Tff Group Stock Market Value
| FRFTF Stock | USD 20.70 0.00 0.00% |
| Symbol | TFF |
TFF '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 TFF's pink sheet 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 TFF.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in TFF on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding TFF Group or generate 0.0% return on investment in TFF over 30 days. TFF is related to or competes with AutoCanada, Card Factory, Glenveagh Properties, Pollard Banknote, TACHI-S Co, Rank Group, and SkyCity Entertainment. TFF Group manufactures and distributes barrels and wood products for the aging of wines, spirits, and alcohols in France... More
TFF 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 TFF's pink sheet 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 TFF Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.48 |
TFF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TFF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TFF's standard deviation. In reality, there are many statistical measures that can use TFF historical prices to predict the future TFF's volatility.| Risk Adjusted Performance | 0.0866 | |||
| Jensen Alpha | 0.0365 | |||
| Total Risk Alpha | 0.0028 | |||
| Treynor Ratio | (0.79) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TFF's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
TFF Group Backtested Returns
At this point, TFF is very steady. TFF Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of volatility over the last 3 months. We have found sixteen technical indicators for TFF Group, which you can use to evaluate the volatility of the company. Please validate TFF's risk adjusted performance of 0.0866, and Variance of 0.0948 to confirm if the risk estimate we provide is consistent with the expected return of 0.0442%. TFF has a performance score of 11 on a scale of 0 to 100. The entity has a beta of -0.0427, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TFF are expected to decrease at a much lower rate. During the bear market, TFF is likely to outperform the market. TFF Group now has a risk of 0.31%. Please validate TFF mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to decide if TFF will be following its existing price patterns.
Auto-correlation | 1.00 |
Perfect predictability
TFF Group has perfect predictability. Overlapping area represents the amount of predictability between TFF time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 TFF Group price movement. The serial correlation of 1.0 indicates that 100.0% of current TFF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TFF Group lagged returns against current returns
Autocorrelation, which is TFF pink sheet'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 TFF's pink sheet expected returns. We can calculate the autocorrelation of TFF returns to help us make a trade decision. For example, suppose you find that TFF has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
TFF 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 TFF pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TFF pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TFF pink sheet over time.
Current vs Lagged Prices |
| Timeline |
TFF Lagged Returns
When evaluating TFF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TFF pink sheet have on its future price. TFF 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, TFF autocorrelation shows the relationship between TFF pink sheet current value and its past values and can show if there is a momentum factor associated with investing in TFF Group.
Regressed Prices |
| Timeline |
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Other Information on Investing in TFF Pink Sheet
TFF financial ratios help investors to determine whether TFF Pink Sheet 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 TFF with respect to the benefits of owning TFF security.