Terminal X (Israel) Market Value
| TRX Stock | 439.40 1.00 0.23% |
| Symbol | Terminal |
Terminal X '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 Terminal X'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 Terminal X.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Terminal X on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Terminal X Online or generate 0.0% return on investment in Terminal X over 30 days. Terminal X is related to or competes with Fox Wizel, Delek, and Holmes Place. More
Terminal X 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 Terminal X'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 Terminal X Online upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.24 | |||
| Maximum Drawdown | 10.06 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 3.77 |
Terminal X Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Terminal X's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Terminal X's standard deviation. In reality, there are many statistical measures that can use Terminal X historical prices to predict the future Terminal X's volatility.| Risk Adjusted Performance | 0.2396 | |||
| Jensen Alpha | 0.5534 | |||
| Total Risk Alpha | 0.2853 | |||
| Sortino Ratio | 0.2011 | |||
| Treynor Ratio | 1.89 |
Terminal X Online Backtested Returns
Terminal X appears to be very steady, given 3 months investment horizon. Terminal X Online owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.44, which indicates the firm had a 0.44% return per unit of risk over the last 3 months. By inspecting Terminal X's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please review Terminal X's Semi Deviation of 1.26, coefficient of variation of 327.37, and Risk Adjusted Performance of 0.2396 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Terminal X holds a performance score of 34. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Terminal X's returns are expected to increase less than the market. However, during the bear market, the loss of holding Terminal X is expected to be smaller as well. Please check Terminal X's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Terminal X's existing price patterns will revert.
Auto-correlation | 0.56 |
Modest predictability
Terminal X Online has modest predictability. Overlapping area represents the amount of predictability between Terminal X time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Terminal X Online price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Terminal X price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 368.87 |
Terminal X Online lagged returns against current returns
Autocorrelation, which is Terminal X 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 Terminal X's stock expected returns. We can calculate the autocorrelation of Terminal X returns to help us make a trade decision. For example, suppose you find that Terminal X 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 |
Terminal X 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 Terminal X stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Terminal X stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Terminal X stock over time.
Current vs Lagged Prices |
| Timeline |
Terminal X Lagged Returns
When evaluating Terminal X's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Terminal X stock have on its future price. Terminal X 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, Terminal X autocorrelation shows the relationship between Terminal X stock current value and its past values and can show if there is a momentum factor associated with investing in Terminal X Online.
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 Terminal Stock
Terminal X financial ratios help investors to determine whether Terminal 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 Terminal with respect to the benefits of owning Terminal X security.