Madhav Copper (India) Market Value
| MCL Stock | 51.31 3.27 6.81% |
| Symbol | Madhav |
Madhav Copper '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 Madhav Copper'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 Madhav Copper.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Madhav Copper on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Madhav Copper Limited or generate 0.0% return on investment in Madhav Copper over 90 days. Madhav Copper is related to or competes with Tips Music, Ankit Metal, Rajnandini Metal, G Tec, Navneet Education, Ratnamani Metals, and Sarthak Metals. Madhav Copper is entity of India. It is traded as Stock on NSE exchange. More
Madhav Copper 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 Madhav Copper'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 Madhav Copper Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.99 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 4.99 |
Madhav Copper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madhav Copper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madhav Copper's standard deviation. In reality, there are many statistical measures that can use Madhav Copper historical prices to predict the future Madhav Copper's volatility.| Risk Adjusted Performance | 0.0364 | |||
| Jensen Alpha | 0.0707 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 1.94 |
Madhav Copper Limited Backtested Returns
At this point, Madhav Copper is very steady. Madhav Copper Limited has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Madhav Copper, which you can use to evaluate the volatility of the firm. Please verify Madhav Copper's Downside Deviation of 1.84, risk adjusted performance of 0.0364, and Mean Deviation of 1.6 to check out if the risk estimate we provide is consistent with the expected return of 0.0096%. The company secures a Beta (Market Risk) of 0.0387, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Madhav Copper's returns are expected to increase less than the market. However, during the bear market, the loss of holding Madhav Copper is expected to be smaller as well. Madhav Copper Limited right now secures a risk of 2.15%. Please verify Madhav Copper Limited maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Madhav Copper Limited will be following its current price movements.
Auto-correlation | 0.02 |
Virtually no predictability
Madhav Copper Limited has virtually no predictability. Overlapping area represents the amount of predictability between Madhav Copper time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 Madhav Copper Limited price movement. The serial correlation of 0.02 indicates that only 2.0% of current Madhav Copper price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 6.51 |
Madhav Copper Limited lagged returns against current returns
Autocorrelation, which is Madhav Copper 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 Madhav Copper's stock expected returns. We can calculate the autocorrelation of Madhav Copper returns to help us make a trade decision. For example, suppose you find that Madhav Copper 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 |
Madhav Copper 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 Madhav Copper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madhav Copper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Madhav Copper stock over time.
Current vs Lagged Prices |
| Timeline |
Madhav Copper Lagged Returns
When evaluating Madhav Copper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madhav Copper stock have on its future price. Madhav Copper 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, Madhav Copper autocorrelation shows the relationship between Madhav Copper stock current value and its past values and can show if there is a momentum factor associated with investing in Madhav Copper 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 Madhav Stock
Madhav Copper financial ratios help investors to determine whether Madhav 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 Madhav with respect to the benefits of owning Madhav Copper security.