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NTPC Limited

NTPC.NS
₹361.65
+7.75+2.19%
Day High
₹363.55
Day Low
₹354.05
52W High
₹414.40
52W Low
₹315.55
Volume
84.7L
Prev Close
₹353.90
Currency
INR
Last update
18/06/26, 8:17 am
Composite signal
SELL
Score-41/100
  • Price below 20-day SMA (short-term weakness)
  • 20-day SMA below 50-day SMA (bearish regime)
  • Trading above 200-day SMA (long-term bull trend)
  • RSI 41.5: bearish momentum
  • MACD below signal line (bearish)
  • Negative 1-month momentum (-7.0%)

Price · Moving averages · Bollinger bands

RSI (14)

MACD (12, 26, 9)

Descriptive statistics (1Y)

Annualized return
10.27%
Annualized volatility
18.68%
Sharpe ratio (rf 6%)
0.23
Max drawdown
-15.14%
Best day
4.70%
Worst day
-3.11%
Skewness
0.41
Excess kurtosis
0.89
Value-at-Risk 95% (1d)
1.68%
Conditional VaR 95%
2.27%
Up/Down days
121 / 120

Daily return distribution (%)

Linear regression forecast (30d)

30d target
₹363.43
Trend
+0.49%
0.110

OLS regression on last 60 trading days; shaded band shows 95% prediction interval.

Monte Carlo simulation · 1,000 paths · 30d

Expected
₹366.31
Median
₹365.10
5% – 95%
₹329 – ₹409
P(gain)
56.0%

Geometric Brownian Motion using historical drift & volatility. Probability of finishing above today's close after 30 trading days: 56.0%.

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