Tlou Energy (Australia) Market Value
| TOU Stock | 0.02 0 5.88% |
| Symbol | Tlou |
Tlou Energy '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 Tlou Energy'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 Tlou Energy.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Tlou Energy on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Tlou Energy or generate 0.0% return on investment in Tlou Energy over 30 days. Tlou Energy is related to or competes with Fisher Paykel, Healthco Healthcare, Ainsworth Game, and Apiam Animal. Tlou Energy is entity of Australia. It is traded as Stock on AU exchange. More
Tlou Energy 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 Tlou Energy'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 Tlou Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 34.63 | |||
| Value At Risk | (14.81) | |||
| Potential Upside | 12.5 |
Tlou Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tlou Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tlou Energy's standard deviation. In reality, there are many statistical measures that can use Tlou Energy historical prices to predict the future Tlou Energy's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.70) | |||
| Total Risk Alpha | (1.75) | |||
| Treynor Ratio | 1.86 |
Tlou Energy Backtested Returns
Tlou Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11% return per unit of risk over the last 3 months. Tlou Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tlou Energy's Risk Adjusted Performance of (0.07), coefficient of variation of (915.40), and Variance of 44.93 to confirm the risk estimate we provide. The entity has a beta of -0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tlou Energy are expected to decrease at a much lower rate. During the bear market, Tlou Energy is likely to outperform the market. At this point, Tlou Energy has a negative expected return of -0.74%. Please make sure to validate Tlou Energy's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Tlou Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Tlou Energy has below average predictability. Overlapping area represents the amount of predictability between Tlou Energy time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tlou Energy price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Tlou Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tlou Energy lagged returns against current returns
Autocorrelation, which is Tlou Energy 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 Tlou Energy's stock expected returns. We can calculate the autocorrelation of Tlou Energy returns to help us make a trade decision. For example, suppose you find that Tlou Energy 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 |
Tlou Energy 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 Tlou Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tlou Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tlou Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Tlou Energy Lagged Returns
When evaluating Tlou Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tlou Energy stock have on its future price. Tlou Energy 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, Tlou Energy autocorrelation shows the relationship between Tlou Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Tlou Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tlou Stock Analysis
When running Tlou Energy's price analysis, check to measure Tlou Energy's 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 Tlou Energy is operating at the current time. Most of Tlou Energy's value examination focuses on studying past and present price action to predict the probability of Tlou Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tlou Energy's price. Additionally, you may evaluate how the addition of Tlou Energy to your portfolios can decrease your overall portfolio volatility.