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NSE
Bajaj Finance Limited
BAJFINANCE.NS
₹956.65
+38.35+4.18%Day High
₹960.00
Day Low
₹948.00
52W High
₹1,102.50
52W Low
₹787.90
Volume
31.27L
Prev Close
₹918.30
Currency
INR
Last update
18/06/26, 8:02 am
Composite signal
HOLD
Score5/100
- Price above 20-day SMA (short-term uptrend)
- 20-day SMA below 50-day SMA (bearish regime)
- Trading below 200-day SMA (long-term bear trend)
- RSI 61.8: bullish momentum
- MACD above signal line (bullish)
- Strong 1-month momentum (+5.4%)
Price · Moving averages · Bollinger bands
RSI (14)
MACD (12, 26, 9)
Descriptive statistics (1Y)
- Annualized return
- 8.31%
- Annualized volatility
- 29.21%
- Sharpe ratio (rf 6%)
- 0.08
- Max drawdown
- -26.74%
- Best day
- 7.01%
- Worst day
- -7.35%
- Skewness
- 0.05
- Excess kurtosis
- 2.47
- Value-at-Risk 95% (1d)
- 2.79%
- Conditional VaR 95%
- 4.24%
- Up/Down days
- 130 / 115
Daily return distribution (%)
Linear regression forecast (30d)
30d target
₹960.16
Trend
+0.37%
R²
0.153
OLS regression on last 60 trading days; shaded band shows 95% prediction interval.
Monte Carlo simulation · 1,000 paths · 30d
Expected
₹967.22
Median
₹958.37
5% – 95%
₹817 – ₹1,145
P(gain)
51.0%
Geometric Brownian Motion using historical drift & volatility. Probability of finishing above today's close after 30 trading days: 51.0%.
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