Shriram Life Competition

0P0000NPNE -  India Fund  

INR 30.41  1.57  5.44%

Shriram Competition 

 
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Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Shriram Life'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 Shriram Life in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
28.9130.4131.91
Details
Intrinsic
Valuation
LowReal ValueHigh
28.9730.4731.97
Details
Naive
Forecast
LowNext ValueHigh
30.3231.8333.33
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
28.4229.6130.80
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Shriram Life. Your research has to be compared to or analyzed against Shriram Life's peers to derive any actionable benefits. When done correctly, Shriram Life'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 Shriram Life Maximus.

Shriram Life Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Shriram Life and its competitors represents the degree of relationship between the price movements of corresponding stocks. A correlation of about +1.0 implies that the price of Shriram and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Shriram Life Maximus does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Shriram Life Competition Risk-Adjusted Indicators

Nowadays, there is a big difference between Shriram Life stock performing well and Shriram Life Fund doing well compared to the competition. There are way too many exceptions to the normal that investors can tell for sure what's good or bad unless they analyze Shriram Life's multiple risk-adjusted performance indicators. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean
Deviation
Jensen
Alpha
Sortino
Ratio
Treynor
Ratio
Semi
Deviation
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
TWTR
 1.66 (0.77)  0.00 (0.67)  0.00 (0.32)  0.00  3.21 (4.02)  14.07 
MSFT
 1.12  0.02  0.01  0.08  1.48  0.0077 (1.14)  2.32 (2.91)  8.44 
UBER
 2.46 (0.24)  0.00 (0.07)  0.00 (0.06)  0.00  5.72 (4.28)  12.55 
F
 2.24  0.69  0.37  0.52  1.50  0.24 (2.90)  5.62 (2.85)  14.36 
T
 1.16  0.11  0.06  0.28  1.16  0.05 (1.38)  2.74 (1.50)  7.69 
A
 1.16 (0.10)  0.00 (0.07)  0.00 (0.08)  0.00  1.96 (2.82)  7.81 
CRM
 1.50 (0.39)  0.00 (0.17)  0.00 (0.15)  0.00  2.27 (3.87)  16.15 
JPM
 1.03 (0.09)  0.00 (0.02)  0.00 (0.05)  0.00  2.12 (2.08)  5.62 
MRK
 1.20  0.07  0.00  0.82  2.24  0.0056 (1.15)  2.43 (2.83)  16.02 
XOM
 1.25  0.20  0.12  0.22  1.51  0.13 (1.30)  2.63 (2.60)  6.94 

Shriram Life Competitive Analysis

The better you understand Shriram Life competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Shriram Life's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Shriram Life's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart

Shriram Life Competition Performance Charts

Complement your Shriram Life position

In addition to having Shriram Life in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Millennials Best Thematic Idea Now

Millennials Best
Millennials Best Theme
Companies or funds that provide products or services that appeal to the generation of millennials and that are expected to experience growth in the next 5 years. The millennial generation usually refers to the demographic population that were born between 1980 to 2000. Millennials Best theme has 72 constituents.
View All  Next Launch Millennials Best
Please continue to Shriram Life Correlation with its peers. Note that the Shriram Life Maximus information on this page should be used as a complementary analysis to other Shriram Life's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

Other Tools for Shriram Fund

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