Timbercreek Financial Corp Stock Market Value
| TBCRF Stock | USD 5.45 0.09 1.62% |
| Symbol | Timbercreek |
Timbercreek Financial '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 Timbercreek Financial's pink sheet 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 Timbercreek Financial.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Timbercreek Financial on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Timbercreek Financial Corp or generate 0.0% return on investment in Timbercreek Financial over 720 days. Timbercreek Financial is related to or competes with Federal Home, Federal Home, Federal Home, Federal Home, and Federal Home. Timbercreek Financial Corp., a mortgage investment company, provides shorter-duration structured financing solutions to ... More
Timbercreek Financial 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 Timbercreek Financial's pink sheet 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 Timbercreek Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.48 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.32 | |||
| Value At Risk | (4.04) | |||
| Potential Upside | 4.41 |
Timbercreek Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timbercreek Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timbercreek Financial's standard deviation. In reality, there are many statistical measures that can use Timbercreek Financial historical prices to predict the future Timbercreek Financial's volatility.| Risk Adjusted Performance | 0.0261 | |||
| Jensen Alpha | 0.0886 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.17) |
Timbercreek Financial Backtested Returns
Timbercreek Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0039, which indicates the firm had a -0.0039% return per unit of risk over the last 3 months. Timbercreek Financial Corp exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Timbercreek Financial's Semi Deviation of 2.36, risk adjusted performance of 0.0261, and Coefficient Of Variation of 4024.59 to confirm the risk estimate we provide. The entity has a beta of -0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Timbercreek Financial are expected to decrease at a much lower rate. During the bear market, Timbercreek Financial is likely to outperform the market. At this point, Timbercreek Financial has a negative expected return of -0.0104%. Please make sure to validate Timbercreek Financial's downside variance, and the relationship between the treynor ratio and kurtosis , to decide if Timbercreek Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Timbercreek Financial Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Timbercreek Financial time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Timbercreek Financial price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Timbercreek Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Timbercreek Financial lagged returns against current returns
Autocorrelation, which is Timbercreek Financial pink sheet'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 Timbercreek Financial's pink sheet expected returns. We can calculate the autocorrelation of Timbercreek Financial returns to help us make a trade decision. For example, suppose you find that Timbercreek Financial has exhibited high autocorrelation historically, and you observe that the pink sheet 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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Timbercreek Financial 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 Timbercreek Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timbercreek Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Timbercreek Financial pink sheet over time.
Current vs Lagged Prices |
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Timbercreek Financial Lagged Returns
When evaluating Timbercreek Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timbercreek Financial pink sheet have on its future price. Timbercreek Financial 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, Timbercreek Financial autocorrelation shows the relationship between Timbercreek Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Timbercreek Financial Corp.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Timbercreek Pink Sheet
Timbercreek Financial financial ratios help investors to determine whether Timbercreek Pink Sheet 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 Timbercreek with respect to the benefits of owning Timbercreek Financial security.