Tiv Taam (Israel) Market Value
| TTAM Stock | 644.20 19.70 3.15% |
| Symbol | Tiv |
Tiv Taam '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 Tiv Taam'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 Tiv Taam.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Tiv Taam on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Tiv Taam or generate 0.0% return on investment in Tiv Taam over 30 days. Tiv Taam is related to or competes with Shufersal, Rami Levi, Victory Supermarket, Strauss, and M Yochananof. Tiv Taam Holdings 1 Ltd. owns and operates a chain of food retail stores in Israel More
Tiv Taam 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 Tiv Taam'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 Tiv Taam upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.0606 | |||
| Maximum Drawdown | 11.91 | |||
| Value At Risk | (3.34) | |||
| Potential Upside | 3.98 |
Tiv Taam Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiv Taam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiv Taam's standard deviation. In reality, there are many statistical measures that can use Tiv Taam historical prices to predict the future Tiv Taam's volatility.| Risk Adjusted Performance | 0.0992 | |||
| Jensen Alpha | 0.2325 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.059 | |||
| Treynor Ratio | 3.38 |
Tiv Taam Backtested Returns
Tiv Taam appears to be very steady, given 3 months investment horizon. Tiv Taam owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Tiv Taam, which you can use to evaluate the volatility of the company. Please review Tiv Taam's Semi Deviation of 1.85, coefficient of variation of 825.15, and Risk Adjusted Performance of 0.0992 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tiv Taam holds a performance score of 8. The entity has a beta of 0.0713, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiv Taam's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiv Taam is expected to be smaller as well. Please check Tiv Taam's maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to make a quick decision on whether Tiv Taam's existing price patterns will revert.
Auto-correlation | -0.57 |
Good reverse predictability
Tiv Taam has good reverse predictability. Overlapping area represents the amount of predictability between Tiv Taam time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Tiv Taam price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Tiv Taam price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 197.82 |
Tiv Taam lagged returns against current returns
Autocorrelation, which is Tiv Taam 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 Tiv Taam's stock expected returns. We can calculate the autocorrelation of Tiv Taam returns to help us make a trade decision. For example, suppose you find that Tiv Taam 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 |
Tiv Taam 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 Tiv Taam stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiv Taam stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tiv Taam stock over time.
Current vs Lagged Prices |
| Timeline |
Tiv Taam Lagged Returns
When evaluating Tiv Taam's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiv Taam stock have on its future price. Tiv Taam 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, Tiv Taam autocorrelation shows the relationship between Tiv Taam stock current value and its past values and can show if there is a momentum factor associated with investing in Tiv Taam.
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 Tiv Stock
Tiv Taam financial ratios help investors to determine whether Tiv 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 Tiv with respect to the benefits of owning Tiv Taam security.