Tile Shop (Germany) Market Value
| 2TS Stock | 5.45 0.25 4.39% |
| Symbol | Tile |
Tile Shop '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 Tile Shop'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 Tile Shop.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Tile Shop on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Tile Shop Holdings or generate 0.0% return on investment in Tile Shop over 90 days.
Tile Shop 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 Tile Shop'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 Tile Shop Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 10.3 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 3.91 |
Tile Shop Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tile Shop's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tile Shop's standard deviation. In reality, there are many statistical measures that can use Tile Shop historical prices to predict the future Tile Shop's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.1389 | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tile Shop'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.
Tile Shop Holdings Backtested Returns
Tile Shop Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0821, which indicates the firm had a -0.0821 % return per unit of risk over the last 3 months. Tile Shop Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tile Shop's Variance of 4.49, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,218) to confirm the risk estimate we provide. The entity has a beta of 0.83, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tile Shop's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tile Shop is expected to be smaller as well. At this point, Tile Shop Holdings has a negative expected return of -0.17%. Please make sure to validate Tile Shop's skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Tile Shop Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Tile Shop Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Tile Shop time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Tile Shop Holdings price movement. The serial correlation of -0.18 indicates that over 18.0% of current Tile Shop price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Tile Shop Holdings lagged returns against current returns
Autocorrelation, which is Tile Shop 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 Tile Shop's stock expected returns. We can calculate the autocorrelation of Tile Shop returns to help us make a trade decision. For example, suppose you find that Tile Shop 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 |
Tile Shop 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 Tile Shop stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tile Shop stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tile Shop stock over time.
Current vs Lagged Prices |
| Timeline |
Tile Shop Lagged Returns
When evaluating Tile Shop's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tile Shop stock have on its future price. Tile Shop 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, Tile Shop autocorrelation shows the relationship between Tile Shop stock current value and its past values and can show if there is a momentum factor associated with investing in Tile Shop Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tile Stock Analysis
When running Tile Shop's price analysis, check to measure Tile Shop'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 Tile Shop is operating at the current time. Most of Tile Shop's value examination focuses on studying past and present price action to predict the probability of Tile Shop's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tile Shop's price. Additionally, you may evaluate how the addition of Tile Shop to your portfolios can decrease your overall portfolio volatility.