Torrent Capital Stock Market Value
| TRRPF Stock | USD 0.45 0.00 0.00% |
| Symbol | Torrent |
Torrent Capital '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 Torrent Capital's 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 Torrent Capital.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Torrent Capital on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Torrent Capital or generate 0.0% return on investment in Torrent Capital over 30 days. Torrent Capital is related to or competes with Nuveen Global, New America, Brookfield Business, Elysee Development, DWS Municipal, Blackrock Munivest, and Eaton Vance. Torrent Capital Ltd., an investment company and merchant bank, invests primarily in the securities of public and private... More
Torrent Capital 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 Torrent Capital's 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 Torrent Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1074 | |||
| Maximum Drawdown | 15.38 |
Torrent Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Torrent Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Torrent Capital's standard deviation. In reality, there are many statistical measures that can use Torrent Capital historical prices to predict the future Torrent Capital's volatility.| Risk Adjusted Performance | 0.1085 | |||
| Jensen Alpha | 0.2405 | |||
| Total Risk Alpha | 0.1785 | |||
| Treynor Ratio | (0.25) |
Torrent Capital Backtested Returns
Torrent Capital appears to be extremely dangerous, given 3 months investment horizon. Torrent Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Torrent Capital, which you can use to evaluate the volatility of the company. Please review Torrent Capital's Coefficient Of Variation of 812.4, risk adjusted performance of 0.1085, and Variance of 3.59 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Torrent Capital holds a performance score of 9. The entity has a beta of -0.89, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Torrent Capital are expected to decrease slowly. On the other hand, during market turmoil, Torrent Capital is expected to outperform it slightly. Please check Torrent Capital's risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to make a quick decision on whether Torrent Capital's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Torrent Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Torrent Capital time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 Torrent Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Torrent Capital 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 |
Torrent Capital lagged returns against current returns
Autocorrelation, which is Torrent Capital 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 Torrent Capital's pink sheet expected returns. We can calculate the autocorrelation of Torrent Capital returns to help us make a trade decision. For example, suppose you find that Torrent Capital 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 |
Torrent Capital 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 Torrent Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Torrent Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Torrent Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Torrent Capital Lagged Returns
When evaluating Torrent Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Torrent Capital pink sheet have on its future price. Torrent Capital 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, Torrent Capital autocorrelation shows the relationship between Torrent Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Torrent Capital.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Torrent Pink Sheet
Torrent Capital financial ratios help investors to determine whether Torrent Pink Sheet 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 Torrent with respect to the benefits of owning Torrent Capital security.