TT Electronics (Germany) Market Value
| 7TT Stock | EUR 1.24 0.02 1.64% |
| Symbol | 7TT |
TT Electronics '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 TT Electronics' 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 TT Electronics.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in TT Electronics on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding TT Electronics plc or generate 0.0% return on investment in TT Electronics over 30 days. TT Electronics is related to or competes with Garofalo Health, Molina Healthcare, Ryman Healthcare, Applied Materials, Wenzhou Kangning, and MPH Health. TT Electronics plc provides engineered electronics for performance critical applications in the industrial, medical, and... More
TT Electronics 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 TT Electronics' 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 TT Electronics plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.88 | |||
| Information Ratio | 0.0389 | |||
| Maximum Drawdown | 82.97 | |||
| Value At Risk | (5.19) | |||
| Potential Upside | 3.88 |
TT Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TT Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TT Electronics' standard deviation. In reality, there are many statistical measures that can use TT Electronics historical prices to predict the future TT Electronics' volatility.| Risk Adjusted Performance | 0.0443 | |||
| Jensen Alpha | 0.5208 | |||
| Total Risk Alpha | (0.69) | |||
| Sortino Ratio | 0.068 | |||
| Treynor Ratio | (0.39) |
TT Electronics plc Backtested Returns
TT Electronics appears to be abnormally volatile, given 3 months investment horizon. TT Electronics plc retains Efficiency (Sharpe Ratio) of 0.065, which indicates the firm had a 0.065 % return per unit of price deviation over the last 3 months. By analyzing TT Electronics' technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please review TT Electronics' Downside Deviation of 4.88, mean deviation of 2.92, and Risk Adjusted Performance of 0.0443 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TT Electronics holds a performance score of 5. The entity owns a Beta (Systematic Risk) of -1.09, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning TT Electronics are expected to decrease slowly. On the other hand, during market turmoil, TT Electronics is expected to outperform it slightly. Please check TT Electronics' information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to make a quick decision on whether TT Electronics' current price history will revert.
Auto-correlation | -0.66 |
Very good reverse predictability
TT Electronics plc has very good reverse predictability. Overlapping area represents the amount of predictability between TT Electronics time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TT Electronics plc price movement. The serial correlation of -0.66 indicates that around 66.0% of current TT Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TT Electronics plc lagged returns against current returns
Autocorrelation, which is TT Electronics 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 TT Electronics' stock expected returns. We can calculate the autocorrelation of TT Electronics returns to help us make a trade decision. For example, suppose you find that TT Electronics 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 |
TT Electronics 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 TT Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TT Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TT Electronics stock over time.
Current vs Lagged Prices |
| Timeline |
TT Electronics Lagged Returns
When evaluating TT Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TT Electronics stock have on its future price. TT Electronics 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, TT Electronics autocorrelation shows the relationship between TT Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in TT Electronics plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 7TT Stock
TT Electronics financial ratios help investors to determine whether 7TT 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 7TT with respect to the benefits of owning TT Electronics security.