Tivoli AS (Denmark) Market Value
| TIV Stock | DKK 588.00 2.00 0.34% |
| Symbol | Tivoli |
Tivoli AS '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 Tivoli AS'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 Tivoli AS.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Tivoli AS on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Tivoli AS or generate 0.0% return on investment in Tivoli AS over 360 days. Tivoli AS is related to or competes with Boozt AB, Matas AS, Aalborg Boldspilklub, TCM, Gabriel Holding, and HusCompagniet. Tivoli AS engages in entertainment and recreational activities More
Tivoli AS 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 Tivoli AS'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 Tivoli AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 1.02 |
Tivoli AS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tivoli AS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tivoli AS's standard deviation. In reality, there are many statistical measures that can use Tivoli AS historical prices to predict the future Tivoli AS's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (2.21) |
Tivoli AS Backtested Returns
Tivoli AS owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0136, which indicates the firm had a -0.0136 % return per unit of risk over the last 3 months. Tivoli AS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tivoli AS's Coefficient Of Variation of (2,697), variance of 0.4038, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.0152, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tivoli AS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tivoli AS is expected to be smaller as well. At this point, Tivoli AS has a negative expected return of -0.0087%. Please make sure to validate Tivoli AS's kurtosis, day median price, period momentum indicator, as well as the relationship between the daily balance of power and market facilitation index , to decide if Tivoli AS performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Tivoli AS has virtually no predictability. Overlapping area represents the amount of predictability between Tivoli AS time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 Tivoli AS price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Tivoli AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 155.17 |
Tivoli AS lagged returns against current returns
Autocorrelation, which is Tivoli AS 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 Tivoli AS's stock expected returns. We can calculate the autocorrelation of Tivoli AS returns to help us make a trade decision. For example, suppose you find that Tivoli AS 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 |
Tivoli AS 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 Tivoli AS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tivoli AS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tivoli AS stock over time.
Current vs Lagged Prices |
| Timeline |
Tivoli AS Lagged Returns
When evaluating Tivoli AS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tivoli AS stock have on its future price. Tivoli AS 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, Tivoli AS autocorrelation shows the relationship between Tivoli AS stock current value and its past values and can show if there is a momentum factor associated with investing in Tivoli AS.
Regressed Prices |
| Timeline |
Pair Trading with Tivoli AS
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 Tivoli AS 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 Tivoli AS will appreciate offsetting losses from the drop in the long position's value.Moving against Tivoli Stock
| 0.62 | MAJGO | Maj Invest | PairCorr |
| 0.57 | SYVFVOUA | Sydinv Formue Vkstori | PairCorr |
| 0.53 | FPIOBL | Formuepleje Obligationer | PairCorr |
| 0.43 | NETC | Netcompany Group | PairCorr |
| 0.42 | MMINO | Multi Manager Invest | PairCorr |
The ability to find closely correlated positions to Tivoli AS could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Tivoli AS 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 Tivoli AS - 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 Tivoli AS to buy it.
The correlation of Tivoli AS 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 Tivoli AS moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Tivoli AS 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 Tivoli AS 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.Other Information on Investing in Tivoli Stock
Tivoli AS financial ratios help investors to determine whether Tivoli 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 Tivoli with respect to the benefits of owning Tivoli AS security.