Titan Company (India) Market Value
| TITAN Stock | 3,199 25.80 0.81% |
| Symbol | Titan |
Titan Company '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 Titan Company'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 Titan Company.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Titan Company on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Titan Company Limited or generate 0.0% return on investment in Titan Company over 30 days. Titan Company is related to or competes with Reliance Communications, One 97, Keynote Financial, Hemisphere Properties, Tata Communications, RBL Bank, and DiGiSPICE Technologies. Titan Company is entity of India. It is traded as Stock on NSE exchange. More
Titan Company 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 Titan Company'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 Titan Company Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.14 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.28 |
Titan Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Titan Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Titan Company's standard deviation. In reality, there are many statistical measures that can use Titan Company historical prices to predict the future Titan Company's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.369 |
Titan Limited Backtested Returns
As of now, Titan Stock is very steady. Titan Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Titan Company Limited, which you can use to evaluate the volatility of the company. Please validate Titan Company's Risk Adjusted Performance of (0.02), coefficient of variation of (3,335), and Variance of 1.94 to confirm if the risk estimate we provide is consistent with the expected return of 0.0027%. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Titan Company are expected to decrease at a much lower rate. During the bear market, Titan Company is likely to outperform the market. Titan Limited right now has a risk of 1.39%. Please validate Titan Company value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Titan Company will be following its existing price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
Titan Company Limited has poor reverse predictability. Overlapping area represents the amount of predictability between Titan Company time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Titan Limited price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Titan Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 957.09 |
Titan Limited lagged returns against current returns
Autocorrelation, which is Titan Company 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 Titan Company's stock expected returns. We can calculate the autocorrelation of Titan Company returns to help us make a trade decision. For example, suppose you find that Titan Company 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 |
Titan Company 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 Titan Company stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Titan Company stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Titan Company stock over time.
Current vs Lagged Prices |
| Timeline |
Titan Company Lagged Returns
When evaluating Titan Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Titan Company stock have on its future price. Titan Company 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, Titan Company autocorrelation shows the relationship between Titan Company stock current value and its past values and can show if there is a momentum factor associated with investing in Titan Company Limited.
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.Other Information on Investing in Titan Stock
Titan Company financial ratios help investors to determine whether Titan 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 Titan with respect to the benefits of owning Titan Company security.