T2 Biosystems Stock Market Value
| TTOO Stock | USD 0.01 0.01 50.00% |
| Symbol | TTOO |
T2 Biosystems '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 T2 Biosystems' 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 T2 Biosystems.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in T2 Biosystems on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding T2 Biosystems or generate 0.0% return on investment in T2 Biosystems over 30 days. T2 Biosystems, Inc., an in vitro diagnostics company, develops diagnostic products and product candidates in the United ... More
T2 Biosystems 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 T2 Biosystems' 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 T2 Biosystems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 39.2 | |||
| Information Ratio | 0.1548 | |||
| Maximum Drawdown | 1050.0 | |||
| Value At Risk | (54.55) | |||
| Potential Upside | 83.33 |
T2 Biosystems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for T2 Biosystems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as T2 Biosystems' standard deviation. In reality, there are many statistical measures that can use T2 Biosystems historical prices to predict the future T2 Biosystems' volatility.| Risk Adjusted Performance | 0.12 | |||
| Jensen Alpha | 21.13 | |||
| Total Risk Alpha | 10.65 | |||
| Sortino Ratio | 0.5514 | |||
| Treynor Ratio | 2.24 |
T2 Biosystems Backtested Returns
T2 Biosystems is out of control given 3 months investment horizon. T2 Biosystems retains Efficiency (Sharpe Ratio) of 0.16, which indicates the company had a 0.16 % return per unit of price deviation over the last 3 months. We were able to break down and interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 21.68% are justified by taking the suggested risk. Use T2 Biosystems standard deviation of 139.66, and Market Risk Adjusted Performance of 2.25 to evaluate company specific risk that cannot be diversified away. T2 Biosystems holds a performance score of 12 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 9.66, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, T2 Biosystems will likely underperform. Use T2 Biosystems standard deviation and the relationship between the value at risk and market facilitation index , to analyze future returns on T2 Biosystems.
Auto-correlation | -0.42 |
Modest reverse predictability
T2 Biosystems has modest reverse predictability. Overlapping area represents the amount of predictability between T2 Biosystems time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 T2 Biosystems price movement. The serial correlation of -0.42 indicates that just about 42.0% of current T2 Biosystems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
T2 Biosystems lagged returns against current returns
Autocorrelation, which is T2 Biosystems 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 T2 Biosystems' pink sheet expected returns. We can calculate the autocorrelation of T2 Biosystems returns to help us make a trade decision. For example, suppose you find that T2 Biosystems 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 |
T2 Biosystems 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 T2 Biosystems pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if T2 Biosystems pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in T2 Biosystems pink sheet over time.
Current vs Lagged Prices |
| Timeline |
T2 Biosystems Lagged Returns
When evaluating T2 Biosystems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of T2 Biosystems pink sheet have on its future price. T2 Biosystems 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, T2 Biosystems autocorrelation shows the relationship between T2 Biosystems pink sheet current value and its past values and can show if there is a momentum factor associated with investing in T2 Biosystems.
Regressed Prices |
| Timeline |
Pair Trading with T2 Biosystems
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if T2 Biosystems position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in T2 Biosystems will appreciate offsetting losses from the drop in the long position's value.Moving against TTOO Pink Sheet
| 0.31 | XOM | Exxon Mobil Corp Aggressive Push | PairCorr |
The ability to find closely correlated positions to T2 Biosystems could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace T2 Biosystems when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back T2 Biosystems - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling T2 Biosystems to buy it.
The correlation of T2 Biosystems is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as T2 Biosystems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if T2 Biosystems moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for T2 Biosystems can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in TTOO Pink Sheet
T2 Biosystems financial ratios help investors to determine whether TTOO 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 TTOO with respect to the benefits of owning T2 Biosystems security.