Trafalgar New (UK) Market Value
| TRAF Stock | 0.01 0.00 0.00% |
| Symbol | Trafalgar |
Trafalgar New '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 Trafalgar New'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 Trafalgar New.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Trafalgar New on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Trafalgar New Homes or generate 0.0% return on investment in Trafalgar New over 30 days. Trafalgar New is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, State Bank, LG ELECTRONICS, and Reliance Industries. Trafalgar New is entity of United Kingdom More
Trafalgar New 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 Trafalgar New'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 Trafalgar New Homes upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 30.95 | |||
| Value At Risk | (9.09) |
Trafalgar New Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trafalgar New's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trafalgar New's standard deviation. In reality, there are many statistical measures that can use Trafalgar New historical prices to predict the future Trafalgar New's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.71) | |||
| Total Risk Alpha | (1.56) | |||
| Treynor Ratio | 1.13 |
Trafalgar New Homes Backtested Returns
Currently, Trafalgar New Homes is out of control. Trafalgar New Homes owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0141, which indicates the firm had a 0.0141 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Trafalgar New Homes, which you can use to evaluate the volatility of the company. Please validate Trafalgar New's Risk Adjusted Performance of (0.10), variance of 25.06, and Coefficient Of Variation of (647.95) to confirm if the risk estimate we provide is consistent with the expected return of 0.0411%. Trafalgar New has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Trafalgar New are expected to decrease at a much lower rate. During the bear market, Trafalgar New is likely to outperform the market. Trafalgar New Homes right now has a risk of 2.91%. Please validate Trafalgar New coefficient of variation, variance, jensen alpha, as well as the relationship between the standard deviation and information ratio , to decide if Trafalgar New will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Trafalgar New Homes has no correlation between past and present. Overlapping area represents the amount of predictability between Trafalgar New time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Trafalgar New Homes price movement. The serial correlation of 0.0 indicates that just 0.0% of current Trafalgar New 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 |
Trafalgar New Homes lagged returns against current returns
Autocorrelation, which is Trafalgar New 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 Trafalgar New's stock expected returns. We can calculate the autocorrelation of Trafalgar New returns to help us make a trade decision. For example, suppose you find that Trafalgar New 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 |
Trafalgar New 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 Trafalgar New stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trafalgar New stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trafalgar New stock over time.
Current vs Lagged Prices |
| Timeline |
Trafalgar New Lagged Returns
When evaluating Trafalgar New's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trafalgar New stock have on its future price. Trafalgar New 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, Trafalgar New autocorrelation shows the relationship between Trafalgar New stock current value and its past values and can show if there is a momentum factor associated with investing in Trafalgar New Homes.
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 Trafalgar Stock Analysis
When running Trafalgar New's price analysis, check to measure Trafalgar New'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 Trafalgar New is operating at the current time. Most of Trafalgar New's value examination focuses on studying past and present price action to predict the probability of Trafalgar New's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trafalgar New's price. Additionally, you may evaluate how the addition of Trafalgar New to your portfolios can decrease your overall portfolio volatility.