Mrs Bectors (India) Market Value
| BECTORFOOD | 1,814 16.20 0.90% |
| Symbol | Mrs |
Mrs Bectors '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 Mrs Bectors' 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 Mrs Bectors.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Mrs Bectors on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Mrs Bectors Food or generate 0.0% return on investment in Mrs Bectors over 180 days. Mrs Bectors is related to or competes with ADF Foods, Nucleus Software, Dodla Dairy, Compucom Software, R S, LT Technology, and Syrma SGS. Mrs Bectors is entity of India. It is traded as Stock on NSE exchange. More
Mrs Bectors 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 Mrs Bectors' 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 Mrs Bectors Food upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.99 | |||
| Information Ratio | 0.0442 | |||
| Maximum Drawdown | 17.94 | |||
| Value At Risk | (5.62) | |||
| Potential Upside | 6.69 |
Mrs Bectors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mrs Bectors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mrs Bectors' standard deviation. In reality, there are many statistical measures that can use Mrs Bectors historical prices to predict the future Mrs Bectors' volatility.| Risk Adjusted Performance | 0.073 | |||
| Jensen Alpha | 0.129 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.0494 | |||
| Treynor Ratio | 0.2402 |
Mrs Bectors Food Backtested Returns
Mrs Bectors appears to be very steady, given 3 months investment horizon. Mrs Bectors Food has Sharpe Ratio of 0.0778, which conveys that the firm had a 0.0778% return per unit of risk over the last 3 months. We have found thirty technical indicators for Mrs Bectors, which you can use to evaluate the volatility of the firm. Please exercise Mrs Bectors' Downside Deviation of 2.99, risk adjusted performance of 0.073, and Mean Deviation of 2.35 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mrs Bectors holds a performance score of 6. The company secures a Beta (Market Risk) of 1.15, which conveys a somewhat significant risk relative to the market. Mrs Bectors returns are very sensitive to returns on the market. As the market goes up or down, Mrs Bectors is expected to follow. Please check Mrs Bectors' expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Mrs Bectors' current price movements will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Mrs Bectors Food has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mrs Bectors time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mrs Bectors Food price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Mrs Bectors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 12.3 K |
Mrs Bectors Food lagged returns against current returns
Autocorrelation, which is Mrs Bectors 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 Mrs Bectors' stock expected returns. We can calculate the autocorrelation of Mrs Bectors returns to help us make a trade decision. For example, suppose you find that Mrs Bectors 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 |
Mrs Bectors 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 Mrs Bectors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mrs Bectors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mrs Bectors stock over time.
Current vs Lagged Prices |
| Timeline |
Mrs Bectors Lagged Returns
When evaluating Mrs Bectors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mrs Bectors stock have on its future price. Mrs Bectors 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, Mrs Bectors autocorrelation shows the relationship between Mrs Bectors stock current value and its past values and can show if there is a momentum factor associated with investing in Mrs Bectors Food.
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.Other Information on Investing in Mrs Stock
Mrs Bectors financial ratios help investors to determine whether Mrs 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 Mrs with respect to the benefits of owning Mrs Bectors security.