Tamburi Investment (UK) Market Value
| 0G9J Stock | 8.44 0.12 1.40% |
| Symbol | Tamburi |
Tamburi Investment '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 Tamburi Investment'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 Tamburi Investment.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Tamburi Investment on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Tamburi Investment Partners or generate 0.0% return on investment in Tamburi Investment over 30 days. Tamburi Investment is related to or competes with Lendinvest PLC, Neometals, Coor Service, Albion Technology, Jupiter Fund, JPMorgan ETFs, and Fidelity Sustainable. Tamburi Investment is entity of United Kingdom More
Tamburi Investment 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 Tamburi Investment'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 Tamburi Investment Partners upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 5.4 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 1.5 |
Tamburi Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tamburi Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tamburi Investment's standard deviation. In reality, there are many statistical measures that can use Tamburi Investment historical prices to predict the future Tamburi Investment's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.33) |
Tamburi Investment Backtested Returns
Tamburi Investment 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. Tamburi Investment Partners exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tamburi Investment's Variance of 1.15, risk adjusted performance of (0.11), and Coefficient Of Variation of (702.57) to confirm the risk estimate we provide. The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tamburi Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tamburi Investment is expected to be smaller as well. At this point, Tamburi Investment has a negative expected return of -0.17%. Please make sure to validate Tamburi Investment's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Tamburi Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.67 |
Good predictability
Tamburi Investment Partners has good predictability. Overlapping area represents the amount of predictability between Tamburi Investment time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 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 Tamburi Investment price movement. The serial correlation of 0.67 indicates that around 67.0% of current Tamburi Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Tamburi Investment lagged returns against current returns
Autocorrelation, which is Tamburi Investment 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 Tamburi Investment's stock expected returns. We can calculate the autocorrelation of Tamburi Investment returns to help us make a trade decision. For example, suppose you find that Tamburi Investment 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 |
Tamburi Investment 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 Tamburi Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tamburi Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tamburi Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Tamburi Investment Lagged Returns
When evaluating Tamburi Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tamburi Investment stock have on its future price. Tamburi Investment 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, Tamburi Investment autocorrelation shows the relationship between Tamburi Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Tamburi Investment Partners.
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.Additional Tools for Tamburi Stock Analysis
When running Tamburi Investment's price analysis, check to measure Tamburi Investment'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 Tamburi Investment is operating at the current time. Most of Tamburi Investment's value examination focuses on studying past and present price action to predict the probability of Tamburi Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tamburi Investment's price. Additionally, you may evaluate how the addition of Tamburi Investment to your portfolios can decrease your overall portfolio volatility.