Till Capital Stock Market Value
| TIL Stock | CAD 1.08 0.06 5.26% |
| Symbol | Till |
Till Capital Price To Book Ratio
Till Capital '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 Till Capital'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 Till Capital.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Till Capital on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Till Capital or generate 0.0% return on investment in Till Capital over 720 days. Till Capital is related to or competes with Walmart, Amazon CDR, UPS CDR, HOME DEPOT, UnitedHealth Group, Costco Wholesale, and JPMorgan Chase. Till Capital Corporation, through its subsidiaries, engages in the insurance and reinsurance business in Canada, Bermuda... More
Till Capital 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 Till Capital'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 Till Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 41.19 | |||
| Value At Risk | (13.85) | |||
| Potential Upside | 10.71 |
Till Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Till Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Till Capital's standard deviation. In reality, there are many statistical measures that can use Till Capital historical prices to predict the future Till Capital's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (1.30) | |||
| Treynor Ratio | (0.78) |
Till Capital Backtested Returns
Till Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0566, which indicates the firm had a -0.0566% return per unit of risk over the last 3 months. Till Capital exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Till Capital's Variance of 48.52, risk adjusted performance of (0.03), and Coefficient Of Variation of (1,808) to confirm the risk estimate we provide. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Till Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Till Capital is expected to be smaller as well. At this point, Till Capital has a negative expected return of -0.4%. Please make sure to validate Till Capital's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Till Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.41 |
Average predictability
Till Capital has average predictability. Overlapping area represents the amount of predictability between Till Capital time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Till Capital price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Till Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Till Capital lagged returns against current returns
Autocorrelation, which is Till Capital 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 Till Capital's stock expected returns. We can calculate the autocorrelation of Till Capital returns to help us make a trade decision. For example, suppose you find that Till Capital 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 |
Till Capital 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 Till Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Till Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Till Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Till Capital Lagged Returns
When evaluating Till Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Till Capital stock have on its future price. Till Capital 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, Till Capital autocorrelation shows the relationship between Till Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Till Capital.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Till Stock Analysis
When running Till Capital's price analysis, check to measure Till Capital'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 Till Capital is operating at the current time. Most of Till Capital's value examination focuses on studying past and present price action to predict the probability of Till Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Till Capital's price. Additionally, you may evaluate how the addition of Till Capital to your portfolios can decrease your overall portfolio volatility.