NSE

Tata Steel Limited

TATASTEEL.NS

₹199.85

+1.99+1.01%

Day High

₹200.09

Day Low

₹198.15

52W High

₹224.40

52W Low

₹150.48

Volume

1.39Cr

Prev Close

₹197.86

Currency

INR

Last update

18/06/26, 8:12 am

Composite signal

SELL

Score-31/100

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 40.0: bearish momentum
MACD below signal line (bearish)

Price · Moving averages · Bollinger bands

RSI (14)

MACD (12, 26, 9)

Descriptive statistics (1Y)

Annualized return: 31.24%
Annualized volatility: 26.87%
Sharpe ratio (rf 6%): 0.94
Max drawdown: -14.85%
Best day: 5.97%
Worst day: -6.77%
Skewness: -0.16
Excess kurtosis: 1.61
Value-at-Risk 95% (1d): 2.51%
Conditional VaR 95%: 3.73%
Up/Down days: 131 / 115

Daily return distribution (%)

Linear regression forecast (30d)

30d target

₹212.22

Trend

+6.19%

R²

0.038

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

Monte Carlo simulation · 1,000 paths · 30d

Expected

₹205.65

Median

₹205.21

5% – 95%

₹175 – ₹236

P(gain)

61.8%

Geometric Brownian Motion using historical drift & volatility. Probability of finishing above today's close after 30 trading days: 61.8%.

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