Nucleus Software (India) Market Value
| NUCLEUS Stock | 1,088 11.60 1.05% |
| Symbol | Nucleus |
Nucleus Software '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 Nucleus Software'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 Nucleus Software.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Nucleus Software on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Nucleus Software Exports or generate 0.0% return on investment in Nucleus Software over 90 days. Nucleus Software is related to or competes with State Bank, Life Insurance, HDFC Bank, ICICI Bank, Reliance Industries, and Bank of Baroda. Nucleus Software is entity of India. It is traded as Stock on NSE exchange. More
Nucleus Software 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 Nucleus Software'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 Nucleus Software Exports upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | 0.0259 | |||
| Maximum Drawdown | 27.02 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 6.08 |
Nucleus Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nucleus Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nucleus Software's standard deviation. In reality, there are many statistical measures that can use Nucleus Software historical prices to predict the future Nucleus Software's volatility.| Risk Adjusted Performance | 0.0836 | |||
| Jensen Alpha | 0.304 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | 0.0459 | |||
| Treynor Ratio | (13.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nucleus Software's 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.
Nucleus Software Exports Backtested Returns
Nucleus Software appears to be very steady, given 3 months investment horizon. Nucleus Software Exports has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Nucleus Software, which you can use to evaluate the volatility of the firm. Please exercise Nucleus Software's Mean Deviation of 2.05, downside deviation of 2.04, and Risk Adjusted Performance of 0.0836 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nucleus Software holds a performance score of 8. The company secures a Beta (Market Risk) of -0.022, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nucleus Software are expected to decrease at a much lower rate. During the bear market, Nucleus Software is likely to outperform the market. Please check Nucleus Software's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Nucleus Software's current price movements will revert.
Auto-correlation | -0.42 |
Modest reverse predictability
Nucleus Software Exports has modest reverse predictability. Overlapping area represents the amount of predictability between Nucleus Software time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Nucleus Software Exports price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Nucleus Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 956.21 |
Nucleus Software Exports lagged returns against current returns
Autocorrelation, which is Nucleus Software 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 Nucleus Software's stock expected returns. We can calculate the autocorrelation of Nucleus Software returns to help us make a trade decision. For example, suppose you find that Nucleus Software 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 |
Nucleus Software 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 Nucleus Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nucleus Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nucleus Software stock over time.
Current vs Lagged Prices |
| Timeline |
Nucleus Software Lagged Returns
When evaluating Nucleus Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nucleus Software stock have on its future price. Nucleus Software 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, Nucleus Software autocorrelation shows the relationship between Nucleus Software stock current value and its past values and can show if there is a momentum factor associated with investing in Nucleus Software Exports.
Regressed Prices |
| Timeline |
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Additional Tools for Nucleus Stock Analysis
When running Nucleus Software's price analysis, check to measure Nucleus Software's 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 Nucleus Software is operating at the current time. Most of Nucleus Software's value examination focuses on studying past and present price action to predict the probability of Nucleus Software's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nucleus Software's price. Additionally, you may evaluate how the addition of Nucleus Software to your portfolios can decrease your overall portfolio volatility.