Tachi S Co Stock Market Value
| TCISF Stock | USD 15.34 0.00 0.00% |
| Symbol | TACHI-S |
TACHI-S Co '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 TACHI-S Co'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 TACHI-S Co.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in TACHI-S Co on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding TACHI S Co or generate 0.0% return on investment in TACHI-S Co over 30 days. TACHI-S Co is related to or competes with TWC Enterprises, AutoCanada, Pollard Banknote, and Card Factory. TACHI-S Co., Ltd. engages in the manufacture and sale of automotive seats in Japan and internationally More
TACHI-S Co 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 TACHI-S Co'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 TACHI S Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1356 | |||
| Maximum Drawdown | 13.21 |
TACHI-S Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TACHI-S Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TACHI-S Co's standard deviation. In reality, there are many statistical measures that can use TACHI-S Co historical prices to predict the future TACHI-S Co's volatility.| Risk Adjusted Performance | 0.1293 | |||
| Jensen Alpha | 0.37 | |||
| Total Risk Alpha | 0.1443 | |||
| Treynor Ratio | (1.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TACHI-S Co'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.
TACHI-S Co Backtested Returns
TACHI-S Co appears to be not too volatile, given 3 months investment horizon. TACHI-S Co retains Efficiency (Sharpe Ratio) of 0.18, which indicates the company had a 0.18 % return per unit of volatility over the last 3 months. We have found sixteen technical indicators for TACHI-S Co, which you can use to evaluate the volatility of the entity. Please review TACHI-S Co's Information Ratio of 0.1356, mean deviation of 0.7, and Market Risk Adjusted Performance of (1.28) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TACHI-S Co holds a performance score of 14. The firm owns a Beta (Systematic Risk) of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TACHI-S Co are expected to decrease at a much lower rate. During the bear market, TACHI-S Co is likely to outperform the market. Please check TACHI-S Co's coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and rate of daily change , to make a quick decision on whether TACHI-S Co's current price history will revert.
Auto-correlation | 0.00 |
No correlation between past and present
TACHI S Co has no correlation between past and present. Overlapping area represents the amount of predictability between TACHI-S Co time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 TACHI-S Co price movement. The serial correlation of 0.0 indicates that just 0.0% of current TACHI-S Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TACHI-S Co lagged returns against current returns
Autocorrelation, which is TACHI-S Co 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 TACHI-S Co's pink sheet expected returns. We can calculate the autocorrelation of TACHI-S Co returns to help us make a trade decision. For example, suppose you find that TACHI-S Co 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 |
| Timeline |
TACHI-S Co 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 TACHI-S Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TACHI-S Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TACHI-S Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
TACHI-S Co Lagged Returns
When evaluating TACHI-S Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TACHI-S Co pink sheet have on its future price. TACHI-S Co 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, TACHI-S Co autocorrelation shows the relationship between TACHI-S Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in TACHI S Co.
Regressed Prices |
| Timeline |
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Other Information on Investing in TACHI-S Pink Sheet
TACHI-S Co financial ratios help investors to determine whether TACHI-S 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 TACHI-S with respect to the benefits of owning TACHI-S Co security.