BAJFINANCE.NS

Bajaj Finance Ltd

₹1,087.00

-0.35%(-₹3.80)

Financial ServicesNSE

Price History (90 Days)

Trading Volume

Price Forecast (5 Trading Days)

ARIMA and XGBoost projections trained on data through 14 Aug 2026. Statistical extrapolation for academic purposes, not investment advice.

Backtested accuracy for each forecasting model
Model	MAPE	RMSE	Random walk RMSE	Direction	Skill
ARIMAorder=(0, 1, 0)	1.51%	24.86	25.28	34.5%	Beats random walk
XGBoostn_estimators=200,max_depth=3,lr=0.03,subsample=0.8	1.60%	24.33	25.28	34.5%	Beats random walk

Forecast values by target date
Target date	ARIMA	XGBoost
17 Aug 2026	₹1,087.00+0.00% vs last close₹1,049.52 – ₹1,125.82	₹1,076.96-0.92% vs last close
18 Aug 2026	₹1,087.00+0.00% vs last close₹1,034.37 – ₹1,142.31	₹1,085.92-0.10% vs last close
19 Aug 2026	₹1,087.00+0.00% vs last close₹1,022.90 – ₹1,155.12	₹1,082.31-0.43% vs last close
20 Aug 2026	₹1,087.00+0.00% vs last close₹1,013.32 – ₹1,166.03	₹1,084.00-0.28% vs last close
21 Aug 2026	₹1,087.00+0.00% vs last close₹1,004.96 – ₹1,175.73	₹1,085.88-0.10% vs last close

These are statistical extrapolations of past prices produced by ARIMA and XGBoost models, shown for academic purposes. Metrics come from a walk-forward backtest on data the models were not trained on.

MAPE is mean absolute percentage error and RMSE is root mean squared error, both lower-is-better. Direction is how often the predicted up/down move matched reality, where 50% is a coin flip. The random walk column predicts that tomorrow equals today; a model that does not beat it carries no predictive information.

Nothing here is investment advice or a recommendation to buy, sell or hold any security. Past price behaviour does not determine future returns.

Key Metrics

Open

₹1,090.80

High

₹1,098.50

Low

₹1,085.20

₹1,087.00

Volume

42,25,781

Daily Return

-0.35%

7-Day MA

₹1,098.61

20-Day MA

₹1,087.15

Volatility

42.56%

52-Week High

₹1,176.40

52-Week Low

₹783.09

Avg Volume

85,19,650

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Data source: Yahoo Finance via yfinance. Last recorded date: 14 Aug 2026. Historical data points: 22 records.