NSE

UltraTech Cement Limited

ULTRACEMCO.NS

₹11,407.00

+290.00+2.61%

Day High

₹11,449.00

Day Low

₹11,235.00

52W High

₹13,110.00

52W Low

₹10,325.00

Volume

1.98L

Prev Close

₹11,117.00

Currency

INR

Last update

18/06/26, 8:11 am

Composite signal

HOLD

Score-5/100

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 52.7: bullish momentum
MACD above signal line (bullish)

Price · Moving averages · Bollinger bands

RSI (14)

MACD (12, 26, 9)

Descriptive statistics (1Y)

Annualized return: 2.53%
Annualized volatility: 22.50%
Sharpe ratio (rf 6%): -0.15
Max drawdown: -20.61%
Best day: 6.10%
Worst day: -5.23%
Skewness: 0.07
Excess kurtosis: 2.74
Value-at-Risk 95% (1d): 2.06%
Conditional VaR 95%: 3.26%
Up/Down days: 122 / 124

Daily return distribution (%)

Linear regression forecast (30d)

30d target

₹11,408.72

Trend

+0.02%

R²

0.001

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

Monte Carlo simulation · 1,000 paths · 30d

Expected

₹11,409.44

Median

₹11,376.35

5% – 95%

₹10,088 – ₹12,844

P(gain)

48.5%

Geometric Brownian Motion using historical drift & volatility. Probability of finishing above today's close after 30 trading days: 48.5%.

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