Teradata Corp (UK) Market Value
| 0LEE Stock | 30.55 1.14 3.88% |
| Symbol | Teradata |
Teradata Corp '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 Teradata Corp'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 Teradata Corp.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Teradata Corp on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Teradata Corp or generate 0.0% return on investment in Teradata Corp over 360 days. Teradata Corp is related to or competes with Quadrise Plc, Intuitive Investments, European Metals, and Athelney Trust. Teradata Corp is entity of United Kingdom More
Teradata Corp 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 Teradata Corp'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 Teradata Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.19 | |||
| Information Ratio | 0.0272 | |||
| Maximum Drawdown | 17.87 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 3.02 |
Teradata Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teradata Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teradata Corp's standard deviation. In reality, there are many statistical measures that can use Teradata Corp historical prices to predict the future Teradata Corp's volatility.| Risk Adjusted Performance | 0.0642 | |||
| Jensen Alpha | 0.1178 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0194 | |||
| Treynor Ratio | 0.3692 |
Teradata Corp Backtested Returns
Currently, Teradata Corp is very steady. Teradata Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0774, which indicates the firm had a 0.0774% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Teradata Corp, which you can use to evaluate the volatility of the company. Please validate Teradata Corp's Semi Deviation of 2.92, coefficient of variation of 1325.92, and Risk Adjusted Performance of 0.0642 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Teradata Corp has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Teradata Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Teradata Corp is expected to be smaller as well. Teradata Corp right now has a risk of 2.34%. Please validate Teradata Corp jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Teradata Corp will be following its existing price patterns.
Auto-correlation | 0.52 |
Modest predictability
Teradata Corp has modest predictability. Overlapping area represents the amount of predictability between Teradata Corp time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd 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 Teradata Corp price movement. The serial correlation of 0.52 indicates that about 52.0% of current Teradata Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 6.23 |
Teradata Corp lagged returns against current returns
Autocorrelation, which is Teradata Corp 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 Teradata Corp's stock expected returns. We can calculate the autocorrelation of Teradata Corp returns to help us make a trade decision. For example, suppose you find that Teradata Corp 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 |
Teradata Corp 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 Teradata Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teradata Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teradata Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Teradata Corp Lagged Returns
When evaluating Teradata Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teradata Corp stock have on its future price. Teradata Corp 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, Teradata Corp autocorrelation shows the relationship between Teradata Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Teradata Corp.
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 Teradata Stock Analysis
When running Teradata Corp's price analysis, check to measure Teradata Corp'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 Teradata Corp is operating at the current time. Most of Teradata Corp's value examination focuses on studying past and present price action to predict the probability of Teradata Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Teradata Corp's price. Additionally, you may evaluate how the addition of Teradata Corp to your portfolios can decrease your overall portfolio volatility.