Taya Inv (Israel) Market Value
| TAYA Stock | ILS 5,004 16.00 0.32% |
| Symbol | Taya |
Taya Inv '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 Taya Inv'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 Taya Inv.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Taya Inv on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Taya Inv L or generate 0.0% return on investment in Taya Inv over 30 days. Taya Inv is related to or competes with Nextcom, Gilat Telecom, Space, Gix Internet, and Suny Cellular. Taya Investment Co., Ltd. operates in the field of media and communication for private production companies in Israel an... More
Taya Inv 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 Taya Inv'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 Taya Inv L upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 6.95 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.6 |
Taya Inv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taya Inv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taya Inv's standard deviation. In reality, there are many statistical measures that can use Taya Inv historical prices to predict the future Taya Inv's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (1.93) |
Taya Inv L Backtested Returns
Taya Inv L owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0607, which indicates the firm had a -0.0607 % return per unit of risk over the last 3 months. Taya Inv L exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Taya Inv's Variance of 1.35, risk adjusted performance of (0.11), and Coefficient Of Variation of (637.23) to confirm the risk estimate we provide. The entity has a beta of 0.0995, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Taya Inv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taya Inv is expected to be smaller as well. At this point, Taya Inv L has a negative expected return of -0.0619%. Please make sure to validate Taya Inv's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Taya Inv L performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Taya Inv L has poor reverse predictability. Overlapping area represents the amount of predictability between Taya Inv time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Taya Inv L price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Taya Inv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 7440.32 |
Taya Inv L lagged returns against current returns
Autocorrelation, which is Taya Inv 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 Taya Inv's stock expected returns. We can calculate the autocorrelation of Taya Inv returns to help us make a trade decision. For example, suppose you find that Taya Inv 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 |
Taya Inv 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 Taya Inv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taya Inv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taya Inv stock over time.
Current vs Lagged Prices |
| Timeline |
Taya Inv Lagged Returns
When evaluating Taya Inv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taya Inv stock have on its future price. Taya Inv 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, Taya Inv autocorrelation shows the relationship between Taya Inv stock current value and its past values and can show if there is a momentum factor associated with investing in Taya Inv L.
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.Other Information on Investing in Taya Stock
Taya Inv financial ratios help investors to determine whether Taya 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 Taya with respect to the benefits of owning Taya Inv security.