Television Broadcasts (Germany) Market Value
| TBCN Stock | 0.38 0.02 5.56% |
| Symbol | Television |
Television Broadcasts '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 Television Broadcasts' 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 Television Broadcasts.
| 07/27/2024 |
| 01/23/2025 |
If you would invest 0.00 in Television Broadcasts on July 27, 2024 and sell it all today you would earn a total of 0.00 from holding Television Broadcasts Limited or generate 0.0% return on investment in Television Broadcasts over 180 days. Television Broadcasts is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
Television Broadcasts 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 Television Broadcasts' 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 Television Broadcasts Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.8 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.56 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 2.7 |
Television Broadcasts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Television Broadcasts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Television Broadcasts' standard deviation. In reality, there are many statistical measures that can use Television Broadcasts historical prices to predict the future Television Broadcasts' volatility.| Risk Adjusted Performance | 0.0111 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0056 |
Television Broadcasts Backtested Returns
Currently, Television Broadcasts Limited is extremely dangerous. Television Broadcasts owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0357, which indicates the firm had a 0.0357 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Television Broadcasts Limited, which you can use to evaluate the volatility of the company. Please validate Television Broadcasts' Risk Adjusted Performance of 0.0111, semi deviation of 1.12, and Coefficient Of Variation of 12988.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.0581%. Television Broadcasts has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Television Broadcasts' returns are expected to increase less than the market. However, during the bear market, the loss of holding Television Broadcasts is expected to be smaller as well. Television Broadcasts right now has a risk of 1.63%. Please validate Television Broadcasts sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Television Broadcasts will be following its existing price patterns.
Auto-correlation | -0.55 |
Good reverse predictability
Television Broadcasts Limited has good reverse predictability. Overlapping area represents the amount of predictability between Television Broadcasts time series from 27th of July 2024 to 25th of October 2024 and 25th of October 2024 to 23rd 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 Television Broadcasts price movement. The serial correlation of -0.55 indicates that about 55.0% of current Television Broadcasts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Television Broadcasts lagged returns against current returns
Autocorrelation, which is Television Broadcasts 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 Television Broadcasts' stock expected returns. We can calculate the autocorrelation of Television Broadcasts returns to help us make a trade decision. For example, suppose you find that Television Broadcasts 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 |
Television Broadcasts 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 Television Broadcasts stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Television Broadcasts stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Television Broadcasts stock over time.
Current vs Lagged Prices |
| Timeline |
Television Broadcasts Lagged Returns
When evaluating Television Broadcasts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Television Broadcasts stock have on its future price. Television Broadcasts 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, Television Broadcasts autocorrelation shows the relationship between Television Broadcasts stock current value and its past values and can show if there is a momentum factor associated with investing in Television Broadcasts Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Television Stock Analysis
When running Television Broadcasts' price analysis, check to measure Television Broadcasts' 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 Television Broadcasts is operating at the current time. Most of Television Broadcasts' value examination focuses on studying past and present price action to predict the probability of Television Broadcasts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Television Broadcasts' price. Additionally, you may evaluate how the addition of Television Broadcasts to your portfolios can decrease your overall portfolio volatility.