ac investment research

Should I Buy NSE:ARSHIYA Stock? (3% Forecasted Return) | ARSHIYA Arshiya Limited Stock Forecast



To assess an issuer's standing in the credit markets, we may look at factors such as equity, debt, and credit default swaps (CDS) trading levels, where available, relative to peers and market averages. For example, lower-than-average debt trading levels or widening rating-adjusted spreads relative to market averages may indicate decreasing market confidence about a company's prospects and ability to meet its debt maturities. As a result, the company could have increased difficulty accessing the capital markets.For companies in more volatile sectors, we assess the resiliency of liquidity through a cycle. If we do not believe the resulting descriptor reflects sustainable liquidity characteristics, we could adjust our liquidity assessment downward. For example, we could lower our liquidity assessment on a volatile company to strong from exceptional if we believe key quantitative measures typical of exceptional liquidity are not sustainable over the forecast period. This could especially be true if we believe there is a higher prospect of ratios weakening from the peak of an economic cycle. We estimate ARSHIYA Arshiya Limited stock forecast parameters by: Bollinger Bands %B with ANOVA because of derivatives receivables represent more than 3% of total assets for entities reporting under IFRS (or under local GAAP similar to IFRS for the accounting of derivatives) and are domiciled in countries for which our BICRA group is '1' to '4' (3% Forecasted Return)

NSE:ARSHIYA Stock Forecast (Buy or Sell) as of 21 Jun 2022 for (n+6 month)

Stock: ARSHIYA Arshiya Limited

Time series to forecast n: 21 Jun 2022 for (n+6 month)

x axis:Likelihood %
y axis:Potential Impact %
z axis:Color (yellow to green) Technical Analysis %

Stock Forecast Criteria and Models for ARSHIYA Arshiya Limited

  • In certain exceptional cases, we may consider deducting a greater amount of DTAs that arise from timing differences than the amount resulting from the calculation in the previous paragraphs. This may be the case when both the regulatory deduction of such DTAs (that arise from timing differences) is higher than the deduction described in the previous paragraph and we consider that this higher deduction appropriately reflects the risks of unexpected losses embedded in the stock of DTAs accumulated by the institution.
  • The risk weight for "other items" is 50% higher than the corresponding risk weight for unsecured retail lending, except when "other items" are more than 5% of total exposures.
  • RACF does not adjust related exposures for nonfinancial collateral other than gold. This reflects our concerns about discrepancies among the valuation methodologies institutions may use and that we have already factored typical loan collateralization into our industry benchmarks for corporate exposures.
  • We determine normalized loss rates using default and transition studies for corporate, sovereign, and financial institutions exposures and our assessment of long-term average annualized through-the-cycle expected losses informed by historical losses for retail and personal exposures. This normalized, through-the-cycle loss estimate is more conservative than an expected loss calculation based on a shorter time horizon, which might exclude periods of recession.
  • For entities that do not publish the Basel III regulatory CVA charge (for example, because they are not domiciled in Basel III jurisdictions) but exceed the above thresholds, we compute the RAC CVA charge as a percentage of derivatives receivables (asset side of the balance sheet), with multipliers calibrated on a set of representative banks.
  • Trends over time and peer comparisons may be part of the quantitative analysis for both business and governmental entities.
  • Credit conversion factors (CCFs) are multipliers to translate banks' off-balance-sheet exposures into adjusted exposures. The premise is that only a fraction of off-balance-sheet exposures will be realized because borrowers do not always fully draw on available credit facilities.

Assumptions Underlying The Forecast Model for ARSHIYA Arshiya Limited

When an issuer has a shared revolving credit facility with a captive finance entity, for purposes of calculating the issuer's liquidity sources, we net outstanding commercial paper at the captive from the revolver's borrowing availability. In these cases, we generally use an estimate of peak CP borrowings at the captive to avoid potentially overstating sources available to the issuer over a 12- to 24-month period.

Frequently Asked QuestionsQ: Is ARSHIYA Arshiya Limited stock buy or sell?
A: To assess an issuer's standing in the credit markets, we may look at factors such as equity, debt, and credit default swaps (CDS) trading levels, where available, relative to peers and market averages. For example, lower-than-average debt trading levels or widening rating-adjusted spreads relative to market averages may indicate decreasing market confidence about a company's prospects and ability to meet its debt maturities. As a result, the company could have increased difficulty accessing the capital markets.
Q: Is ARSHIYA Arshiya Limited stock expected to go up?
A: For companies in more volatile sectors, we assess the resiliency of liquidity through a cycle. If we do not believe the resulting descriptor reflects sustainable liquidity characteristics, we could adjust our liquidity assessment downward. For example, we could lower our liquidity assessment on a volatile company to strong from exceptional if we believe key quantitative measures typical of exceptional liquidity are not sustainable over the forecast period. This could especially be true if we believe there is a higher prospect of ratios weakening from the peak of an economic cycle.
Q: What is the forecast for ARSHIYA Arshiya Limited ?
A: When an issuer has a shared revolving credit facility with a captive finance entity, for purposes of calculating the issuer's liquidity sources, we net outstanding commercial paper at the captive from the revolver's borrowing availability. In these cases, we generally use an estimate of peak CP borrowings at the captive to avoid potentially overstating sources available to the issuer over a 12- to 24-month period.
Q: What is the consensus rating of ARSHIYA Arshiya Limited ?
A: The consensus rating for ARSHIYA Arshiya Limited is 88.
Q: What are the risks of investing ARSHIYA Arshiya Limited ?
A: We use risk analysis for ARSHIYA Arshiya Limited because of derivatives receivables represent more than 3% of total assets for entities reporting under IFRS (or under local GAAP similar to IFRS for the accounting of derivatives) and are domiciled in countries for which our BICRA group is '1' to '4'


ARSHIYA Arshiya Limited
AC Investment Research

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