MahindraMahindra OTC Stock Market Value

MAHMF
 Stock
  

USD 15.00  0.00  0.00%   

MahindraMahindra's market value is the price at which a share of MahindraMahindra stock trades on a public exchange. It measures the collective expectations of MahindraMahindra Dp ADR investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of MahindraMahindra Dp ADR and determine expected loss or profit from investing in MahindraMahindra over a given investment horizon. Additionally, see MahindraMahindra Correlation, MahindraMahindra Volatility and MahindraMahindra Alpha and Beta module to complement your research on MahindraMahindra.
Symbol


Please note, there is a significant difference between MahindraMahindra's value and its price as these two are different measures arrived at by different means. Investors typically determine MahindraMahindra value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MahindraMahindra'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.

MahindraMahindra '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 MahindraMahindra's otc 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 MahindraMahindra.
0.00
01/09/2021
No Change 0.00  0.0 
In 1 year 10 months and 22 days
11/30/2022
0.00
If you would invest  0.00  in MahindraMahindra on January 9, 2021 and sell it all today you would earn a total of 0.00 from holding MahindraMahindra Dp ADR or generate 0.0% return on investment in MahindraMahindra over 690 days. MahindraMahindra is related to or competes with CGI. Mahindra Mahindra Limited provides mobility products and farm solutions in India and internationally More

MahindraMahindra 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 MahindraMahindra's otc 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 MahindraMahindra Dp ADR upside and downside potential and time the market with a certain degree of confidence.

MahindraMahindra Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for MahindraMahindra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MahindraMahindra's standard deviation. In reality, there are many statistical measures that can use MahindraMahindra historical prices to predict the future MahindraMahindra's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of MahindraMahindra's 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. Please use the tools below to analyze the current value of MahindraMahindra in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
12.9015.0017.10
Details
Intrinsic
Valuation
LowReal ValueHigh
13.1115.2117.31
Details
Naive
Forecast
LowNext ValueHigh
12.1914.2916.40
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14.7515.4916.23
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MahindraMahindra. Your research has to be compared to or analyzed against MahindraMahindra's peers to derive any actionable benefits. When done correctly, MahindraMahindra's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in MahindraMahindra Dp ADR.

MahindraMahindra Dp ADR Backtested Returns

We consider MahindraMahindra not too volatile. MahindraMahindra Dp ADR has Sharpe Ratio of 0.006, which conveys that the firm had 0.006% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for MahindraMahindra, which you can use to evaluate the future volatility of the firm. Please verify MahindraMahindra Dp ADR mean deviation of 0.6305, and Risk Adjusted Performance of 0.0112 to check out if the risk estimate we provide is consistent with the expected return of 0.0126%.
The company secures a Beta (Market Risk) of 0.0809, which conveys not very significant fluctuations relative to the market. Let's try to break down what MahindraMahindra's beta means in this case. As returns on the market increase, MahindraMahindra returns are expected to increase less than the market. However, during the bear market, the loss on holding MahindraMahindra will be expected to be smaller as well. Although it is important to respect MahindraMahindra Dp ADR price patterns, it is better to be realistic regarding the information on the equity's historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing MahindraMahindra Dp ADR technical indicators, you can presently evaluate if the expected return of 0.0126% will be sustainable into the future. MahindraMahindra Dp ADR right now secures a risk of 2.1%. Please verify MahindraMahindra Dp ADR information ratio, as well as the relationship between the value at risk and expected short fall to decide if MahindraMahindra Dp ADR will be following its current price movements.

Auto-correlation

    
  0.19  

Very weak predictability

MahindraMahindra Dp ADR has very weak predictability. Overlapping area represents the amount of predictability between MahindraMahindra time series from 9th of January 2021 to 20th of December 2021 and 20th of December 2021 to 30th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MahindraMahindra Dp ADR price movement. The serial correlation of 0.19 indicates that over 19.0% of current MahindraMahindra price fluctuation can be explain by its past prices.
Correlation Coefficient0.19
Spearman Rank Test0.35
Residual Average0.0
Price Variance4.03

MahindraMahindra Dp ADR lagged returns against current returns

Autocorrelation, which is MahindraMahindra otc 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 MahindraMahindra's otc stock expected returns. We can calculate the autocorrelation of MahindraMahindra returns to help us make a trade decision. For example, suppose you find that MahindraMahindra otc stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

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

MahindraMahindra Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in MahindraMahindra without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as MahindraMahindra Dp ADR using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see MahindraMahindra Correlation, MahindraMahindra Volatility and MahindraMahindra Alpha and Beta module to complement your research on MahindraMahindra. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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When running MahindraMahindra Dp ADR price analysis, check to measure MahindraMahindra'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 MahindraMahindra is operating at the current time. Most of MahindraMahindra's value examination focuses on studying past and present price action to predict the probability of MahindraMahindra's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move MahindraMahindra's price. Additionally, you may evaluate how the addition of MahindraMahindra to your portfolios can decrease your overall portfolio volatility.
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MahindraMahindra technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, otc market cycles, or different charting patterns.
A focus of MahindraMahindra technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of MahindraMahindra trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...