Tennessee Valley Authority Stock Market Value
| TVE Stock | USD 24.47 0.11 0.45% |
| Symbol | Tennessee |
Tennessee Valley Aut Price To Book Ratio
Is Environmental & Facilities Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Tennessee Valley. If investors know Tennessee will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Tennessee Valley listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Tennessee Valley Aut is measured differently than its book value, which is the value of Tennessee that is recorded on the company's balance sheet. Investors also form their own opinion of Tennessee Valley's value that differs from its market value or its book value, called intrinsic value, which is Tennessee Valley's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Tennessee Valley's market value can be influenced by many factors that don't directly affect Tennessee Valley's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Tennessee Valley's value and its price as these two are different measures arrived at by different means. Investors typically determine if Tennessee Valley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tennessee Valley'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.
Tennessee Valley '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 Tennessee Valley'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 Tennessee Valley.
| 01/18/2024 |
| 01/07/2026 |
If you would invest 0.00 in Tennessee Valley on January 18, 2024 and sell it all today you would earn a total of 0.00 from holding Tennessee Valley Authority or generate 0.0% return on investment in Tennessee Valley over 720 days. Tennessee Valley is related to or competes with Glen Burnie, Carver Bancorp, SHF Holdings, Netcapital, Wintergreen Acquisition, Centurion Acquisition, and Fanhua. Tennessee Valley Authority engages in the production and sale of electricity in the United States More
Tennessee Valley 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 Tennessee Valley'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 Tennessee Valley Authority upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4109 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 1.72 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.7475 |
Tennessee Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tennessee Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tennessee Valley's standard deviation. In reality, there are many statistical measures that can use Tennessee Valley historical prices to predict the future Tennessee Valley's volatility.| Risk Adjusted Performance | 0.0849 | |||
| Jensen Alpha | 0.0427 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (1.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tennessee Valley's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tennessee Valley Aut Backtested Returns
At this point, Tennessee Valley is very steady. Tennessee Valley Aut owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tennessee Valley Authority, which you can use to evaluate the volatility of the company. Please validate Tennessee Valley's Risk Adjusted Performance of 0.0849, semi deviation of 0.2911, and Coefficient Of Variation of 781.47 to confirm if the risk estimate we provide is consistent with the expected return of 0.0401%. Tennessee Valley has a performance score of 8 on a scale of 0 to 100. The entity has a beta of -0.0331, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tennessee Valley are expected to decrease at a much lower rate. During the bear market, Tennessee Valley is likely to outperform the market. Tennessee Valley Aut right now has a risk of 0.39%. Please validate Tennessee Valley value at risk, as well as the relationship between the skewness and day median price , to decide if Tennessee Valley will be following its existing price patterns.
Auto-correlation | 0.78 |
Good predictability
Tennessee Valley Authority has good predictability. Overlapping area represents the amount of predictability between Tennessee Valley time series from 18th of January 2024 to 12th of January 2025 and 12th of January 2025 to 7th 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 Tennessee Valley Aut price movement. The serial correlation of 0.78 indicates that around 78.0% of current Tennessee Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Tennessee Valley Aut lagged returns against current returns
Autocorrelation, which is Tennessee Valley 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 Tennessee Valley's stock expected returns. We can calculate the autocorrelation of Tennessee Valley returns to help us make a trade decision. For example, suppose you find that Tennessee Valley 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 |
Tennessee Valley 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 Tennessee Valley stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tennessee Valley stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tennessee Valley stock over time.
Current vs Lagged Prices |
| Timeline |
Tennessee Valley Lagged Returns
When evaluating Tennessee Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tennessee Valley stock have on its future price. Tennessee Valley 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, Tennessee Valley autocorrelation shows the relationship between Tennessee Valley stock current value and its past values and can show if there is a momentum factor associated with investing in Tennessee Valley Authority.
Regressed Prices |
| Timeline |
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Check out Tennessee Valley Correlation, Tennessee Valley Volatility and Tennessee Valley Alpha and Beta module to complement your research on Tennessee Valley. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Tennessee Valley technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.