Transense Technologies (UK) Market Value
| TRT Stock | 126.50 1.00 0.78% |
| Symbol | Transense |
Transense Technologies '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 Transense Technologies' 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 Transense Technologies.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Transense Technologies on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Transense Technologies PLC or generate 0.0% return on investment in Transense Technologies over 30 days. Transense Technologies is related to or competes with St Galler, Datagroup, BE Semiconductor, Sparebank, Datadog, Royal Bank, and Science Applications. Transense Technologies is entity of United Kingdom More
Transense Technologies 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 Transense Technologies' 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 Transense Technologies PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.0039 | |||
| Maximum Drawdown | 16.02 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 3.64 |
Transense Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transense Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transense Technologies' standard deviation. In reality, there are many statistical measures that can use Transense Technologies historical prices to predict the future Transense Technologies' volatility.| Risk Adjusted Performance | 0.0423 | |||
| Jensen Alpha | 0.1117 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0031 | |||
| Treynor Ratio | (0.36) |
Transense Technologies Backtested Returns
At this point, Transense Technologies is very steady. Transense Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0726, which indicates the firm had a 0.0726 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Transense Technologies PLC, which you can use to evaluate the volatility of the company. Please validate Transense Technologies' Risk Adjusted Performance of 0.0423, coefficient of variation of 2084.08, and Semi Deviation of 1.06 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Transense Technologies has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Transense Technologies are expected to decrease at a much lower rate. During the bear market, Transense Technologies is likely to outperform the market. Transense Technologies right now has a risk of 2.17%. Please validate Transense Technologies maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Transense Technologies will be following its existing price patterns.
Auto-correlation | 0.50 |
Modest predictability
Transense Technologies PLC has modest predictability. Overlapping area represents the amount of predictability between Transense Technologies time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th 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 Transense Technologies price movement. The serial correlation of 0.5 indicates that about 50.0% of current Transense Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 16.7 |
Transense Technologies lagged returns against current returns
Autocorrelation, which is Transense Technologies 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 Transense Technologies' stock expected returns. We can calculate the autocorrelation of Transense Technologies returns to help us make a trade decision. For example, suppose you find that Transense Technologies 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 |
Transense Technologies 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 Transense Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transense Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Transense Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Transense Technologies Lagged Returns
When evaluating Transense Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transense Technologies stock have on its future price. Transense Technologies 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, Transense Technologies autocorrelation shows the relationship between Transense Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Transense Technologies PLC.
Regressed Prices |
| Timeline |
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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 Transense Stock
Transense Technologies financial ratios help investors to determine whether Transense 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 Transense with respect to the benefits of owning Transense Technologies security.