Interarch Building (India) Market Value
| INTERARCH | 1,746 104.05 6.34% |
| Symbol | Interarch |
Interarch Building '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 Interarch Building'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 Interarch Building.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Interarch Building on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Interarch Building Products or generate 0.0% return on investment in Interarch Building over 30 days. Interarch Building is related to or competes with Alkali Metals, Ratnamani Metals, LLOYDS METALS, Nucleus Software, Computer Age, Hisar Metal, and FCS Software. Interarch Building is entity of India. It is traded as Stock on NSE exchange. More
Interarch Building 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 Interarch Building'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 Interarch Building Products upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.62 | |||
| Information Ratio | 0.1261 | |||
| Maximum Drawdown | 18.77 | |||
| Value At Risk | (5.92) | |||
| Potential Upside | 7.79 |
Interarch Building Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Interarch Building's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Interarch Building's standard deviation. In reality, there are many statistical measures that can use Interarch Building historical prices to predict the future Interarch Building's volatility.| Risk Adjusted Performance | 0.1142 | |||
| Jensen Alpha | 0.5288 | |||
| Total Risk Alpha | 0.4225 | |||
| Sortino Ratio | 0.142 | |||
| Treynor Ratio | 1.49 |
Interarch Building Backtested Returns
Interarch Building appears to be very steady, given 3 months investment horizon. Interarch Building holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. By evaluating Interarch Building's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please utilize Interarch Building's Risk Adjusted Performance of 0.1142, downside deviation of 3.62, and Market Risk Adjusted Performance of 1.5 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Interarch Building holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Interarch Building's returns are expected to increase less than the market. However, during the bear market, the loss of holding Interarch Building is expected to be smaller as well. Please check Interarch Building's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Interarch Building's current trending patterns will revert.
Auto-correlation | 0.40 |
Average predictability
Interarch Building Products has average predictability. Overlapping area represents the amount of predictability between Interarch Building time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 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 Interarch Building price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Interarch Building price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1780.95 |
Interarch Building lagged returns against current returns
Autocorrelation, which is Interarch Building 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 Interarch Building's stock expected returns. We can calculate the autocorrelation of Interarch Building returns to help us make a trade decision. For example, suppose you find that Interarch Building 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 |
Interarch Building 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 Interarch Building stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Interarch Building stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Interarch Building stock over time.
Current vs Lagged Prices |
| Timeline |
Interarch Building Lagged Returns
When evaluating Interarch Building's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Interarch Building stock have on its future price. Interarch Building 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, Interarch Building autocorrelation shows the relationship between Interarch Building stock current value and its past values and can show if there is a momentum factor associated with investing in Interarch Building Products.
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.Additional Tools for Interarch Stock Analysis
When running Interarch Building's price analysis, check to measure Interarch Building'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 Interarch Building is operating at the current time. Most of Interarch Building's value examination focuses on studying past and present price action to predict the probability of Interarch Building's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Interarch Building's price. Additionally, you may evaluate how the addition of Interarch Building to your portfolios can decrease your overall portfolio volatility.