Thunder Bridge Capital Stock Market Value
| THCP Stock | USD 10.96 0.39 3.44% |
| Symbol | Thunder |
Thunder Bridge Capital Company Valuation
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Thunder Bridge. If investors know Thunder will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Thunder Bridge listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.60) | Earnings Share (0.04) | Return On Assets (0.01) |
The market value of Thunder Bridge Capital is measured differently than its book value, which is the value of Thunder that is recorded on the company's balance sheet. Investors also form their own opinion of Thunder Bridge's value that differs from its market value or its book value, called intrinsic value, which is Thunder Bridge's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Thunder Bridge's market value can be influenced by many factors that don't directly affect Thunder Bridge's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Thunder Bridge's value and its price as these two are different measures arrived at by different means. Investors typically determine if Thunder Bridge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Thunder Bridge's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Thunder Bridge '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 Thunder Bridge'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 Thunder Bridge.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Thunder Bridge on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Thunder Bridge Capital or generate 0.0% return on investment in Thunder Bridge over 720 days. Thunder Bridge is related to or competes with Patria Latin, ABIVAX Société, Pinnacle Sherman, Morningstar Unconstrained, SPACE, Knife River, and Capital Income. Thunder Bridge Capital Partners IV Inc. does not have significant operations More
Thunder Bridge 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 Thunder Bridge'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 Thunder Bridge Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.446 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.58 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 1.17 |
Thunder Bridge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thunder Bridge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thunder Bridge's standard deviation. In reality, there are many statistical measures that can use Thunder Bridge historical prices to predict the future Thunder Bridge's volatility.| Risk Adjusted Performance | 0.149 | |||
| Jensen Alpha | 0.1136 | |||
| Total Risk Alpha | 0.0149 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (5.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Thunder Bridge'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.
Thunder Bridge Capital Backtested Returns
Currently, Thunder Bridge Capital is very steady. Thunder Bridge Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0941, which indicates the firm had a 0.0941% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Thunder Bridge Capital, which you can use to evaluate the volatility of the company. Please validate Thunder Bridge's Standard Deviation of 0.612, risk adjusted performance of 0.149, and Downside Deviation of 0.446 to confirm if the risk estimate we provide is consistent with the expected return of 0.0725%. Thunder Bridge has a performance score of 7 on a scale of 0 to 100. The entity has a beta of -0.0194, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Thunder Bridge are expected to decrease at a much lower rate. During the bear market, Thunder Bridge is likely to outperform the market. Thunder Bridge Capital right now has a risk of 0.77%. Please validate Thunder Bridge semi variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Thunder Bridge will be following its existing price patterns.
Auto-correlation | 0.66 |
Good predictability
Thunder Bridge Capital has good predictability. Overlapping area represents the amount of predictability between Thunder Bridge time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 Thunder Bridge Capital price movement. The serial correlation of 0.66 indicates that around 66.0% of current Thunder Bridge price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Thunder Bridge Capital lagged returns against current returns
Autocorrelation, which is Thunder Bridge 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 Thunder Bridge's stock expected returns. We can calculate the autocorrelation of Thunder Bridge returns to help us make a trade decision. For example, suppose you find that Thunder Bridge 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 |
Thunder Bridge 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 Thunder Bridge stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Thunder Bridge stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Thunder Bridge stock over time.
Current vs Lagged Prices |
| Timeline |
Thunder Bridge Lagged Returns
When evaluating Thunder Bridge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Thunder Bridge stock have on its future price. Thunder Bridge 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, Thunder Bridge autocorrelation shows the relationship between Thunder Bridge stock current value and its past values and can show if there is a momentum factor associated with investing in Thunder Bridge Capital.
Regressed Prices |
| Timeline |
Pair Trading with Thunder Bridge
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Thunder Bridge position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Thunder Bridge will appreciate offsetting losses from the drop in the long position's value.Moving together with Thunder Stock
| 0.65 | BN | Brookfield Corp | PairCorr |
| 0.77 | BX | Blackstone Group Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.72 | APO | Apollo Global Management | PairCorr |
| 0.71 | AXP | American Express Fiscal Year End 24th of January 2025 | PairCorr |
The ability to find closely correlated positions to Thunder Bridge could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Thunder Bridge when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Thunder Bridge - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Thunder Bridge Capital to buy it.
The correlation of Thunder Bridge is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Thunder Bridge moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Thunder Bridge Capital moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Thunder Bridge can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Thunder Stock Analysis
When running Thunder Bridge's price analysis, check to measure Thunder Bridge'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 Thunder Bridge is operating at the current time. Most of Thunder Bridge's value examination focuses on studying past and present price action to predict the probability of Thunder Bridge's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Thunder Bridge's price. Additionally, you may evaluate how the addition of Thunder Bridge to your portfolios can decrease your overall portfolio volatility.