Divis Laboratories (India) Market Value
| DIVISLAB | 6,132 32.00 0.52% |
| Symbol | Divis |
Divis Laboratories '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 Divis Laboratories' 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 Divis Laboratories.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in Divis Laboratories on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Divis Laboratories Limited or generate 0.0% return on investment in Divis Laboratories over 90 days. Divis Laboratories is related to or competes with Yatra Online, Industrial Investment, ILFS Investment, Hindustan Construction, Coffee Day, Speciality Restaurants, and Bigbloc Construction. Divis Laboratories is entity of India. It is traded as Stock on NSE exchange. More
Divis Laboratories 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 Divis Laboratories' 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 Divis Laboratories Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.08 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.28 |
Divis Laboratories Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Divis Laboratories' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Divis Laboratories' standard deviation. In reality, there are many statistical measures that can use Divis Laboratories historical prices to predict the future Divis Laboratories' volatility.| Risk Adjusted Performance | 0.004 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Divis Laboratories' 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.
Divis Laboratories Backtested Returns
Divis Laboratories secures Sharpe Ratio (or Efficiency) of -0.0682, which denotes the company had a -0.0682 % return per unit of risk over the last 3 months. Divis Laboratories Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Divis Laboratories' Standard Deviation of 1.48, variance of 2.18, and Mean Deviation of 1.03 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, Divis Laboratories' returns are expected to increase less than the market. However, during the bear market, the loss of holding Divis Laboratories is expected to be smaller as well. At this point, Divis Laboratories has a negative expected return of -0.0923%. Please make sure to confirm Divis Laboratories' maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Divis Laboratories performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.25 |
Weak reverse predictability
Divis Laboratories Limited has weak reverse predictability. Overlapping area represents the amount of predictability between Divis Laboratories time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th 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 Divis Laboratories price movement. The serial correlation of -0.25 indicates that over 25.0% of current Divis Laboratories price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 93.4 K |
Divis Laboratories lagged returns against current returns
Autocorrelation, which is Divis Laboratories 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 Divis Laboratories' stock expected returns. We can calculate the autocorrelation of Divis Laboratories returns to help us make a trade decision. For example, suppose you find that Divis Laboratories 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 |
Divis Laboratories 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 Divis Laboratories stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Divis Laboratories stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Divis Laboratories stock over time.
Current vs Lagged Prices |
| Timeline |
Divis Laboratories Lagged Returns
When evaluating Divis Laboratories' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Divis Laboratories stock have on its future price. Divis Laboratories 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, Divis Laboratories autocorrelation shows the relationship between Divis Laboratories stock current value and its past values and can show if there is a momentum factor associated with investing in Divis Laboratories 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 Divis Stock
Divis Laboratories financial ratios help investors to determine whether Divis 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 Divis with respect to the benefits of owning Divis Laboratories security.