Tander Inversiones' market value is the price at which a share of Tander Inversiones trades on a public exchange. It measures the collective expectations of Tander Inversiones SOCIMI investors about its performance. Tander Inversiones is trading at 12.20 as of the 26th of November 2024, a 1.67% up since the beginning of the trading day. The stock's open price was 12.0. With this module, you can estimate the performance of a buy and hold strategy of Tander Inversiones SOCIMI and determine expected loss or profit from investing in Tander Inversiones over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Tander
Tander Inversiones '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 Tander Inversiones' 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 Tander Inversiones.
0.00
10/27/2024
No Change 0.00
0.0
In 31 days
11/26/2024
0.00
If you would invest 0.00 in Tander Inversiones on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Tander Inversiones SOCIMI or generate 0.0% return on investment in Tander Inversiones over 30 days.
Tander Inversiones 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 Tander Inversiones' 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 Tander Inversiones SOCIMI 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 Tander Inversiones' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tander Inversiones' standard deviation. In reality, there are many statistical measures that can use Tander Inversiones historical prices to predict the future Tander Inversiones' volatility.
At this point, Tander Inversiones is very steady. Tander Inversiones SOCIMI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty technical indicators for Tander Inversiones SOCIMI, which you can use to evaluate the volatility of the company. Please validate Tander Inversiones' Coefficient Of Variation of 812.4, risk adjusted performance of 0.067, and Variance of 0.0421 to confirm if the risk estimate we provide is consistent with the expected return of 0.026%. Tander Inversiones has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.0366, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tander Inversiones' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tander Inversiones is expected to be smaller as well. Tander Inversiones SOCIMI right now has a risk of 0.21%. Please validate Tander Inversiones accumulation distribution, rate of daily change, and the relationship between the kurtosis and daily balance of power , to decide if Tander Inversiones will be following its existing price patterns.
Auto-correlation
Huge
Perfect predictability
Tander Inversiones SOCIMI has perfect predictability. Overlapping area represents the amount of predictability between Tander Inversiones time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Tander Inversiones SOCIMI price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Tander Inversiones price fluctuation can be explain by its past prices.
Correlation Coefficient
92233.7 T
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.0
Tander Inversiones SOCIMI lagged returns against current returns
Autocorrelation, which is Tander Inversiones 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 Tander Inversiones' stock expected returns. We can calculate the autocorrelation of Tander Inversiones returns to help us make a trade decision. For example, suppose you find that Tander Inversiones 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
Tander Inversiones 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 Tander Inversiones stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tander Inversiones stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tander Inversiones stock over time.
Current vs Lagged Prices
Timeline
Tander Inversiones Lagged Returns
When evaluating Tander Inversiones' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tander Inversiones stock have on its future price. Tander Inversiones 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, Tander Inversiones autocorrelation shows the relationship between Tander Inversiones stock current value and its past values and can show if there is a momentum factor associated with investing in Tander Inversiones SOCIMI.
Regressed Prices
Timeline
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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.