Shradha Infraprojects (India) Market Value
| SHRADHA Stock | 58.80 3.67 5.87% |
| Symbol | Shradha |
Shradha 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 Shradha 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 Shradha Infraprojects.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Shradha Infraprojects on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Shradha Infraprojects Limited or generate 0.0% return on investment in Shradha Infraprojects over 90 days. Shradha Infraprojects is related to or competes with Patanjali Foods, Investment Trust, ADF Foods, LT Foods, Industrial Investment, Megastar Foods, and Sarveshwar Foods. More
Shradha 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 Shradha 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 Shradha Infraprojects Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 21.64 | |||
| Value At Risk | (5.03) | |||
| Potential Upside | 8.02 |
Shradha Infraprojects Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shradha Infraprojects' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shradha Infraprojects' standard deviation. In reality, there are many statistical measures that can use Shradha Infraprojects historical prices to predict the future Shradha Infraprojects' volatility.| Risk Adjusted Performance | 8.0E-4 | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shradha Infraprojects' 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.
Shradha Infraprojects Backtested Returns
Shradha Infraprojects owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Shradha Infraprojects Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Shradha Infraprojects' Variance of 15.47, risk adjusted performance of 8.0E-4, and Coefficient Of Variation of (10,775) to confirm the risk estimate we provide. The entity has a beta of 0.97, which indicates possible diversification benefits within a given portfolio. Shradha Infraprojects returns are very sensitive to returns on the market. As the market goes up or down, Shradha Infraprojects is expected to follow. At this point, Shradha Infraprojects has a negative expected return of -0.0365%. Please make sure to validate Shradha Infraprojects' daily balance of power, and the relationship between the skewness and day typical price , to decide if Shradha Infraprojects performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Shradha Infraprojects Limited has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Shradha Infraprojects time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Shradha Infraprojects price movement. The serial correlation of -0.79 indicates that around 79.0% of current Shradha Infraprojects price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 25.04 |
Shradha Infraprojects lagged returns against current returns
Autocorrelation, which is Shradha 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 Shradha Infraprojects' stock expected returns. We can calculate the autocorrelation of Shradha Infraprojects returns to help us make a trade decision. For example, suppose you find that Shradha 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 |
Shradha 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 Shradha Infraprojects stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shradha Infraprojects stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shradha Infraprojects stock over time.
Current vs Lagged Prices |
| Timeline |
Shradha Infraprojects Lagged Returns
When evaluating Shradha Infraprojects' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shradha Infraprojects stock have on its future price. Shradha 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, Shradha Infraprojects autocorrelation shows the relationship between Shradha Infraprojects stock current value and its past values and can show if there is a momentum factor associated with investing in Shradha 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.Other Information on Investing in Shradha Stock
Shradha Infraprojects financial ratios help investors to determine whether Shradha 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 Shradha with respect to the benefits of owning Shradha Infraprojects security.