BSE (India) Market Value

BSESN -  India Index  

 57,858  366.64  0.64%

BSE's market value is the price at which a share of BSE stock trades on a public exchange. It measures the collective expectations of BSE investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of BSE and determine expected loss or profit from investing in BSE over a given investment horizon. Check out BSE Hype Analysis, BSE Correlation, Portfolio Optimization, BSE Volatility, as well as analyze BSE Alpha and Beta and BSE Performance.
Symbol
Backtest

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

BSE '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 BSE's index 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 BSE.
0.00
10/28/2021
No Change 0.00  0.0 
In 2 months and 31 days
01/26/2022
0.00
If you would invest  0.00  in BSE on October 28, 2021 and sell it all today you would earn a total of 0.00 from holding BSE or generate 0.0% return on investment in BSE over 90 days.

BSE 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 BSE's index 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 BSE upside and downside potential and time the market with a certain degree of confidence.

BSE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for BSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BSE's standard deviation. In reality, there are many statistical measures that can use BSE historical prices to predict the future BSE's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of BSE'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 BSE in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
57,85757,85857,859
Details
Intrinsic
Valuation
LowReal ValueHigh
52,07258,34658,347
Details
Naive
Forecast
LowNext ValueHigh
55,67855,67955,680
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
56,40259,22862,055
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BSE. Your research has to be compared to or analyzed against BSE's peers to derive any actionable benefits. When done correctly, BSE'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 BSE.

BSE Backtested Returns

BSE secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the index had 0.13% of return per unit of risk over the last 18 months. Our approach towards foreseeing the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for BSE, which you can use to evaluate the future volatility of the entity.
The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. Let's try to break down what BSE's beta means in this case. the returns on MARKET and BSE are completely uncorrelated. Although it is extremely important to respect BSE historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach towards foreseeing future performance of any index is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing BSE technical indicators, you can today evaluate if the expected return of 0.15% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.83)   

Excellent reverse predictability

BSE has excellent reverse predictability. Overlapping area represents the amount of predictability between BSE time series from 28th of October 2021 to 12th of December 2021 and 12th of December 2021 to 26th of January 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 BSE price movement. The serial correlation of -0.83 indicates that around 83.0% of current BSE price fluctuation can be explain by its past prices. Given that BSE has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of BSE for similar time interval.
Correlation Coefficient-0.83
Spearman Rank Test-0.5
Residual Average0.0
Price Variance2278583.11

BSE lagged returns against current returns

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

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

BSE Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in BSE without increasing your portfolio risk or giving up 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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Check out BSE Hype Analysis, BSE Correlation, Portfolio Optimization, BSE Volatility, as well as analyze BSE Alpha and Beta and BSE Performance. Note that the BSE information on this page should be used as a complementary analysis to other BSE'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 BSE Index

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