TERADATA (Germany) Market Value
| 3T4 Stock | EUR 23.80 0.20 0.83% |
| Symbol | TERADATA |
TERADATA '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 TERADATA'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 TERADATA.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in TERADATA on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding TERADATA or generate 0.0% return on investment in TERADATA over 720 days. TERADATA is related to or competes with Taiwan Semiconductor, Jacquet Metal, ON SEMICONDUCTOR, Zijin Mining, and Magnachip Semiconductor. More
TERADATA 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 TERADATA'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 TERADATA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 16.22 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.95 |
TERADATA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TERADATA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TERADATA's standard deviation. In reality, there are many statistical measures that can use TERADATA historical prices to predict the future TERADATA's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (3.11) |
TERADATA Backtested Returns
TERADATA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11 % return per unit of standard deviation over the last 3 months. TERADATA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TERADATA's risk adjusted performance of (0.06), and Variance of 4.65 to confirm the risk estimate we provide. The entity has a beta of 0.0732, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TERADATA's returns are expected to increase less than the market. However, during the bear market, the loss of holding TERADATA is expected to be smaller as well. At this point, TERADATA has a negative expected return of -0.24%. Please make sure to validate TERADATA's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if TERADATA performance from the past will be repeated at future time.
Auto-correlation | -0.27 |
Weak reverse predictability
TERADATA has weak reverse predictability. Overlapping area represents the amount of predictability between TERADATA time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th of February 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 TERADATA price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current TERADATA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 10.38 |
TERADATA lagged returns against current returns
Autocorrelation, which is TERADATA 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 TERADATA's stock expected returns. We can calculate the autocorrelation of TERADATA returns to help us make a trade decision. For example, suppose you find that TERADATA 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 |
TERADATA 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 TERADATA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TERADATA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TERADATA stock over time.
Current vs Lagged Prices |
| Timeline |
TERADATA Lagged Returns
When evaluating TERADATA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TERADATA stock have on its future price. TERADATA 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, TERADATA autocorrelation shows the relationship between TERADATA stock current value and its past values and can show if there is a momentum factor associated with investing in TERADATA.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for TERADATA Stock Analysis
When running TERADATA's price analysis, check to measure TERADATA'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 TERADATA is operating at the current time. Most of TERADATA's value examination focuses on studying past and present price action to predict the probability of TERADATA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TERADATA's price. Additionally, you may evaluate how the addition of TERADATA to your portfolios can decrease your overall portfolio volatility.