TAISEM 25 25 OCT 31 Market Value
| 872898AC5 | 82.24 4.65 5.35% |
| Symbol | TAISEM |
Please note, there is a significant difference between TAISEM's value and its price as these two are different measures arrived at by different means. Investors typically determine if TAISEM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TAISEM'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.
TAISEM '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 TAISEM's bond 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 TAISEM.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in TAISEM on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding TAISEM 25 25 OCT 31 or generate 0.0% return on investment in TAISEM over 540 days. TAISEM is related to or competes with Eldorado Gold, Minerals Technologies, AmTrust Financial, Jeld Wen, IPG Photonics, Freedom Bank, and Arrow Financial. More
TAISEM 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 TAISEM's bond 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 TAISEM 25 25 OCT 31 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 6.33 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.5018 |
TAISEM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TAISEM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TAISEM's standard deviation. In reality, there are many statistical measures that can use TAISEM historical prices to predict the future TAISEM's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.45) |
TAISEM 25 25 Backtested Returns
TAISEM 25 25 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the bond had a -0.14% return per unit of volatility over the last 3 months. TAISEM 25 25 OCT 31 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TAISEM's Risk Adjusted Performance of (0.11), market risk adjusted performance of (0.44), and Standard Deviation of 0.848 to confirm the risk estimate we provide. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TAISEM's returns are expected to increase less than the market. However, during the bear market, the loss of holding TAISEM is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
TAISEM 25 25 OCT 31 has modest predictability. Overlapping area represents the amount of predictability between TAISEM time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th 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 TAISEM 25 25 price movement. The serial correlation of 0.53 indicates that about 53.0% of current TAISEM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 2.75 |
TAISEM 25 25 lagged returns against current returns
Autocorrelation, which is TAISEM bond'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 TAISEM's bond expected returns. We can calculate the autocorrelation of TAISEM returns to help us make a trade decision. For example, suppose you find that TAISEM has exhibited high autocorrelation historically, and you observe that the bond 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 |
TAISEM 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 TAISEM bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TAISEM bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TAISEM bond over time.
Current vs Lagged Prices |
| Timeline |
TAISEM Lagged Returns
When evaluating TAISEM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TAISEM bond have on its future price. TAISEM 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, TAISEM autocorrelation shows the relationship between TAISEM bond current value and its past values and can show if there is a momentum factor associated with investing in TAISEM 25 25 OCT 31.
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 TAISEM Bond
TAISEM financial ratios help investors to determine whether TAISEM Bond 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 TAISEM with respect to the benefits of owning TAISEM security.