TAL Education (Germany) Market Value

IZZ Stock  EUR 9.25  0.10  1.09%   
TAL Education's market value is the price at which a share of TAL Education trades on a public exchange. It measures the collective expectations of TAL Education Group investors about its performance. TAL Education is trading at 9.25 as of the 23rd of December 2024. This is a 1.09% increase since the beginning of the trading day. The stock's lowest day price was 9.25.
With this module, you can estimate the performance of a buy and hold strategy of TAL Education Group and determine expected loss or profit from investing in TAL Education over a given investment horizon. Check out TAL Education Correlation, TAL Education Volatility and TAL Education Alpha and Beta module to complement your research on TAL Education.
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Please note, there is a significant difference between TAL Education's value and its price as these two are different measures arrived at by different means. Investors typically determine if TAL Education is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TAL Education's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

TAL Education '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 TAL Education'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 TAL Education.
0.00
11/23/2024
No Change 0.00  0.0 
In 31 days
12/23/2024
0.00
If you would invest  0.00  in TAL Education on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding TAL Education Group or generate 0.0% return on investment in TAL Education over 30 days. TAL Education is related to or competes with Gaztransport Technigaz, Texas Roadhouse, TITANIUM TRANSPORTGROUP, CITY OFFICE, Corporate Office, TRAINLINE PLC, and Kaufman Broad. TAL Education Group provides K-12 after-school tutoring services in the Peoples Republic of China More

TAL Education 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 TAL Education'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 TAL Education Group upside and downside potential and time the market with a certain degree of confidence.

TAL Education Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for TAL Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TAL Education's standard deviation. In reality, there are many statistical measures that can use TAL Education historical prices to predict the future TAL Education's volatility.
Hype
Prediction
LowEstimatedHigh
3.619.2514.89
Details
Intrinsic
Valuation
LowRealHigh
2.638.2713.91
Details

TAL Education Group Backtested Returns

TAL Education appears to be moderately volatile, given 3 months investment horizon. TAL Education Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0974, which indicates the company had a 0.0974% return per unit of standard deviation over the last 3 months. By examining TAL Education's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please review TAL Education's Risk Adjusted Performance of 0.0762, downside deviation of 5.16, and Market Risk Adjusted Performance of 9.72 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TAL Education holds a performance score of 7. The firm has a beta of 0.0485, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TAL Education's returns are expected to increase less than the market. However, during the bear market, the loss of holding TAL Education is expected to be smaller as well. Please check TAL Education's jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to make a quick decision on whether TAL Education's existing price patterns will revert.

Auto-correlation

    
  -0.26  

Weak reverse predictability

TAL Education Group has weak reverse predictability. Overlapping area represents the amount of predictability between TAL Education time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 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 TAL Education Group price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current TAL Education price fluctuation can be explain by its past prices.
Correlation Coefficient-0.26
Spearman Rank Test-0.28
Residual Average0.0
Price Variance0.04

TAL Education Group lagged returns against current returns

Autocorrelation, which is TAL Education 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 TAL Education's stock expected returns. We can calculate the autocorrelation of TAL Education returns to help us make a trade decision. For example, suppose you find that TAL Education 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  

TAL Education 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 TAL Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TAL Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TAL Education stock over time.
   Current vs Lagged Prices   
       Timeline  

TAL Education Lagged Returns

When evaluating TAL Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TAL Education stock have on its future price. TAL Education 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, TAL Education autocorrelation shows the relationship between TAL Education stock current value and its past values and can show if there is a momentum factor associated with investing in TAL Education Group.
   Regressed Prices   
       Timeline  

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Additional Information and Resources on Investing in TAL Stock

When determining whether TAL Education Group is a strong investment it is important to analyze TAL Education's 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 TAL Education's future performance. For an informed investment choice regarding TAL Stock, refer to the following important reports:
Check out TAL Education Correlation, TAL Education Volatility and TAL Education Alpha and Beta module to complement your research on TAL Education.
You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
TAL Education 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.
A focus of TAL Education technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of TAL Education trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...