Tradeweb Markets (Germany) Market Value
| 4T0 Stock | EUR 129.00 2.00 1.53% |
| Symbol | Tradeweb |
Tradeweb Markets '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 Tradeweb Markets' 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 Tradeweb Markets.
| 05/07/2023 |
| 11/27/2024 |
If you would invest 0.00 in Tradeweb Markets on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding Tradeweb Markets or generate 0.0% return on investment in Tradeweb Markets over 570 days. Tradeweb Markets is related to or competes with Apple, Apple, Apple, Apple, Apple, Microsoft, and Microsoft. More
Tradeweb Markets 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 Tradeweb Markets' 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 Tradeweb Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.1355 | |||
| Maximum Drawdown | 6.78 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 2.78 |
Tradeweb Markets Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tradeweb Markets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tradeweb Markets' standard deviation. In reality, there are many statistical measures that can use Tradeweb Markets historical prices to predict the future Tradeweb Markets' volatility.| Risk Adjusted Performance | 0.1764 | |||
| Jensen Alpha | 0.3099 | |||
| Total Risk Alpha | 0.0901 | |||
| Sortino Ratio | 0.1152 | |||
| Treynor Ratio | 9.05 |
Tradeweb Markets Backtested Returns
Tradeweb Markets appears to be very steady, given 3 months investment horizon. Tradeweb Markets owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tradeweb Markets, which you can use to evaluate the volatility of the company. Please review Tradeweb Markets' Coefficient Of Variation of 445.14, risk adjusted performance of 0.1764, and Semi Deviation of 0.9546 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tradeweb Markets holds a performance score of 18. The entity has a beta of 0.0347, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tradeweb Markets' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tradeweb Markets is expected to be smaller as well. Please check Tradeweb Markets' semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Tradeweb Markets' existing price patterns will revert.
Auto-correlation | 0.75 |
Good predictability
Tradeweb Markets has good predictability. Overlapping area represents the amount of predictability between Tradeweb Markets time series from 7th of May 2023 to 16th of February 2024 and 16th of February 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 Tradeweb Markets price movement. The serial correlation of 0.75 indicates that around 75.0% of current Tradeweb Markets price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 97.18 |
Tradeweb Markets lagged returns against current returns
Autocorrelation, which is Tradeweb Markets 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 Tradeweb Markets' stock expected returns. We can calculate the autocorrelation of Tradeweb Markets returns to help us make a trade decision. For example, suppose you find that Tradeweb Markets 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 |
Tradeweb Markets 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 Tradeweb Markets stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tradeweb Markets stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tradeweb Markets stock over time.
Current vs Lagged Prices |
| Timeline |
Tradeweb Markets Lagged Returns
When evaluating Tradeweb Markets' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tradeweb Markets stock have on its future price. Tradeweb Markets 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, Tradeweb Markets autocorrelation shows the relationship between Tradeweb Markets stock current value and its past values and can show if there is a momentum factor associated with investing in Tradeweb Markets.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Tradeweb Stock
When determining whether Tradeweb Markets is a strong investment it is important to analyze Tradeweb Markets' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Tradeweb Markets' future performance. For an informed investment choice regarding Tradeweb Stock, refer to the following important reports:Check out Tradeweb Markets Correlation, Tradeweb Markets Volatility and Tradeweb Markets Alpha and Beta module to complement your research on Tradeweb Markets. For more detail on how to invest in Tradeweb Stock please use our How to Invest in Tradeweb Markets guide.You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Tradeweb Markets 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.