TEAM Plc (UK) Market Value
| TEAM Stock | 11.50 0.00 0.00% |
| Symbol | TEAM |
TEAM Plc '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 TEAM Plc'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 TEAM Plc.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in TEAM Plc on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding TEAM plc or generate 0.0% return on investment in TEAM Plc over 30 days. TEAM Plc is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, Reliance Industries, State Bank, and OTP Bank. TEAM Plc is entity of United Kingdom. It is traded as Stock on LSE exchange. More
TEAM Plc 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 TEAM Plc'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 TEAM plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 11.69 | |||
| Value At Risk | (6.09) | |||
| Potential Upside | 4.0 |
TEAM Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TEAM Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TEAM Plc's standard deviation. In reality, there are many statistical measures that can use TEAM Plc historical prices to predict the future TEAM Plc's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.85) | |||
| Treynor Ratio | 27.51 |
TEAM plc Backtested Returns
TEAM plc retains Efficiency (Sharpe Ratio) of -0.17, which indicates the firm had a -0.17% return per unit of risk over the last 3 months. TEAM Plc exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TEAM Plc's risk adjusted performance of (0.12), and Standard Deviation of 2.53 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0156, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TEAM Plc are expected to decrease at a much lower rate. During the bear market, TEAM Plc is likely to outperform the market. At this point, TEAM plc has a negative expected return of -0.44%. Please make sure to validate TEAM Plc's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if TEAM plc performance from the past will be repeated in the future.
Auto-correlation | 0.26 |
Poor predictability
TEAM plc has poor predictability. Overlapping area represents the amount of predictability between TEAM Plc time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 TEAM plc price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current TEAM Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
TEAM plc lagged returns against current returns
Autocorrelation, which is TEAM Plc 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 TEAM Plc's stock expected returns. We can calculate the autocorrelation of TEAM Plc returns to help us make a trade decision. For example, suppose you find that TEAM Plc 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 |
| Timeline |
TEAM Plc 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 TEAM Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TEAM Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TEAM Plc stock over time.
Current vs Lagged Prices |
| Timeline |
TEAM Plc Lagged Returns
When evaluating TEAM Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TEAM Plc stock have on its future price. TEAM Plc 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, TEAM Plc autocorrelation shows the relationship between TEAM Plc stock current value and its past values and can show if there is a momentum factor associated with investing in TEAM plc.
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 TEAM Stock Analysis
When running TEAM Plc's price analysis, check to measure TEAM Plc'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 TEAM Plc is operating at the current time. Most of TEAM Plc's value examination focuses on studying past and present price action to predict the probability of TEAM Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TEAM Plc's price. Additionally, you may evaluate how the addition of TEAM Plc to your portfolios can decrease your overall portfolio volatility.