Mstc (India) Market Value
| MSTCLTD Stock | 500.00 2.65 0.53% |
| Symbol | Mstc |
Mstc '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 Mstc'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 Mstc.
| 05/01/2025 |
| 07/30/2025 |
If you would invest 0.00 in Mstc on May 1, 2025 and sell it all today you would earn a total of 0.00 from holding Mstc Limited or generate 0.0% return on investment in Mstc over 90 days. Mstc is related to or competes with Take Solutions, Binani Industries, Gayatri Highways, Blue Coast, and Jindal Photo. Mstc is entity of India. It is traded as Stock on NSE exchange. More
Mstc 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 Mstc'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 Mstc Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 4.42 |
Mstc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mstc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mstc's standard deviation. In reality, there are many statistical measures that can use Mstc historical prices to predict the future Mstc's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.19) |
Mstc Limited Backtested Returns
Mstc 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. Mstc exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mstc's Mean Deviation of 1.51, risk adjusted performance of (0.01), and Standard Deviation of 2.18 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mstc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mstc is expected to be smaller as well. At this point, Mstc Limited has a negative expected return of -0.0203%. Please make sure to verify Mstc's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Mstc Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.67 |
Good predictability
Mstc Limited has good predictability. Overlapping area represents the amount of predictability between Mstc time series from 1st of May 2025 to 15th of June 2025 and 15th of June 2025 to 30th 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 Mstc Limited price movement. The serial correlation of 0.67 indicates that around 67.0% of current Mstc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 270.44 |
Mstc Limited lagged returns against current returns
Autocorrelation, which is Mstc 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 Mstc's stock expected returns. We can calculate the autocorrelation of Mstc returns to help us make a trade decision. For example, suppose you find that Mstc 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 |
Mstc 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 Mstc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mstc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mstc stock over time.
Current vs Lagged Prices |
| Timeline |
Mstc Lagged Returns
When evaluating Mstc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mstc stock have on its future price. Mstc 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, Mstc autocorrelation shows the relationship between Mstc stock current value and its past values and can show if there is a momentum factor associated with investing in Mstc 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 Mstc Stock
Mstc financial ratios help investors to determine whether Mstc 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 Mstc with respect to the benefits of owning Mstc security.