Td Holdings Adr Stock Market Value
| TDHOY Stock | USD 12.35 0.58 4.93% |
| Symbol | TDHOY |
TD Holdings '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 TD Holdings' 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 TD Holdings.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in TD Holdings on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding TD Holdings ADR or generate 0.0% return on investment in TD Holdings over 570 days. TD Holdings is related to or competes with Sanlam, IA Financial, Aegon NV, Daiwa Securities, Daiwa Securities, and Insurance Australia. TD Holdings, Inc., through its subsidiaries, provides life insurance products and services primarily in Japan More
TD Holdings 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 TD Holdings' 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 TD Holdings ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.97 | |||
| Information Ratio | 0.0135 | |||
| Maximum Drawdown | 21.75 | |||
| Value At Risk | (5.11) | |||
| Potential Upside | 5.09 |
TD Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TD Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TD Holdings' standard deviation. In reality, there are many statistical measures that can use TD Holdings historical prices to predict the future TD Holdings' volatility.| Risk Adjusted Performance | 0.034 | |||
| Jensen Alpha | 0.1392 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.0121 | |||
| Treynor Ratio | (0.49) |
TD Holdings ADR Backtested Returns
At this stage we consider TDHOY Pink Sheet to be somewhat reliable. TD Holdings ADR retains Efficiency (Sharpe Ratio) of 0.0347, which indicates the firm had a 0.0347 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for TD Holdings, which you can use to evaluate the volatility of the company. Please validate TD Holdings' Risk Adjusted Performance of 0.034, mean deviation of 2.24, and Downside Deviation of 3.97 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. TD Holdings has a performance score of 2 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TD Holdings are expected to decrease at a much lower rate. During the bear market, TD Holdings is likely to outperform the market. TD Holdings ADR today owns a risk of 3.55%. Please validate TD Holdings ADR value at risk, and the relationship between the information ratio and kurtosis , to decide if TD Holdings ADR will be following its current price history.
Auto-correlation | -0.15 |
Insignificant reverse predictability
TD Holdings ADR has insignificant reverse predictability. Overlapping area represents the amount of predictability between TD Holdings time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 TD Holdings ADR price movement. The serial correlation of -0.15 indicates that less than 15.0% of current TD Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.1 |
TD Holdings ADR lagged returns against current returns
Autocorrelation, which is TD Holdings 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 TD Holdings' pink sheet expected returns. We can calculate the autocorrelation of TD Holdings returns to help us make a trade decision. For example, suppose you find that TD Holdings 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 |
TD Holdings 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 TD Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TD Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TD Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
TD Holdings Lagged Returns
When evaluating TD Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TD Holdings pink sheet have on its future price. TD Holdings 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, TD Holdings autocorrelation shows the relationship between TD Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in TD Holdings ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for TDHOY Pink Sheet Analysis
When running TD Holdings' price analysis, check to measure TD Holdings' 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 TD Holdings is operating at the current time. Most of TD Holdings' value examination focuses on studying past and present price action to predict the probability of TD Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TD Holdings' price. Additionally, you may evaluate how the addition of TD Holdings to your portfolios can decrease your overall portfolio volatility.