Technicolor (UK) Market Value
| 0MV8 Stock | 0.19 0.01 5.00% |
| Symbol | Technicolor |
Technicolor '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 Technicolor'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 Technicolor.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Technicolor on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Technicolor or generate 0.0% return on investment in Technicolor over 90 days. Technicolor is related to or competes with Zurich Insurance, Symphony Environmental, UNIQA Insurance, Ecclesiastical Insurance, Check Point, MTI Wireless, and Roper Technologies. Technicolor is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Technicolor 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 Technicolor'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 Technicolor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.16 | |||
| Information Ratio | 0.1639 | |||
| Maximum Drawdown | 28.29 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.33 |
Technicolor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Technicolor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Technicolor's standard deviation. In reality, there are many statistical measures that can use Technicolor historical prices to predict the future Technicolor's volatility.| Risk Adjusted Performance | 0.1244 | |||
| Jensen Alpha | 0.6303 | |||
| Total Risk Alpha | 1.47 | |||
| Sortino Ratio | 0.0997 | |||
| Treynor Ratio | (1.76) |
Technicolor Backtested Returns
Technicolor appears to be out of control, given 3 months investment horizon. Technicolor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. By inspecting Technicolor's technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please review Technicolor's Coefficient Of Variation of 717.9, risk adjusted performance of 0.1244, and Semi Deviation of 2.56 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Technicolor holds a performance score of 13. The entity has a beta of -0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Technicolor are expected to decrease at a much lower rate. During the bear market, Technicolor is likely to outperform the market. Please check Technicolor's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Technicolor's existing price patterns will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Technicolor has virtually no predictability. Overlapping area represents the amount of predictability between Technicolor time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th of March 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 Technicolor price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Technicolor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Technicolor lagged returns against current returns
Autocorrelation, which is Technicolor 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 Technicolor's stock expected returns. We can calculate the autocorrelation of Technicolor returns to help us make a trade decision. For example, suppose you find that Technicolor 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 |
Technicolor 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 Technicolor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Technicolor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Technicolor stock over time.
Current vs Lagged Prices |
| Timeline |
Technicolor Lagged Returns
When evaluating Technicolor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Technicolor stock have on its future price. Technicolor 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, Technicolor autocorrelation shows the relationship between Technicolor stock current value and its past values and can show if there is a momentum factor associated with investing in Technicolor.
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.Additional Tools for Technicolor Stock Analysis
When running Technicolor's price analysis, check to measure Technicolor'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 Technicolor is operating at the current time. Most of Technicolor's value examination focuses on studying past and present price action to predict the probability of Technicolor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Technicolor's price. Additionally, you may evaluate how the addition of Technicolor to your portfolios can decrease your overall portfolio volatility.