Tcnicas Reunidas Sa Stock Market Value
| TNISY Stock | USD 7.10 0.00 0.00% |
| Symbol | Técnicas |
Técnicas Reunidas '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 Técnicas Reunidas' pink sheet 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 Técnicas Reunidas.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Técnicas Reunidas on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Tcnicas Reunidas SA or generate 0.0% return on investment in Técnicas Reunidas over 30 days. Técnicas Reunidas is related to or competes with Balfour Beatty, Bilfinger, Bilfinger, Promotora, Arcadis NV, Webuild SpA, and Shimizu. Tcnicas Reunidas, S.A., an engineering and construction company, engages in the design and management of industrial plan... More
Técnicas Reunidas 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 Técnicas Reunidas' pink sheet 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 Tcnicas Reunidas SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.128 | |||
| Maximum Drawdown | 35.25 |
Técnicas Reunidas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Técnicas Reunidas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Técnicas Reunidas' standard deviation. In reality, there are many statistical measures that can use Técnicas Reunidas historical prices to predict the future Técnicas Reunidas' volatility.| Risk Adjusted Performance | 0.113 | |||
| Jensen Alpha | 0.5598 | |||
| Total Risk Alpha | 0.1589 | |||
| Treynor Ratio | 1.47 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Técnicas Reunidas' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Técnicas Reunidas Backtested Returns
Técnicas Reunidas appears to be slightly risky, given 3 months investment horizon. Técnicas Reunidas owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. By inspecting Técnicas Reunidas' technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please review Técnicas Reunidas' Risk Adjusted Performance of 0.113, coefficient of variation of 670.07, and Variance of 16.16 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Técnicas Reunidas holds a performance score of 11. The entity has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Técnicas Reunidas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Técnicas Reunidas is expected to be smaller as well. Please check Técnicas Reunidas' jensen alpha and day typical price , to make a quick decision on whether Técnicas Reunidas' existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Tcnicas Reunidas SA has no correlation between past and present. Overlapping area represents the amount of predictability between Técnicas Reunidas time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Técnicas Reunidas price movement. The serial correlation of 0.0 indicates that just 0.0% of current Técnicas Reunidas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Técnicas Reunidas lagged returns against current returns
Autocorrelation, which is Técnicas Reunidas pink sheet'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 Técnicas Reunidas' pink sheet expected returns. We can calculate the autocorrelation of Técnicas Reunidas returns to help us make a trade decision. For example, suppose you find that Técnicas Reunidas has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Técnicas Reunidas 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 Técnicas Reunidas pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Técnicas Reunidas pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Técnicas Reunidas pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Técnicas Reunidas Lagged Returns
When evaluating Técnicas Reunidas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Técnicas Reunidas pink sheet have on its future price. Técnicas Reunidas 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, Técnicas Reunidas autocorrelation shows the relationship between Técnicas Reunidas pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tcnicas Reunidas SA.
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.Additional Tools for Técnicas Pink Sheet Analysis
When running Técnicas Reunidas' price analysis, check to measure Técnicas Reunidas' 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 Técnicas Reunidas is operating at the current time. Most of Técnicas Reunidas' value examination focuses on studying past and present price action to predict the probability of Técnicas Reunidas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Técnicas Reunidas' price. Additionally, you may evaluate how the addition of Técnicas Reunidas to your portfolios can decrease your overall portfolio volatility.