Tabcorp Holdings Limited Stock Market Value
| TABCF Stock | USD 0.60 0.00 0.00% |
| Symbol | Tabcorp |
Tabcorp Holdings '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 Tabcorp Holdings' 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 Tabcorp Holdings.
| 09/30/2025 |
| 12/29/2025 |
If you would invest 0.00 in Tabcorp Holdings on September 30, 2025 and sell it all today you would earn a total of 0.00 from holding Tabcorp Holdings Limited or generate 0.0% return on investment in Tabcorp Holdings over 90 days. Tabcorp Holdings is related to or competes with Melco International, Richelieu Hardware, Spin Master, 361 Degrees, Genting Malaysia, Trainline PLC, and AB Electrolux. Tabcorp Holdings Limited, together with its subsidiaries, provides gambling and entertainment services in Australia More
Tabcorp Holdings 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 Tabcorp Holdings' 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 Tabcorp Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0203 | |||
| Maximum Drawdown | 30.9 |
Tabcorp Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tabcorp Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tabcorp Holdings' standard deviation. In reality, there are many statistical measures that can use Tabcorp Holdings historical prices to predict the future Tabcorp Holdings' volatility.| Risk Adjusted Performance | 0.0428 | |||
| Jensen Alpha | 0.1123 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.4809 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tabcorp Holdings' 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.
Tabcorp Holdings Backtested Returns
Tabcorp Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0729, which indicates the firm had a -0.0729 % return per unit of risk over the last 3 months. Tabcorp Holdings Limited exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tabcorp Holdings' Variance of 8.1, coefficient of variation of 1988.49, and Risk Adjusted Performance of 0.0428 to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tabcorp Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tabcorp Holdings is expected to be smaller as well. At this point, Tabcorp Holdings has a negative expected return of -0.13%. Please make sure to validate Tabcorp Holdings' variance and the relationship between the maximum drawdown and relative strength index , to decide if Tabcorp Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Tabcorp Holdings Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Tabcorp Holdings time series from 30th of September 2025 to 14th of November 2025 and 14th of November 2025 to 29th 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 Tabcorp Holdings price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Tabcorp Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tabcorp Holdings lagged returns against current returns
Autocorrelation, which is Tabcorp Holdings 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 Tabcorp Holdings' pink sheet expected returns. We can calculate the autocorrelation of Tabcorp Holdings returns to help us make a trade decision. For example, suppose you find that Tabcorp Holdings 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 |
Tabcorp Holdings 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 Tabcorp Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tabcorp Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tabcorp Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tabcorp Holdings Lagged Returns
When evaluating Tabcorp Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tabcorp Holdings pink sheet have on its future price. Tabcorp Holdings 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, Tabcorp Holdings autocorrelation shows the relationship between Tabcorp Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tabcorp Holdings Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Tabcorp Pink Sheet
Tabcorp Holdings financial ratios help investors to determine whether Tabcorp 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 Tabcorp with respect to the benefits of owning Tabcorp Holdings security.