GPT Infraprojects (India) Market Value
| GPTINFRA | 127.69 2.04 1.62% |
| Symbol | GPT |
GPT Infraprojects '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 GPT Infraprojects' 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 GPT Infraprojects.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in GPT Infraprojects on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding GPT Infraprojects Limited or generate 0.0% return on investment in GPT Infraprojects over 90 days. GPT Infraprojects is related to or competes with Bigbloc Construction, Dolphin Offshore, Aban Offshore, Shyam Metalics, and Ratnamani Metals. GPT Infraprojects is entity of India. It is traded as Stock on NSE exchange. More
GPT Infraprojects 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 GPT Infraprojects' 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 GPT Infraprojects Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.84 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 3.86 |
GPT Infraprojects Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GPT Infraprojects' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GPT Infraprojects' standard deviation. In reality, there are many statistical measures that can use GPT Infraprojects historical prices to predict the future GPT Infraprojects' volatility.| Risk Adjusted Performance | 0.0103 | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0012 |
GPT Infraprojects Backtested Returns
Currently, GPT Infraprojects Limited is very steady. GPT Infraprojects holds Efficiency (Sharpe) Ratio of 0.0246, which attests that the entity had a 0.0246 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for GPT Infraprojects, which you can use to evaluate the volatility of the firm. Please check out GPT Infraprojects' risk adjusted performance of 0.0103, and Market Risk Adjusted Performance of 0.0112 to validate if the risk estimate we provide is consistent with the expected return of 0.0601%. GPT Infraprojects has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GPT Infraprojects' returns are expected to increase less than the market. However, during the bear market, the loss of holding GPT Infraprojects is expected to be smaller as well. GPT Infraprojects currently retains a risk of 2.44%. Please check out GPT Infraprojects value at risk, as well as the relationship between the skewness and day median price , to decide if GPT Infraprojects will be following its current trending patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
GPT Infraprojects Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between GPT Infraprojects time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 GPT Infraprojects price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current GPT Infraprojects price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 10.7 |
GPT Infraprojects lagged returns against current returns
Autocorrelation, which is GPT Infraprojects 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 GPT Infraprojects' stock expected returns. We can calculate the autocorrelation of GPT Infraprojects returns to help us make a trade decision. For example, suppose you find that GPT Infraprojects 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 |
GPT Infraprojects 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 GPT Infraprojects stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GPT Infraprojects stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GPT Infraprojects stock over time.
Current vs Lagged Prices |
| Timeline |
GPT Infraprojects Lagged Returns
When evaluating GPT Infraprojects' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GPT Infraprojects stock have on its future price. GPT Infraprojects 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, GPT Infraprojects autocorrelation shows the relationship between GPT Infraprojects stock current value and its past values and can show if there is a momentum factor associated with investing in GPT Infraprojects 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.Additional Tools for GPT Stock Analysis
When running GPT Infraprojects' price analysis, check to measure GPT Infraprojects' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy GPT Infraprojects is operating at the current time. Most of GPT Infraprojects' value examination focuses on studying past and present price action to predict the probability of GPT Infraprojects' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GPT Infraprojects' price. Additionally, you may evaluate how the addition of GPT Infraprojects to your portfolios can decrease your overall portfolio volatility.