Tigbur Temporary (Israel) Market Value
| TIGBUR Stock | ILA 5,920 41.00 0.70% |
| Symbol | Tigbur |
Tigbur Temporary '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 Tigbur Temporary'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 Tigbur Temporary.
| 01/05/2025 |
| 12/31/2025 |
If you would invest 0.00 in Tigbur Temporary on January 5, 2025 and sell it all today you would earn a total of 0.00 from holding Tigbur Temporary or generate 0.0% return on investment in Tigbur Temporary over 360 days. Tigbur Temporary is related to or competes with Nice, Bank Leumi, ICL Israel, Mizrahi Tefahot, Azrieli, Elbit Systems, and Israel Discount. Tigbur - Temporary Professional Personnel Ltd More
Tigbur Temporary 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 Tigbur Temporary'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 Tigbur Temporary upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.44 | |||
| Information Ratio | 0.0071 | |||
| Maximum Drawdown | 12.44 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 3.97 |
Tigbur Temporary Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tigbur Temporary's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tigbur Temporary's standard deviation. In reality, there are many statistical measures that can use Tigbur Temporary historical prices to predict the future Tigbur Temporary's volatility.| Risk Adjusted Performance | 0.0376 | |||
| Jensen Alpha | 0.0865 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0066 | |||
| Treynor Ratio | 2.36 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tigbur Temporary'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.
Tigbur Temporary Backtested Returns
At this point, Tigbur Temporary is very steady. Tigbur Temporary owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0528, which indicates the firm had a 0.0528 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Tigbur Temporary, which you can use to evaluate the volatility of the company. Please validate Tigbur Temporary's Coefficient Of Variation of 2290.71, semi deviation of 2.21, and Risk Adjusted Performance of 0.0376 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Tigbur Temporary has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.0378, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tigbur Temporary's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tigbur Temporary is expected to be smaller as well. Tigbur Temporary right now has a risk of 2.04%. Please validate Tigbur Temporary downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Tigbur Temporary will be following its existing price patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
Tigbur Temporary has very good reverse predictability. Overlapping area represents the amount of predictability between Tigbur Temporary time series from 5th of January 2025 to 4th of July 2025 and 4th of July 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 Tigbur Temporary price movement. The serial correlation of -0.66 indicates that around 66.0% of current Tigbur Temporary price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 61.2 K |
Tigbur Temporary lagged returns against current returns
Autocorrelation, which is Tigbur Temporary 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 Tigbur Temporary's stock expected returns. We can calculate the autocorrelation of Tigbur Temporary returns to help us make a trade decision. For example, suppose you find that Tigbur Temporary 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 |
Tigbur Temporary 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 Tigbur Temporary stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tigbur Temporary stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tigbur Temporary stock over time.
Current vs Lagged Prices |
| Timeline |
Tigbur Temporary Lagged Returns
When evaluating Tigbur Temporary's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tigbur Temporary stock have on its future price. Tigbur Temporary 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, Tigbur Temporary autocorrelation shows the relationship between Tigbur Temporary stock current value and its past values and can show if there is a momentum factor associated with investing in Tigbur Temporary.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Tigbur Stock
Tigbur Temporary financial ratios help investors to determine whether Tigbur Stock 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 Tigbur with respect to the benefits of owning Tigbur Temporary security.