Trupanion (Germany) Market Value
| TPW Stock | EUR 51.50 0.52 1.02% |
| Symbol | Trupanion |
Trupanion '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 Trupanion'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 Trupanion.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Trupanion on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Trupanion or generate 0.0% return on investment in Trupanion over 390 days. Trupanion is related to or competes with First American, MGIC Investment, Lancashire Holdings, and Trisura. Trupanion, Inc., together with its subsidiaries, provides medical insurance for cats and dogs on monthly subscription ba... More
Trupanion 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 Trupanion'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 Trupanion upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.55 | |||
| Information Ratio | 0.1181 | |||
| Maximum Drawdown | 14.55 | |||
| Value At Risk | (4.16) | |||
| Potential Upside | 5.42 |
Trupanion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trupanion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trupanion's standard deviation. In reality, there are many statistical measures that can use Trupanion historical prices to predict the future Trupanion's volatility.| Risk Adjusted Performance | 0.1191 | |||
| Jensen Alpha | 0.4403 | |||
| Total Risk Alpha | 0.032 | |||
| Sortino Ratio | 0.1055 | |||
| Treynor Ratio | 1.34 |
Trupanion Backtested Returns
Trupanion appears to be very steady, given 3 months investment horizon. Trupanion owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Trupanion, which you can use to evaluate the volatility of the company. Please review Trupanion's Risk Adjusted Performance of 0.1191, coefficient of variation of 652.11, and Semi Deviation of 2.93 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Trupanion holds a performance score of 9. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Trupanion's returns are expected to increase less than the market. However, during the bear market, the loss of holding Trupanion is expected to be smaller as well. Please check Trupanion's maximum drawdown, semi variance, daily balance of power, as well as the relationship between the potential upside and skewness , to make a quick decision on whether Trupanion's existing price patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Trupanion has poor reverse predictability. Overlapping area represents the amount of predictability between Trupanion time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th of December 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 Trupanion price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Trupanion price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 76.5 |
Trupanion lagged returns against current returns
Autocorrelation, which is Trupanion 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 Trupanion's stock expected returns. We can calculate the autocorrelation of Trupanion returns to help us make a trade decision. For example, suppose you find that Trupanion 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 |
Trupanion 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 Trupanion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trupanion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trupanion stock over time.
Current vs Lagged Prices |
| Timeline |
Trupanion Lagged Returns
When evaluating Trupanion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trupanion stock have on its future price. Trupanion 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, Trupanion autocorrelation shows the relationship between Trupanion stock current value and its past values and can show if there is a momentum factor associated with investing in Trupanion.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Trupanion Stock
When determining whether Trupanion is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Trupanion Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Trupanion Stock. Highlighted below are key reports to facilitate an investment decision about Trupanion Stock:Check out Trupanion Correlation, Trupanion Volatility and Trupanion Alpha and Beta module to complement your research on Trupanion. For more detail on how to invest in Trupanion Stock please use our How to Invest in Trupanion guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Trupanion technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.