Takara Holdings (Germany) Market Value
| TAX Stock | EUR 7.65 0.25 3.38% |
| Symbol | Takara |
Takara 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 Takara Holdings' 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 Takara Holdings.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Takara Holdings on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Takara Holdings or generate 0.0% return on investment in Takara Holdings over 720 days. Takara Holdings is related to or competes with Pick N, BJs Wholesale, National Retail, RCM TECHNOLOGIES, and Digilife Technologies. Takara Holdings Inc., through its subsidiaries, primarily manufactures and sells alcoholic beverages, seasonings, and ra... More
Takara 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 Takara Holdings' 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 Takara Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.0126 | |||
| Maximum Drawdown | 9.59 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.86 |
Takara Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Takara Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Takara Holdings' standard deviation. In reality, there are many statistical measures that can use Takara Holdings historical prices to predict the future Takara Holdings' volatility.| Risk Adjusted Performance | 0.0858 | |||
| Jensen Alpha | 0.1472 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.011 | |||
| Treynor Ratio | (17.61) |
Takara Holdings Backtested Returns
At this point, Takara Holdings is not too volatile. Takara Holdings 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. We have found thirty technical indicators for Takara Holdings, which you can use to evaluate the volatility of the company. Please validate Takara Holdings' Coefficient Of Variation of 944.45, semi deviation of 1.03, and Risk Adjusted Performance of 0.0858 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Takara Holdings has a performance score of 10 on a scale of 0 to 100. The entity has a beta of -0.0083, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Takara Holdings are expected to decrease at a much lower rate. During the bear market, Takara Holdings is likely to outperform the market. Takara Holdings right now has a risk of 1.45%. Please validate Takara Holdings value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Takara Holdings will be following its existing price patterns.
Auto-correlation | 0.28 |
Poor predictability
Takara Holdings has poor predictability. Overlapping area represents the amount of predictability between Takara Holdings time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 Takara Holdings price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Takara Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Takara Holdings lagged returns against current returns
Autocorrelation, which is Takara Holdings 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 Takara Holdings' stock expected returns. We can calculate the autocorrelation of Takara Holdings returns to help us make a trade decision. For example, suppose you find that Takara Holdings 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 |
Takara 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 Takara Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Takara Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Takara Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Takara Holdings Lagged Returns
When evaluating Takara Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Takara Holdings stock have on its future price. Takara 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, Takara Holdings autocorrelation shows the relationship between Takara Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Takara Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Takara Stock
Takara Holdings financial ratios help investors to determine whether Takara 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 Takara with respect to the benefits of owning Takara Holdings security.