Tiderock Companies Stock Market Value
| TDRK Stock | USD 0 0.00 0.00% |
| Symbol | Tiderock |
Tiderock Companies '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 Tiderock Companies' 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 Tiderock Companies.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Tiderock Companies on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Tiderock Companies or generate 0.0% return on investment in Tiderock Companies over 30 days. Tiderock Companies is related to or competes with Tokyu Fudosan, Tokyo Tatemono, Frasers Property, Aedifica, Lend Lease, Lend Lease, and Hang Lung. Tiderock Companies Inc. operates as a real estate investment, advisory, and development company More
Tiderock Companies 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 Tiderock Companies' 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 Tiderock Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 30.18 | |||
| Information Ratio | 0.0229 | |||
| Maximum Drawdown | 106.67 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Tiderock Companies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiderock Companies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiderock Companies' standard deviation. In reality, there are many statistical measures that can use Tiderock Companies historical prices to predict the future Tiderock Companies' volatility.| Risk Adjusted Performance | 0.0293 | |||
| Jensen Alpha | 0.7533 | |||
| Total Risk Alpha | (1.29) | |||
| Sortino Ratio | 0.0122 | |||
| Treynor Ratio | (0.11) |
Tiderock Companies Backtested Returns
Tiderock Companies appears to be out of control, given 3 months investment horizon. Tiderock Companies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0486, which indicates the firm had a 0.0486 % return per unit of risk over the last 3 months. By inspecting Tiderock Companies' technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please review Tiderock Companies' Risk Adjusted Performance of 0.0293, coefficient of variation of 3552.95, and Semi Deviation of 10.46 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tiderock Companies holds a performance score of 3. The entity has a beta of -4.1, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Tiderock Companies are expected to decrease by larger amounts. On the other hand, during market turmoil, Tiderock Companies is expected to outperform it. Please check Tiderock Companies' total risk alpha and the relationship between the potential upside and market facilitation index , to make a quick decision on whether Tiderock Companies' existing price patterns will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
Tiderock Companies has modest reverse predictability. Overlapping area represents the amount of predictability between Tiderock Companies time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Tiderock Companies price movement. The serial correlation of -0.47 indicates that about 47.0% of current Tiderock Companies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tiderock Companies lagged returns against current returns
Autocorrelation, which is Tiderock Companies 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 Tiderock Companies' pink sheet expected returns. We can calculate the autocorrelation of Tiderock Companies returns to help us make a trade decision. For example, suppose you find that Tiderock Companies 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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Tiderock Companies 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 Tiderock Companies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiderock Companies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tiderock Companies pink sheet over time.
Current vs Lagged Prices |
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Tiderock Companies Lagged Returns
When evaluating Tiderock Companies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiderock Companies pink sheet have on its future price. Tiderock Companies 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, Tiderock Companies autocorrelation shows the relationship between Tiderock Companies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tiderock Companies.
Regressed Prices |
| Timeline |
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Tiderock Companies financial ratios help investors to determine whether Tiderock 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 Tiderock with respect to the benefits of owning Tiderock Companies security.