Trainers House (Finland) Market Value
| TRH1V Stock | EUR 2.24 0.14 6.67% |
| Symbol | Trainers |
Trainers House '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 Trainers House'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 Trainers House.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Trainers House on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Trainers House Oyj or generate 0.0% return on investment in Trainers House over 30 days. Trainers House is related to or competes with Nightingale Health, Alma Media, SSH Communications, Nordea Bank, QPR Software, and United Bankers. Trainers House Oyj, a change management company, provides coaching and other services in Finland and rest of Europe More
Trainers House 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 Trainers House'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 Trainers House Oyj upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.44 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 5.73 |
Trainers House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trainers House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trainers House's standard deviation. In reality, there are many statistical measures that can use Trainers House historical prices to predict the future Trainers House's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Trainers House's 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.
Trainers House Oyj Backtested Returns
Trainers House Oyj owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0499, which indicates the firm had a -0.0499% return per unit of risk over the last 3 months. Trainers House Oyj exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Trainers House's Variance of 8.02, coefficient of variation of (2,604), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Trainers House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Trainers House is expected to be smaller as well. At this point, Trainers House Oyj has a negative expected return of -0.14%. Please make sure to validate Trainers House's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Trainers House Oyj performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.25 |
Weak reverse predictability
Trainers House Oyj has weak reverse predictability. Overlapping area represents the amount of predictability between Trainers House time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Trainers House Oyj price movement. The serial correlation of -0.25 indicates that over 25.0% of current Trainers House price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Trainers House Oyj lagged returns against current returns
Autocorrelation, which is Trainers House 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 Trainers House's stock expected returns. We can calculate the autocorrelation of Trainers House returns to help us make a trade decision. For example, suppose you find that Trainers House 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 |
Trainers House 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 Trainers House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trainers House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trainers House stock over time.
Current vs Lagged Prices |
| Timeline |
Trainers House Lagged Returns
When evaluating Trainers House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trainers House stock have on its future price. Trainers House 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, Trainers House autocorrelation shows the relationship between Trainers House stock current value and its past values and can show if there is a momentum factor associated with investing in Trainers House Oyj.
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 Trainers Stock
Trainers House financial ratios help investors to determine whether Trainers 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 Trainers with respect to the benefits of owning Trainers House security.