Territorialnaya Generiruyushchay (Russia) Market Value
| TGKB Stock | 0.01 0.0001 0.75% |
| Symbol | Territorialnaya |
Territorialnaya Generiruyushchay 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Territorialnaya Generiruyushchay's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Territorialnaya Generiruyushchay.
| 02/19/2024 |
| 05/19/2024 |
If you would invest 0.00 in Territorialnaya Generiruyushchay on February 19, 2024 and sell it all today you would earn a total of 0.00 from holding Territorialnaya Generiruyushchaya Kompaniya or generate 0.0% return on investment in Territorialnaya Generiruyushchay over 90 days. Territorialnaya Generiruyushchay is related to or competes with Globaltrans Investment, Moskovskiy Kreditnyi, Polymetal International, Chelyabinsk Metallurg, Organicheskiy Sintez, and Magnitogorskiy Metallurgicheski. More
Territorialnaya Generiruyushchay Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Territorialnaya Generiruyushchay's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Territorialnaya Generiruyushchaya Kompaniya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 20.88 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 3.73 |
Territorialnaya Generiruyushchay Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Territorialnaya Generiruyushchay's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Territorialnaya Generiruyushchay's standard deviation. In reality, there are many statistical measures that can use Territorialnaya Generiruyushchay historical prices to predict the future Territorialnaya Generiruyushchay's volatility.| Risk Adjusted Performance | 0.0159 | |||
| Jensen Alpha | 0.1361 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Territorialnaya Generiruyushchay's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Territorialnaya Generiruyushchay Backtested Returns
We consider Territorialnaya Generiruyushchay out of control. Territorialnaya Generiruyushchay owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0133, which indicates the firm had a 0.0133% return per unit of risk over the last 3 months. We have found thirty technical indicators for Territorialnaya Generiruyushchaya Kompaniya, which you can use to evaluate the volatility of the company. Please validate Territorialnaya Generiruyushchay's Risk Adjusted Performance of 0.0159, semi deviation of 1.62, and Coefficient Of Variation of 7410.7 to confirm if the risk estimate we provide is consistent with the expected return of 0.0383%. Territorialnaya Generiruyushchay has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -1.2, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Territorialnaya Generiruyushchay are expected to decrease by larger amounts. On the other hand, during market turmoil, Territorialnaya Generiruyushchay is expected to outperform it. Territorialnaya Generiruyushchay right now has a risk of 2.88%. Please validate Territorialnaya Generiruyushchay sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Territorialnaya Generiruyushchay will be following its existing price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Territorialnaya Generiruyushchaya Kompaniya has weak reverse predictability. Overlapping area represents the amount of predictability between Territorialnaya Generiruyushchay time series from 19th of February 2024 to 4th of April 2024 and 4th of April 2024 to 19th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Territorialnaya Generiruyushchay price movement. The serial correlation of -0.22 indicates that over 22.0% of current Territorialnaya Generiruyushchay price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Territorialnaya Generiruyushchay lagged returns against current returns
Autocorrelation, which is Territorialnaya Generiruyushchay stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Territorialnaya Generiruyushchay's stock expected returns. We can calculate the autocorrelation of Territorialnaya Generiruyushchay returns to help us make a trade decision. For example, suppose you find that Territorialnaya Generiruyushchay has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Territorialnaya Generiruyushchay regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Territorialnaya Generiruyushchay stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Territorialnaya Generiruyushchay stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Territorialnaya Generiruyushchay stock over time.
Current vs Lagged Prices |
| Timeline |
Territorialnaya Generiruyushchay Lagged Returns
When evaluating Territorialnaya Generiruyushchay's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Territorialnaya Generiruyushchay stock have on its future price. Territorialnaya Generiruyushchay autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Territorialnaya Generiruyushchay autocorrelation shows the relationship between Territorialnaya Generiruyushchay stock current value and its past values and can show if there is a momentum factor associated with investing in Territorialnaya Generiruyushchaya Kompaniya.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Territorialnaya Generiruyushchay Correlation, Territorialnaya Generiruyushchay Volatility and Territorialnaya Generiruyushchay Alpha and Beta module to complement your research on Territorialnaya Generiruyushchay. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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When running Territorialnaya Generiruyushchay's price analysis, check to measure Territorialnaya Generiruyushchay's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Territorialnaya Generiruyushchay is operating at the current time. Most of Territorialnaya Generiruyushchay's value examination focuses on studying past and present price action to predict the probability of Territorialnaya Generiruyushchay's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Territorialnaya Generiruyushchay's price. Additionally, you may evaluate how the addition of Territorialnaya Generiruyushchay to your portfolios can decrease your overall portfolio volatility.
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Territorialnaya Generiruyushchay technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.