PNC Infratech (India) Market Value

PNCINFRA   308.10  1.15  0.37%   
PNC Infratech's market value is the price at which a share of PNC Infratech trades on a public exchange. It measures the collective expectations of PNC Infratech Limited investors about its performance. PNC Infratech is selling at 308.10 as of the 24th of December 2024; that is 0.37 percent increase since the beginning of the trading day. The stock's lowest day price was 305.55.
With this module, you can estimate the performance of a buy and hold strategy of PNC Infratech Limited and determine expected loss or profit from investing in PNC Infratech over a given investment horizon. Check out PNC Infratech Correlation, PNC Infratech Volatility and PNC Infratech Alpha and Beta module to complement your research on PNC Infratech.
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Please note, there is a significant difference between PNC Infratech's value and its price as these two are different measures arrived at by different means. Investors typically determine if PNC Infratech is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PNC Infratech's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

PNC Infratech '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 PNC Infratech'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 PNC Infratech.
0.00
11/24/2024
No Change 0.00  0.0 
In 31 days
12/24/2024
0.00
If you would invest  0.00  in PNC Infratech on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding PNC Infratech Limited or generate 0.0% return on investment in PNC Infratech over 30 days. PNC Infratech is related to or competes with MRF, JSW Holdings, Maharashtra Scooters, Nalwa Sons, Kalyani Investment, Pilani Investment, and Vardhman Holdings. PNC Infratech is entity of India. It is traded as Stock on NSE exchange. More

PNC Infratech 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 PNC Infratech'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 PNC Infratech Limited upside and downside potential and time the market with a certain degree of confidence.

PNC Infratech Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for PNC Infratech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PNC Infratech's standard deviation. In reality, there are many statistical measures that can use PNC Infratech historical prices to predict the future PNC Infratech's volatility.
Hype
Prediction
LowEstimatedHigh
306.96310.78314.60
Details
Intrinsic
Valuation
LowRealHigh
227.26231.08338.91
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Earnings
Estimates (0)
LowProjected EPSHigh
0.000.000.00
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PNC Infratech Limited Backtested Returns

PNC Infratech Limited retains Efficiency (Sharpe Ratio) of -0.13, which implies the firm had a -0.13% return per unit of risk over the last 3 months. PNC Infratech exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PNC Infratech's coefficient of variation of (842.56), and Market Risk Adjusted Performance of (0.28) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of 1.54, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, PNC Infratech will likely underperform. At this point, PNC Infratech Limited has a negative expected return of -0.51%. Please make sure to check PNC Infratech's total risk alpha, as well as the relationship between the kurtosis and day typical price , to decide if PNC Infratech Limited performance from the past will be repeated at future time.

Auto-correlation

    
  -0.56  

Good reverse predictability

PNC Infratech Limited has good reverse predictability. Overlapping area represents the amount of predictability between PNC Infratech time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 PNC Infratech Limited price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current PNC Infratech price fluctuation can be explain by its past prices.
Correlation Coefficient-0.56
Spearman Rank Test-0.25
Residual Average0.0
Price Variance146.15

PNC Infratech Limited lagged returns against current returns

Autocorrelation, which is PNC Infratech 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 PNC Infratech's stock expected returns. We can calculate the autocorrelation of PNC Infratech returns to help us make a trade decision. For example, suppose you find that PNC Infratech 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  

PNC Infratech 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 PNC Infratech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PNC Infratech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PNC Infratech stock over time.
   Current vs Lagged Prices   
       Timeline  

PNC Infratech Lagged Returns

When evaluating PNC Infratech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PNC Infratech stock have on its future price. PNC Infratech 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, PNC Infratech autocorrelation shows the relationship between PNC Infratech stock current value and its past values and can show if there is a momentum factor associated with investing in PNC Infratech Limited.
   Regressed Prices   
       Timeline  

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Additional Tools for PNC Stock Analysis

When running PNC Infratech's price analysis, check to measure PNC Infratech'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 PNC Infratech is operating at the current time. Most of PNC Infratech's value examination focuses on studying past and present price action to predict the probability of PNC Infratech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PNC Infratech's price. Additionally, you may evaluate how the addition of PNC Infratech to your portfolios can decrease your overall portfolio volatility.