Tikehau Capital (France) Market Value
| TKO Stock | EUR 21.60 0.35 1.59% |
| Symbol | Tikehau |
Tikehau Capital '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 Tikehau Capital'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 Tikehau Capital.
| 05/27/2024 |
| 06/26/2024 |
If you would invest 0.00 in Tikehau Capital on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding Tikehau Capital or generate 0.0% return on investment in Tikehau Capital over 30 days. Tikehau Capital is related to or competes with Eurazeo, Bollore SA, Bureau Veritas, SEB SA, and Gecina SA. Tikehau Capital is a private equity and venture capital firm specializing in providing a full range of financing product... More
Tikehau Capital 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 Tikehau Capital'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 Tikehau Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9241 | |||
| Information Ratio | 0.1726 | |||
| Maximum Drawdown | 4.05 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.87 |
Tikehau Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tikehau Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tikehau Capital's standard deviation. In reality, there are many statistical measures that can use Tikehau Capital historical prices to predict the future Tikehau Capital's volatility.| Risk Adjusted Performance | 0.1013 | |||
| Jensen Alpha | 0.1405 | |||
| Total Risk Alpha | 0.1881 | |||
| Sortino Ratio | 0.1851 | |||
| Treynor Ratio | 1.54 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tikehau Capital'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.
Tikehau Capital Backtested Returns
At this point, Tikehau Capital is very steady. Tikehau Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Tikehau Capital, which you can use to evaluate the volatility of the company. Please validate Tikehau Capital's Semi Deviation of 0.7539, risk adjusted performance of 0.1013, and Coefficient Of Variation of 672.03 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Tikehau Capital has a performance score of 12 on a scale of 0 to 100. The entity has a beta of 0.0895, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tikehau Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tikehau Capital is expected to be smaller as well. Tikehau Capital right now has a risk of 1.01%. Please validate Tikehau Capital sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Tikehau Capital will be following its existing price patterns.
Auto-correlation | 0.84 |
Very good predictability
Tikehau Capital has very good predictability. Overlapping area represents the amount of predictability between Tikehau Capital time series from 27th of May 2024 to 11th of June 2024 and 11th of June 2024 to 26th of June 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 Tikehau Capital price movement. The serial correlation of 0.84 indicates that around 84.0% of current Tikehau Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Tikehau Capital lagged returns against current returns
Autocorrelation, which is Tikehau Capital 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 Tikehau Capital's stock expected returns. We can calculate the autocorrelation of Tikehau Capital returns to help us make a trade decision. For example, suppose you find that Tikehau Capital 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 |
Tikehau Capital 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 Tikehau Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tikehau Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tikehau Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Tikehau Capital Lagged Returns
When evaluating Tikehau Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tikehau Capital stock have on its future price. Tikehau Capital 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, Tikehau Capital autocorrelation shows the relationship between Tikehau Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Tikehau Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Tikehau Stock
Tikehau Capital financial ratios help investors to determine whether Tikehau Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tikehau with respect to the benefits of owning Tikehau Capital security.