True North's market value is the price at which a share of True North trades on a public exchange. It measures the collective expectations of True North Commercial investors about its performance. True North is trading at 6.45 as of the 25th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 6.45. With this module, you can estimate the performance of a buy and hold strategy of True North Commercial and determine expected loss or profit from investing in True North over a given investment horizon. Check out True North Correlation, True North Volatility and True North Alpha and Beta module to complement your research on True North.
Please note, there is a significant difference between True North's value and its price as these two are different measures arrived at by different means. Investors typically determine if True North is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, True North's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
True North '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 True North'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 True North.
0.00
11/25/2025
No Change 0.00
0.0
In 30 days
12/25/2025
0.00
If you would invest 0.00 in True North on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding True North Commercial or generate 0.0% return on investment in True North over 30 days. True North is related to or competes with Bridgemarq Real, First Real, Sino Ocean, Canadian Net, Ojai Oil, and Maxus Realty. The REIT is an unincorporated, open-ended real estate investment trust established under the laws of the Province of Ont... More
True North 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 True North'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 True North Commercial upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for True North's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as True North's standard deviation. In reality, there are many statistical measures that can use True North historical prices to predict the future True North's volatility.
True North Commercial owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. True North Commercial exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate True North's Coefficient Of Variation of (4,324), variance of 0.7258, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of -0.0342, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning True North are expected to decrease at a much lower rate. During the bear market, True North is likely to outperform the market. At this point, True North Commercial has a negative expected return of -0.0037%. Please make sure to validate True North's variance, as well as the relationship between the value at risk and rate of daily change , to decide if True North Commercial performance from the past will be repeated at some point in the near future.
Auto-correlation
0.77
Good predictability
True North Commercial has good predictability. Overlapping area represents the amount of predictability between True North time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th of December 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 True North Commercial price movement. The serial correlation of 0.77 indicates that around 77.0% of current True North price fluctuation can be explain by its past prices.
Correlation Coefficient
0.77
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.0
True North Commercial lagged returns against current returns
Autocorrelation, which is True North 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 True North's pink sheet expected returns. We can calculate the autocorrelation of True North returns to help us make a trade decision. For example, suppose you find that True North 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
True North 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 True North pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if True North pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in True North pink sheet over time.
Current vs Lagged Prices
Timeline
True North Lagged Returns
When evaluating True North's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of True North pink sheet have on its future price. True North 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, True North autocorrelation shows the relationship between True North pink sheet current value and its past values and can show if there is a momentum factor associated with investing in True North Commercial.
True North financial ratios help investors to determine whether True 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 True with respect to the benefits of owning True North security.