Tavistock Investments' market value is the price at which a share of Tavistock Investments trades on a public exchange. It measures the collective expectations of Tavistock Investments Plc investors about its performance. Tavistock Investments is selling for under 4.03 as of the 10th of January 2025; that is 5.18 percent decrease since the beginning of the trading day. The stock's lowest day price was 3.92. With this module, you can estimate the performance of a buy and hold strategy of Tavistock Investments Plc and determine expected loss or profit from investing in Tavistock Investments over a given investment horizon. Check out Tavistock Investments Correlation, Tavistock Investments Volatility and Tavistock Investments Alpha and Beta module to complement your research on Tavistock Investments.
Please note, there is a significant difference between Tavistock Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if Tavistock Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tavistock Investments' 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.
Tavistock Investments '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 Tavistock Investments' 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 Tavistock Investments.
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12/11/2024
No Change 0.00
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In 30 days
01/10/2025
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If you would invest 0.00 in Tavistock Investments on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Tavistock Investments Plc or generate 0.0% return on investment in Tavistock Investments over 30 days. Tavistock Investments is related to or competes with Primary Health, MTI Wireless, Premier Foods, PureTech Health, Universal Health, and Supermarket Income. Tavistock Investments is entity of United Kingdom More
Tavistock Investments 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 Tavistock Investments' 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 Tavistock Investments Plc upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tavistock Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tavistock Investments' standard deviation. In reality, there are many statistical measures that can use Tavistock Investments historical prices to predict the future Tavistock Investments' volatility.
Tavistock Investments appears to be relatively risky, given 3 months investment horizon. Tavistock Investments Plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0621, which indicates the firm had a 0.0621% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Tavistock Investments Plc, which you can use to evaluate the volatility of the company. Please review Tavistock Investments' Semi Deviation of 1.72, risk adjusted performance of 0.0882, and Coefficient Of Variation of 988.96 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tavistock Investments holds a performance score of 4. The entity has a beta of 0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tavistock Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tavistock Investments is expected to be smaller as well. Please check Tavistock Investments' potential upside, semi variance, and the relationship between the value at risk and downside variance , to make a quick decision on whether Tavistock Investments' existing price patterns will revert.
Auto-correlation
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No correlation between past and present
Tavistock Investments Plc has no correlation between past and present. Overlapping area represents the amount of predictability between Tavistock Investments time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 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 Tavistock Investments Plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Tavistock Investments price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Tavistock Investments Plc lagged returns against current returns
Autocorrelation, which is Tavistock Investments 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 Tavistock Investments' stock expected returns. We can calculate the autocorrelation of Tavistock Investments returns to help us make a trade decision. For example, suppose you find that Tavistock Investments 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
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Tavistock Investments 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 Tavistock Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tavistock Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tavistock Investments stock over time.
Current vs Lagged Prices
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Tavistock Investments Lagged Returns
When evaluating Tavistock Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tavistock Investments stock have on its future price. Tavistock Investments 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, Tavistock Investments autocorrelation shows the relationship between Tavistock Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Tavistock Investments Plc.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Tavistock Investments' price analysis, check to measure Tavistock Investments' 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 Tavistock Investments is operating at the current time. Most of Tavistock Investments' value examination focuses on studying past and present price action to predict the probability of Tavistock Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tavistock Investments' price. Additionally, you may evaluate how the addition of Tavistock Investments to your portfolios can decrease your overall portfolio volatility.