GTL Infrastructure (India) Market Value
| GTLINFRA | 1.40 0.01 0.71% |
| Symbol | GTL |
GTL 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 GTL Infrastructure'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 GTL Infrastructure.
| 08/19/2025 |
| 11/17/2025 |
If you would invest 0.00 in GTL Infrastructure on August 19, 2025 and sell it all today you would earn a total of 0.00 from holding GTL Infrastructure Limited or generate 0.0% return on investment in GTL Infrastructure over 90 days. GTL Infrastructure is related to or competes with Vraj Iron, Sunflag Iron, Kalyani Steels, Mahamaya Steel, Electrosteel Castings, City Union, and Vibhor Steel. GTL Infrastructure is entity of India. It is traded as Stock on NSE exchange. More
GTL 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 GTL Infrastructure'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 GTL Infrastructure Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.41 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.16 |
GTL Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GTL Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GTL Infrastructure's standard deviation. In reality, there are many statistical measures that can use GTL Infrastructure historical prices to predict the future GTL Infrastructure's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.24) |
GTL Infrastructure Backtested Returns
GTL Infrastructure holds Efficiency (Sharpe) Ratio of -0.0832, which attests that the entity had a -0.0832 % return per unit of risk over the last 3 months. GTL Infrastructure exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GTL Infrastructure's Market Risk Adjusted Performance of (0.23), risk adjusted performance of (0.01), and Coefficient Of Variation of (3,207) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GTL Infrastructure's returns are expected to increase less than the market. However, during the bear market, the loss of holding GTL Infrastructure is expected to be smaller as well. At this point, GTL Infrastructure has a negative expected return of -0.11%. Please make sure to check out GTL Infrastructure's value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if GTL Infrastructure performance from the past will be repeated at future time.
Auto-correlation | -0.06 |
Very weak reverse predictability
GTL Infrastructure Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between GTL Infrastructure time series from 19th of August 2025 to 3rd of October 2025 and 3rd of October 2025 to 17th of November 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GTL Infrastructure price movement. The serial correlation of -0.06 indicates that barely 6.0% of current GTL Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GTL Infrastructure lagged returns against current returns
Autocorrelation, which is GTL Infrastructure 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 GTL Infrastructure's stock expected returns. We can calculate the autocorrelation of GTL Infrastructure returns to help us make a trade decision. For example, suppose you find that GTL Infrastructure 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 |
GTL 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 GTL Infrastructure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GTL Infrastructure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GTL Infrastructure stock over time.
Current vs Lagged Prices |
| Timeline |
GTL Infrastructure Lagged Returns
When evaluating GTL Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GTL Infrastructure stock have on its future price. GTL 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, GTL Infrastructure autocorrelation shows the relationship between GTL Infrastructure stock current value and its past values and can show if there is a momentum factor associated with investing in GTL Infrastructure Limited.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for GTL Stock Analysis
When running GTL Infrastructure's price analysis, check to measure GTL 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 GTL Infrastructure is operating at the current time. Most of GTL Infrastructure's value examination focuses on studying past and present price action to predict the probability of GTL Infrastructure's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GTL Infrastructure's price. Additionally, you may evaluate how the addition of GTL Infrastructure to your portfolios can decrease your overall portfolio volatility.