Take-Two Interactive (UK) Market Value
| 0LCX Stock | 207.40 23.54 12.80% |
| Symbol | Take-Two |
Take-Two Interactive '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 Take-Two Interactive'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 Take-Two Interactive.
| 01/09/2025 |
| 02/08/2025 |
If you would invest 0.00 in Take-Two Interactive on January 9, 2025 and sell it all today you would earn a total of 0.00 from holding Take Two Interactive Software or generate 0.0% return on investment in Take-Two Interactive over 30 days. Take-Two Interactive is related to or competes with Amedeo Air, Empire Metals, Finnair Oyj, Delta Air, Ryanair Holdings, Alaska Air, and Cars. Take-Two Interactive is entity of United Kingdom More
Take-Two Interactive 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 Take-Two Interactive'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 Take Two Interactive Software upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.116 | |||
| Maximum Drawdown | 9.88 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 3.02 |
Take-Two Interactive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Take-Two Interactive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Take-Two Interactive's standard deviation. In reality, there are many statistical measures that can use Take-Two Interactive historical prices to predict the future Take-Two Interactive's volatility.| Risk Adjusted Performance | 0.1385 | |||
| Jensen Alpha | 0.3398 | |||
| Total Risk Alpha | 0.1214 | |||
| Sortino Ratio | 0.1914 | |||
| Treynor Ratio | (4.71) |
Take Two Interactive Backtested Returns
Take-Two Interactive appears to be very steady, given 3 months investment horizon. Take Two Interactive owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Take Two Interactive Software, which you can use to evaluate the volatility of the company. Please review Take-Two Interactive's Semi Deviation of 0.9708, coefficient of variation of 632.07, and Risk Adjusted Performance of 0.1385 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Take-Two Interactive holds a performance score of 9. The entity has a beta of -0.0709, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Take-Two Interactive are expected to decrease at a much lower rate. During the bear market, Take-Two Interactive is likely to outperform the market. Please check Take-Two Interactive's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Take-Two Interactive's existing price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Take Two Interactive Software has insignificant reverse predictability. Overlapping area represents the amount of predictability between Take-Two Interactive time series from 9th of January 2025 to 24th of January 2025 and 24th of January 2025 to 8th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Take Two Interactive price movement. The serial correlation of -0.16 indicates that over 16.0% of current Take-Two Interactive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 65.52 |
Take Two Interactive lagged returns against current returns
Autocorrelation, which is Take-Two Interactive 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 Take-Two Interactive's stock expected returns. We can calculate the autocorrelation of Take-Two Interactive returns to help us make a trade decision. For example, suppose you find that Take-Two Interactive 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 |
Take-Two Interactive 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 Take-Two Interactive stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Take-Two Interactive stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Take-Two Interactive stock over time.
Current vs Lagged Prices |
| Timeline |
Take-Two Interactive Lagged Returns
When evaluating Take-Two Interactive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Take-Two Interactive stock have on its future price. Take-Two Interactive 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, Take-Two Interactive autocorrelation shows the relationship between Take-Two Interactive stock current value and its past values and can show if there is a momentum factor associated with investing in Take Two Interactive Software.
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.Additional Tools for Take-Two Stock Analysis
When running Take-Two Interactive's price analysis, check to measure Take-Two Interactive'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 Take-Two Interactive is operating at the current time. Most of Take-Two Interactive's value examination focuses on studying past and present price action to predict the probability of Take-Two Interactive's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Take-Two Interactive's price. Additionally, you may evaluate how the addition of Take-Two Interactive to your portfolios can decrease your overall portfolio volatility.