Treasury Wine (Australia) Market Value
| TWE Stock | 10.83 0.32 3.04% |
| Symbol | Treasury |
Treasury Wine '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 Treasury Wine'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 Treasury Wine.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Treasury Wine on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Treasury Wine Estates or generate 0.0% return on investment in Treasury Wine over 30 days. Treasury Wine is related to or competes with Macquarie Technology, Technology One, Australian Strategic, Diversified United, Ras Technology, Skycity Entertainment, and Sandon Capital. Treasury Wine is entity of Australia. It is traded as Stock on AU exchange. More
Treasury Wine 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 Treasury Wine'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 Treasury Wine Estates upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.74 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.87 |
Treasury Wine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Treasury Wine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Treasury Wine's standard deviation. In reality, there are many statistical measures that can use Treasury Wine historical prices to predict the future Treasury Wine's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | 2.5 |
Treasury Wine Estates Backtested Returns
Treasury Wine Estates owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0281, which indicates the firm had a -0.0281 % return per unit of risk over the last 3 months. Treasury Wine Estates exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Treasury Wine's Variance of 2.07, insignificant risk adjusted performance, and Coefficient Of Variation of (9,758) to confirm the risk estimate we provide. The entity has a beta of -0.0099, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Treasury Wine are expected to decrease at a much lower rate. During the bear market, Treasury Wine is likely to outperform the market. At this point, Treasury Wine Estates has a negative expected return of -0.0399%. Please make sure to validate Treasury Wine's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Treasury Wine Estates performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Treasury Wine Estates has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Treasury Wine time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Treasury Wine Estates price movement. The serial correlation of -0.79 indicates that around 79.0% of current Treasury Wine price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Treasury Wine Estates lagged returns against current returns
Autocorrelation, which is Treasury Wine 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 Treasury Wine's stock expected returns. We can calculate the autocorrelation of Treasury Wine returns to help us make a trade decision. For example, suppose you find that Treasury Wine 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 |
Treasury Wine 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 Treasury Wine stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Treasury Wine stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Treasury Wine stock over time.
Current vs Lagged Prices |
| Timeline |
Treasury Wine Lagged Returns
When evaluating Treasury Wine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Treasury Wine stock have on its future price. Treasury Wine 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, Treasury Wine autocorrelation shows the relationship between Treasury Wine stock current value and its past values and can show if there is a momentum factor associated with investing in Treasury Wine Estates.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Treasury Stock Analysis
When running Treasury Wine's price analysis, check to measure Treasury Wine's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Treasury Wine is operating at the current time. Most of Treasury Wine's value examination focuses on studying past and present price action to predict the probability of Treasury Wine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Treasury Wine's price. Additionally, you may evaluate how the addition of Treasury Wine to your portfolios can decrease your overall portfolio volatility.