LT Infrastructure (India) Market Value

0P0000XV7L -  India Fund  

INR 23.24  1.68  6.74%

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

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

LT Infrastructure '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 LT Infrastructure's fund 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 LT Infrastructure.
0.00
05/27/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
05/17/2022
0.00
If you would invest  0.00  in LT Infrastructure on May 27, 2020 and sell it all today you would earn a total of 0.00 from holding LT Infrastructure or generate 0.0% return on investment in LT Infrastructure over 720 days. To generate capital appreciation by investing predominantly in equity and equity related instruments of companies in the...

LT Infrastructure 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 LT Infrastructure's fund 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 LT Infrastructure upside and downside potential and time the market with a certain degree of confidence.

LT Infrastructure Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for LT Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LT Infrastructure's standard deviation. In reality, there are many statistical measures that can use LT Infrastructure historical prices to predict the future LT Infrastructure's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of LT Infrastructure'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 LT Infrastructure in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
21.7323.2424.75
Details
Intrinsic
Valuation
LowReal ValueHigh
20.3121.8223.33
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as LT Infrastructure. Your research has to be compared to or analyzed against LT Infrastructure's peers to derive any actionable benefits. When done correctly, LT Infrastructure'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 LT Infrastructure.

LT Infrastructure Backtested Returns

LT Infrastructure retains Efficiency (Sharpe Ratio) of -0.0398, which conveys that the entity had -0.0398% of return per unit of price deviation over the last 3 months. Macroaxis outlook to estimating the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. LT Infrastructure exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify LT Infrastructure Standard Deviation of 1.43, mean deviation of 1.08, and Market Risk Adjusted Performance of 0.1987 to check out the risk estimate we provide.
The fund owns a Beta (Systematic Risk) of -0.3185, which conveys possible diversification benefits within a given portfolio. Let's try to break down what 0P0000XV7L's beta means in this case. As returns on the market increase, returns on owning LT Infrastructure are expected to decrease at a much lower rate. During the bear market, LT Infrastructure is likely to outperform the market. Even though it is essential to pay attention to LT Infrastructure existing price patterns, it is always good to be careful when utilizing equity price patterns. Our way in which we are estimating any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. LT Infrastructure exposes twenty-six different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.50  

Modest predictability

LT Infrastructure has modest predictability. Overlapping area represents the amount of predictability between LT Infrastructure time series from 27th of May 2020 to 22nd of May 2021 and 22nd of May 2021 to 17th of May 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 LT Infrastructure price movement. The serial correlation of 0.5 indicates that about 50.0% of current LT Infrastructure price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.6
Residual Average0.0
Price Variance3.3

LT Infrastructure lagged returns against current returns

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

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

LT Infrastructure Lagged Returns

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

LT Infrastructure Investors Sentiment

The influence of LT Infrastructure's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in 0P0000XV7L. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards LT Infrastructure in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, LT Infrastructure's short interest history, or implied volatility extrapolated from LT Infrastructure options trading.

Current Sentiment - 0P0000XV7L

LT Infrastructure Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in LT Infrastructure. What is your trading attitude regarding investing in LT Infrastructure? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Thematic Opportunities

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Please continue to LT Infrastructure Hype Analysis, LT Infrastructure Correlation, Portfolio Optimization, LT Infrastructure Volatility, as well as analyze LT Infrastructure Alpha and Beta and LT Infrastructure Performance. Note that the LT Infrastructure information on this page should be used as a complementary analysis to other LT Infrastructure'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 ETF Directory module to find actively traded Exchange Traded Funds (ETF) from around the world.

Other Tools for 0P0000XV7L Fund

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