TalkPool (Sweden) Market Value
| TALK Stock | SEK 6.66 0.02 0.30% |
| Symbol | TalkPool |
TalkPool '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 TalkPool'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 TalkPool.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in TalkPool on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding TalkPool AG or generate 0.0% return on investment in TalkPool over 720 days. TalkPool is related to or competes with Lidds AB, Serstech, Transtema Group, Enorama Pharma, and Xbrane Biopharma. TalkPool AG provides a range of network design, engineering, implementation, and managed services designs for telecommun... More
TalkPool 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 TalkPool'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 TalkPool AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 22.95 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 3.33 |
TalkPool Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TalkPool's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TalkPool's standard deviation. In reality, there are many statistical measures that can use TalkPool historical prices to predict the future TalkPool's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.82) | |||
| Treynor Ratio | 0.5286 |
TalkPool AG Backtested Returns
TalkPool AG owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11% return per unit of risk over the last 3 months. TalkPool AG exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TalkPool's Coefficient Of Variation of (1,089), variance of 10.64, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of -0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning TalkPool are expected to decrease at a much lower rate. During the bear market, TalkPool is likely to outperform the market. At this point, TalkPool AG has a negative expected return of -0.35%. Please make sure to validate TalkPool's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if TalkPool AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
TalkPool AG has modest reverse predictability. Overlapping area represents the amount of predictability between TalkPool time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 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 TalkPool AG price movement. The serial correlation of -0.45 indicates that just about 45.0% of current TalkPool price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
TalkPool AG lagged returns against current returns
Autocorrelation, which is TalkPool 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 TalkPool's stock expected returns. We can calculate the autocorrelation of TalkPool returns to help us make a trade decision. For example, suppose you find that TalkPool 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 |
TalkPool 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 TalkPool stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TalkPool stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TalkPool stock over time.
Current vs Lagged Prices |
| Timeline |
TalkPool Lagged Returns
When evaluating TalkPool's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TalkPool stock have on its future price. TalkPool 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, TalkPool autocorrelation shows the relationship between TalkPool stock current value and its past values and can show if there is a momentum factor associated with investing in TalkPool AG.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for TalkPool Stock Analysis
When running TalkPool's price analysis, check to measure TalkPool's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy TalkPool is operating at the current time. Most of TalkPool's value examination focuses on studying past and present price action to predict the probability of TalkPool's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TalkPool's price. Additionally, you may evaluate how the addition of TalkPool to your portfolios can decrease your overall portfolio volatility.