Tmx Group Limited Stock Market Value
| X Stock | CAD 46.11 0.02 0.04% |
| Symbol | TMX |
TMX Group '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 TMX Group'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 TMX Group.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in TMX Group on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding TMX Group Limited or generate 0.0% return on investment in TMX Group over 90 days. TMX Group is related to or competes with IA Financial, IGM Financial, Intact Financial, Hut 8, Definity Financial, Power Financial, and Onex Corp. TMX Group Limited operates exchanges, markets, and clearinghouses primarily for capital markets in Canada and internatio... More
TMX Group 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 TMX Group'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 TMX Group Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 10.88 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 2.11 |
TMX Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TMX Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TMX Group's standard deviation. In reality, there are many statistical measures that can use TMX Group historical prices to predict the future TMX Group's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TMX Group'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.
TMX Group February 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.07) | |||
| Market Risk Adjusted Performance | (0.48) | |||
| Mean Deviation | 1.03 | |||
| Coefficient Of Variation | (991.23) | |||
| Standard Deviation | 1.6 | |||
| Variance | 2.55 | |||
| Information Ratio | (0.15) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.49) | |||
| Maximum Drawdown | 10.88 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 2.11 | |||
| Skewness | (2.13) | |||
| Kurtosis | 11.38 |
TMX Group Limited Backtested Returns
TMX Group Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11 % return per unit of risk over the last 3 months. TMX Group Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TMX Group's Risk Adjusted Performance of (0.07), variance of 2.55, and Coefficient Of Variation of (991.23) to confirm the risk estimate we provide. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TMX Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding TMX Group is expected to be smaller as well. At this point, TMX Group Limited has a negative expected return of -0.17%. Please make sure to validate TMX Group's skewness, day median price, as well as the relationship between the Day Median Price and relative strength index , to decide if TMX Group Limited performance from the past will be repeated at some future point.
Auto-correlation | -0.37 |
Poor reverse predictability
TMX Group Limited has poor reverse predictability. Overlapping area represents the amount of predictability between TMX Group time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 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 TMX Group Limited price movement. The serial correlation of -0.37 indicates that just about 37.0% of current TMX Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 6.45 |
Pair Trading with TMX Group
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 TMX Group 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 TMX Group will appreciate offsetting losses from the drop in the long position's value.Moving together with TMX Stock
Moving against TMX Stock
| 0.84 | CU | Canadian Utilities Earnings Call This Week | PairCorr |
| 0.83 | IPO | InPlay Oil Corp | PairCorr |
| 0.8 | TVE | Tamarack Valley Energy Earnings Call This Week | PairCorr |
| 0.79 | ESP | Brompton Energy Split | PairCorr |
| 0.79 | PWF-PA | Power Financial Corp | PairCorr |
The ability to find closely correlated positions to TMX Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace TMX Group 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 TMX Group - 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 TMX Group Limited to buy it.
The correlation of TMX Group 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 TMX Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if TMX Group Limited 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 TMX Group 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 TMX Stock
TMX Group financial ratios help investors to determine whether TMX Stock 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 TMX with respect to the benefits of owning TMX Group security.