Trematon Capital's market value is the price at which a share of Trematon Capital trades on a public exchange. It measures the collective expectations of Trematon Capital Investments investors about its performance. Trematon Capital is trading at 234.00 as of the 19th of January 2025, a 11.43 percent up since the beginning of the trading day. The stock's lowest day price was 234.0. With this module, you can estimate the performance of a buy and hold strategy of Trematon Capital Investments and determine expected loss or profit from investing in Trematon Capital over a given investment horizon. Check out Trematon Capital Correlation, Trematon Capital Volatility and Trematon Capital Alpha and Beta module to complement your research on Trematon Capital.
Please note, there is a significant difference between Trematon Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Trematon Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Trematon Capital'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.
Trematon 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 Trematon 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 Trematon Capital.
0.00
12/20/2024
No Change 0.00
0.0
In 31 days
01/19/2025
0.00
If you would invest 0.00 in Trematon Capital on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Trematon Capital Investments or generate 0.0% return on investment in Trematon Capital over 30 days. Trematon Capital is related to or competes with Reinet Investments, Blue Label, Nedbank, Safari Investments, and HomeChoice Investments. More
Trematon 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 Trematon 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 Trematon Capital Investments upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trematon Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trematon Capital's standard deviation. In reality, there are many statistical measures that can use Trematon Capital historical prices to predict the future Trematon Capital's volatility.
At this point, Trematon Capital is very steady. Trematon Capital Inv owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0227, which indicates the firm had a 0.0227% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Trematon Capital Investments, which you can use to evaluate the volatility of the company. Please validate Trematon Capital's Coefficient Of Variation of (6,946), variance of 22.48, and insignificant Risk Adjusted Performance to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Trematon Capital has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 1.12, which indicates a somewhat significant risk relative to the market. Trematon Capital returns are very sensitive to returns on the market. As the market goes up or down, Trematon Capital is expected to follow. Trematon Capital Inv right now has a risk of 4.76%. Please validate Trematon Capital jensen alpha, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Trematon Capital will be following its existing price patterns.
Auto-correlation
-0.12
Insignificant reverse predictability
Trematon Capital Investments has insignificant reverse predictability. Overlapping area represents the amount of predictability between Trematon Capital time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th of January 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 Trematon Capital Inv price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Trematon Capital price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.12
Spearman Rank Test
-0.05
Residual Average
0.0
Price Variance
460.22
Trematon Capital Inv lagged returns against current returns
Autocorrelation, which is Trematon 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 Trematon Capital's stock expected returns. We can calculate the autocorrelation of Trematon Capital returns to help us make a trade decision. For example, suppose you find that Trematon 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
Trematon 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 Trematon Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trematon Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trematon Capital stock over time.
Current vs Lagged Prices
Timeline
Trematon Capital Lagged Returns
When evaluating Trematon Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trematon Capital stock have on its future price. Trematon 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, Trematon Capital autocorrelation shows the relationship between Trematon Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Trematon Capital Investments.
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.
Trematon Capital financial ratios help investors to determine whether Trematon 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 Trematon with respect to the benefits of owning Trematon Capital security.