TF545 (Brazil) Market Value
| TF545 Stock | 5.00 5.00 50.00% |
| Symbol | TF545 |
TF545 '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 TF545'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 TF545.
| 02/01/2024 |
| 01/21/2026 |
If you would invest 0.00 in TF545 on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding TF545 or generate 0.0% return on investment in TF545 over 720 days.
TF545 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 TF545'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 TF545 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 49.94 | |||
| Information Ratio | 0.1658 | |||
| Maximum Drawdown | 358.33 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
TF545 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TF545's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TF545's standard deviation. In reality, there are many statistical measures that can use TF545 historical prices to predict the future TF545's volatility.| Risk Adjusted Performance | 0.1317 | |||
| Jensen Alpha | 10.07 | |||
| Total Risk Alpha | 5.05 | |||
| Sortino Ratio | 0.2124 | |||
| Treynor Ratio | 1.13 |
TF545 Backtested Returns
TF545 is out of control given 3 months investment horizon. TF545 retains Efficiency (Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 11.95% are justified by taking the suggested risk. Use TF545 Market Risk Adjusted Performance of 1.14, downside deviation of 49.94, and Risk Adjusted Performance of 0.1317 to evaluate company specific risk that cannot be diversified away. TF545 holds a performance score of 14 on a scale of zero to a hundred. The entity owns a Beta (Systematic Risk) of 9.44, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, TF545 will likely underperform. Use TF545 semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to analyze future returns on TF545.
Auto-correlation | -0.21 |
Weak reverse predictability
TF545 has weak reverse predictability. Overlapping area represents the amount of predictability between TF545 time series from 1st of February 2024 to 26th of January 2025 and 26th of January 2025 to 21st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TF545 price movement. The serial correlation of -0.21 indicates that over 21.0% of current TF545 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 26.39 |
TF545 lagged returns against current returns
Autocorrelation, which is TF545 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 TF545's stock expected returns. We can calculate the autocorrelation of TF545 returns to help us make a trade decision. For example, suppose you find that TF545 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 |
TF545 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 TF545 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TF545 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TF545 stock over time.
Current vs Lagged Prices |
| Timeline |
TF545 Lagged Returns
When evaluating TF545's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TF545 stock have on its future price. TF545 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, TF545 autocorrelation shows the relationship between TF545 stock current value and its past values and can show if there is a momentum factor associated with investing in TF545.
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 TF545 Stock Analysis
When running TF545's price analysis, check to measure TF545'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 TF545 is operating at the current time. Most of TF545's value examination focuses on studying past and present price action to predict the probability of TF545's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TF545's price. Additionally, you may evaluate how the addition of TF545 to your portfolios can decrease your overall portfolio volatility.