Sun Pharmaceutical (India) Market Value
| SUNPHARMA | 1,641 1.60 0.1% |
| Symbol | Sun |
Sun Pharmaceutical '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 Sun Pharmaceutical'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 Sun Pharmaceutical.
| 07/18/2025 |
| 08/17/2025 |
If you would invest 0.00 in Sun Pharmaceutical on July 18, 2025 and sell it all today you would earn a total of 0.00 from holding Sun Pharmaceutical Industries or generate 0.0% return on investment in Sun Pharmaceutical over 30 days. Sun Pharmaceutical is related to or competes with Jindal Drilling, Hindustan Construction, Pondy Oxides, JGCHEMICALS, Paramount Communications, and Generic Engineering. Sun Pharmaceutical is entity of India. It is traded as Stock on NSE exchange. More
Sun Pharmaceutical 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 Sun Pharmaceutical'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 Sun Pharmaceutical Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 7.18 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.36 |
Sun Pharmaceutical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sun Pharmaceutical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sun Pharmaceutical's standard deviation. In reality, there are many statistical measures that can use Sun Pharmaceutical historical prices to predict the future Sun Pharmaceutical's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 1.2 |
Sun Pharmaceutical Backtested Returns
Sun Pharmaceutical owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0664, which indicates the firm had a -0.0664 % return per unit of risk over the last 3 months. Sun Pharmaceutical Industries exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sun Pharmaceutical's Coefficient Of Variation of (1,351), risk adjusted performance of (0.05), and Variance of 1.11 to confirm the risk estimate we provide. The entity has a beta of -0.0734, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sun Pharmaceutical are expected to decrease at a much lower rate. During the bear market, Sun Pharmaceutical is likely to outperform the market. At this point, Sun Pharmaceutical has a negative expected return of -0.0704%. Please make sure to validate Sun Pharmaceutical's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Sun Pharmaceutical performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.67 |
Good predictability
Sun Pharmaceutical Industries has good predictability. Overlapping area represents the amount of predictability between Sun Pharmaceutical time series from 18th of July 2025 to 2nd of August 2025 and 2nd of August 2025 to 17th 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 Sun Pharmaceutical price movement. The serial correlation of 0.67 indicates that around 67.0% of current Sun Pharmaceutical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 423.21 |
Sun Pharmaceutical lagged returns against current returns
Autocorrelation, which is Sun Pharmaceutical 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 Sun Pharmaceutical's stock expected returns. We can calculate the autocorrelation of Sun Pharmaceutical returns to help us make a trade decision. For example, suppose you find that Sun Pharmaceutical 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 |
Sun Pharmaceutical 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 Sun Pharmaceutical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sun Pharmaceutical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sun Pharmaceutical stock over time.
Current vs Lagged Prices |
| Timeline |
Sun Pharmaceutical Lagged Returns
When evaluating Sun Pharmaceutical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sun Pharmaceutical stock have on its future price. Sun Pharmaceutical 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, Sun Pharmaceutical autocorrelation shows the relationship between Sun Pharmaceutical stock current value and its past values and can show if there is a momentum factor associated with investing in Sun Pharmaceutical Industries.
Regressed Prices |
| Timeline |
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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 Sun Stock Analysis
When running Sun Pharmaceutical's price analysis, check to measure Sun Pharmaceutical'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 Sun Pharmaceutical is operating at the current time. Most of Sun Pharmaceutical's value examination focuses on studying past and present price action to predict the probability of Sun Pharmaceutical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sun Pharmaceutical's price. Additionally, you may evaluate how the addition of Sun Pharmaceutical to your portfolios can decrease your overall portfolio volatility.