Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
Delta Corp Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Delta Corp time series from 26th of July 2025 to 10th of August 2025 and 10th of August 2025 to 25th 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 Delta Corp Limited price movement. The serial correlation of -0.46 indicates that about 46.0% of current Delta Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 15.53 |
Delta Corp Limited lagged returns against current returns
Autocorrelation, which is Delta Corp 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 Delta Corp's stock expected returns. We can calculate the autocorrelation of Delta Corp returns to help us make a trade decision. For example, suppose you find that Delta Corp 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 |
Delta Corp 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 Delta Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delta Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delta Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Delta Corp Lagged Returns
When evaluating Delta Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delta Corp stock have on its future price. Delta Corp 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, Delta Corp autocorrelation shows the relationship between Delta Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Delta Corp 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 Delta Stock
Delta Corp financial ratios help investors to determine whether Delta 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 Delta with respect to the benefits of owning Delta Corp security.