Tantalus Systems Holding Stock Market Value
| GRID Stock | 4.79 0.08 1.70% |
| Symbol | Tantalus |
Tantalus Systems '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 Tantalus Systems' 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 Tantalus Systems.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Tantalus Systems on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Tantalus Systems Holding or generate 0.0% return on investment in Tantalus Systems over 30 days. Tantalus Systems is related to or competes with Gatekeeper Systems, DIRTT Environmental, ADF, Hammond Manufacturing, Firan Technology, Electrovaya, and Decisive Dividend. More
Tantalus Systems 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 Tantalus Systems' 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 Tantalus Systems Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.88 | |||
| Information Ratio | 0.1048 | |||
| Maximum Drawdown | 20.23 | |||
| Value At Risk | (5.80) | |||
| Potential Upside | 6.4 |
Tantalus Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tantalus Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tantalus Systems' standard deviation. In reality, there are many statistical measures that can use Tantalus Systems historical prices to predict the future Tantalus Systems' volatility.| Risk Adjusted Performance | 0.1034 | |||
| Jensen Alpha | 0.5142 | |||
| Total Risk Alpha | 0.0499 | |||
| Sortino Ratio | 0.1097 | |||
| Treynor Ratio | (10.28) |
Tantalus Systems Holding Backtested Returns
Tantalus Systems appears to be unstable, given 3 months investment horizon. Tantalus Systems Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. By inspecting Tantalus Systems' technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review Tantalus Systems' Risk Adjusted Performance of 0.1034, coefficient of variation of 780.99, and Semi Deviation of 3.42 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tantalus Systems holds a performance score of 10. The entity has a beta of -0.0496, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tantalus Systems are expected to decrease at a much lower rate. During the bear market, Tantalus Systems is likely to outperform the market. Please check Tantalus Systems' standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Tantalus Systems' existing price patterns will revert.
Auto-correlation | -0.43 |
Modest reverse predictability
Tantalus Systems Holding has modest reverse predictability. Overlapping area represents the amount of predictability between Tantalus Systems time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Tantalus Systems Holding price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Tantalus Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Tantalus Systems Holding lagged returns against current returns
Autocorrelation, which is Tantalus Systems 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 Tantalus Systems' stock expected returns. We can calculate the autocorrelation of Tantalus Systems returns to help us make a trade decision. For example, suppose you find that Tantalus Systems 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 |
Tantalus Systems 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 Tantalus Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tantalus Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tantalus Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Tantalus Systems Lagged Returns
When evaluating Tantalus Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tantalus Systems stock have on its future price. Tantalus Systems 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, Tantalus Systems autocorrelation shows the relationship between Tantalus Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Tantalus Systems Holding.
Regressed Prices |
| Timeline |
Pair Trading with Tantalus Systems
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Tantalus Systems position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Tantalus Systems will appreciate offsetting losses from the drop in the long position's value.Moving together with Tantalus Stock
Moving against Tantalus Stock
The ability to find closely correlated positions to Tantalus Systems could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Tantalus Systems when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Tantalus Systems - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Tantalus Systems Holding to buy it.
The correlation of Tantalus Systems is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Tantalus Systems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Tantalus Systems Holding moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Tantalus Systems can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Tantalus Stock
Tantalus Systems financial ratios help investors to determine whether Tantalus 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 Tantalus with respect to the benefits of owning Tantalus Systems security.