Trailblazer Merger Stock Market Value
| TBMCR Stock | 0.24 0.07 41.18% |
| Symbol | Trailblazer |
Is Commercial & Residential Mortgage Finance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Trailblazer Merger. If investors know Trailblazer will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Trailblazer Merger listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Trailblazer Merger is measured differently than its book value, which is the value of Trailblazer that is recorded on the company's balance sheet. Investors also form their own opinion of Trailblazer Merger's value that differs from its market value or its book value, called intrinsic value, which is Trailblazer Merger's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Trailblazer Merger's market value can be influenced by many factors that don't directly affect Trailblazer Merger's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Trailblazer Merger's value and its price as these two are different measures arrived at by different means. Investors typically determine if Trailblazer Merger is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Trailblazer Merger's 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.
Trailblazer Merger '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 Trailblazer Merger'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 Trailblazer Merger.
| 02/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Trailblazer Merger on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Trailblazer Merger or generate 0.0% return on investment in Trailblazer Merger over 270 days. Trailblazer Merger is related to or competes with Celsius Holdings, Avient Corp, Ecolab, X-FAB Silicon, Sensient Technologies, Vita Coco, and Hudson Technologies. Trailblazer Merger is entity of United States More
Trailblazer Merger 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 Trailblazer Merger'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 Trailblazer Merger upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 23.97 | |||
| Information Ratio | 0.084 | |||
| Maximum Drawdown | 82.88 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 35.71 |
Trailblazer Merger Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trailblazer Merger's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trailblazer Merger's standard deviation. In reality, there are many statistical measures that can use Trailblazer Merger historical prices to predict the future Trailblazer Merger's volatility.| Risk Adjusted Performance | 0.0809 | |||
| Jensen Alpha | 1.21 | |||
| Total Risk Alpha | (0.93) | |||
| Sortino Ratio | 0.0503 | |||
| Treynor Ratio | 1.32 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Trailblazer Merger's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Trailblazer Merger Backtested Returns
Trailblazer Merger is out of control given 3 months investment horizon. Trailblazer Merger owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0996, which indicates the firm had a 0.0996% return per unit of risk over the last 3 months. We were able to break down thirty different technical indicators, which can help you to evaluate if expected returns of 1.44% are justified by taking the suggested risk. Use Trailblazer Merger Coefficient Of Variation of 1074.13, risk adjusted performance of 0.0809, and Semi Deviation of 9.15 to evaluate company specific risk that cannot be diversified away. Trailblazer Merger holds a performance score of 7 on a scale of zero to a hundred. The entity has a beta of 1.01, which indicates a somewhat significant risk relative to the market. Trailblazer Merger returns are very sensitive to returns on the market. As the market goes up or down, Trailblazer Merger is expected to follow. Use Trailblazer Merger jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to analyze future returns on Trailblazer Merger.
Auto-correlation | -0.35 |
Poor reverse predictability
Trailblazer Merger has poor reverse predictability. Overlapping area represents the amount of predictability between Trailblazer Merger time series from 27th of February 2024 to 11th of July 2024 and 11th of July 2024 to 23rd 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 Trailblazer Merger price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Trailblazer Merger price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Trailblazer Merger lagged returns against current returns
Autocorrelation, which is Trailblazer Merger 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 Trailblazer Merger's stock expected returns. We can calculate the autocorrelation of Trailblazer Merger returns to help us make a trade decision. For example, suppose you find that Trailblazer Merger 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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Trailblazer Merger 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 Trailblazer Merger stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trailblazer Merger stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trailblazer Merger stock over time.
Current vs Lagged Prices |
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Trailblazer Merger Lagged Returns
When evaluating Trailblazer Merger's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trailblazer Merger stock have on its future price. Trailblazer Merger 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, Trailblazer Merger autocorrelation shows the relationship between Trailblazer Merger stock current value and its past values and can show if there is a momentum factor associated with investing in Trailblazer Merger.
Regressed Prices |
| Timeline |
Pair Trading with Trailblazer Merger
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Trailblazer Merger position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Trailblazer Merger will appreciate offsetting losses from the drop in the long position's value.Moving against Trailblazer Stock
The ability to find closely correlated positions to Trailblazer Merger could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Trailblazer Merger when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Trailblazer Merger - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Trailblazer Merger to buy it.
The correlation of Trailblazer Merger is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Trailblazer Merger moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Trailblazer Merger moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Trailblazer Merger can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Trailblazer Stock Analysis
When running Trailblazer Merger's price analysis, check to measure Trailblazer Merger's 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 Trailblazer Merger is operating at the current time. Most of Trailblazer Merger's value examination focuses on studying past and present price action to predict the probability of Trailblazer Merger's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trailblazer Merger's price. Additionally, you may evaluate how the addition of Trailblazer Merger to your portfolios can decrease your overall portfolio volatility.