TMT Investments (UK) Market Value
| TMT Stock | 2.96 0.01 0.34% |
| Symbol | TMT |
TMT Investments '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 TMT Investments' 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 TMT Investments.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in TMT Investments on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding TMT Investments PLC or generate 0.0% return on investment in TMT Investments over 180 days. TMT Investments is related to or competes with Herald Investment, Kinnevik Investment, BlackRock Frontiers, New Residential, Alfa Financial, Take Two, and Trainline Plc. TMT Investments is entity of United Kingdom More
TMT Investments 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 TMT Investments' 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 TMT Investments PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 12.67 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 3.07 |
TMT Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TMT Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TMT Investments' standard deviation. In reality, there are many statistical measures that can use TMT Investments historical prices to predict the future TMT Investments' volatility.| Risk Adjusted Performance | 0.0024 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.4295 |
TMT Investments PLC Backtested Returns
TMT Investments PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of standard deviation over the last 3 months. TMT Investments PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TMT Investments' variance of 3.63, and Risk Adjusted Performance of 0.0024 to confirm the risk estimate we provide. The entity has a beta of -0.0402, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TMT Investments are expected to decrease at a much lower rate. During the bear market, TMT Investments is likely to outperform the market. At this point, TMT Investments PLC has a negative expected return of -0.0132%. Please make sure to validate TMT Investments' kurtosis, as well as the relationship between the rate of daily change and market facilitation index , to decide if TMT Investments PLC performance from the past will be repeated at some future point.
Auto-correlation | -0.53 |
Good reverse predictability
TMT Investments PLC has good reverse predictability. Overlapping area represents the amount of predictability between TMT Investments time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st 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 TMT Investments PLC price movement. The serial correlation of -0.53 indicates that about 53.0% of current TMT Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
TMT Investments PLC lagged returns against current returns
Autocorrelation, which is TMT Investments 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 TMT Investments' stock expected returns. We can calculate the autocorrelation of TMT Investments returns to help us make a trade decision. For example, suppose you find that TMT Investments 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 |
TMT Investments 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 TMT Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TMT Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TMT Investments stock over time.
Current vs Lagged Prices |
| Timeline |
TMT Investments Lagged Returns
When evaluating TMT Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TMT Investments stock have on its future price. TMT Investments 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, TMT Investments autocorrelation shows the relationship between TMT Investments stock current value and its past values and can show if there is a momentum factor associated with investing in TMT Investments PLC.
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 TMT Stock
TMT Investments financial ratios help investors to determine whether TMT 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 TMT with respect to the benefits of owning TMT Investments security.