TIME Dotcom's market value is the price at which a share of TIME Dotcom trades on a public exchange. It measures the collective expectations of TIME Dotcom Bhd investors about its performance. TIME Dotcom is selling for 4.64 as of the 18th of January 2025. This is a 1.09 percent increase since the beginning of the trading day. The stock's lowest day price was 4.53. With this module, you can estimate the performance of a buy and hold strategy of TIME Dotcom Bhd and determine expected loss or profit from investing in TIME Dotcom over a given investment horizon. Check out TIME Dotcom Correlation, TIME Dotcom Volatility and TIME Dotcom Alpha and Beta module to complement your research on TIME Dotcom.
Please note, there is a significant difference between TIME Dotcom's value and its price as these two are different measures arrived at by different means. Investors typically determine if TIME Dotcom is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TIME Dotcom's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
TIME Dotcom '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 TIME Dotcom'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 TIME Dotcom.
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12/19/2024
No Change 0.00
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In 31 days
01/18/2025
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If you would invest 0.00 in TIME Dotcom on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding TIME Dotcom Bhd or generate 0.0% return on investment in TIME Dotcom over 30 days. TIME Dotcom is related to or competes with Star Media, Sports Toto, Icon Offshore, IHH Healthcare, and TAS Offshore. More
TIME Dotcom 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 TIME Dotcom'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 TIME Dotcom Bhd 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 TIME Dotcom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TIME Dotcom's standard deviation. In reality, there are many statistical measures that can use TIME Dotcom historical prices to predict the future TIME Dotcom's volatility.
TIME Dotcom Bhd owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0877, which indicates the firm had a -0.0877% return per unit of standard deviation over the last 3 months. TIME Dotcom Bhd exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TIME Dotcom's variance of 1.49, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TIME Dotcom are expected to decrease at a much lower rate. During the bear market, TIME Dotcom is likely to outperform the market. At this point, TIME Dotcom Bhd has a negative expected return of -0.0995%. Please make sure to validate TIME Dotcom's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if TIME Dotcom Bhd performance from the past will be repeated at future time.
Auto-correlation
-0.52
Good reverse predictability
TIME Dotcom Bhd has good reverse predictability. Overlapping area represents the amount of predictability between TIME Dotcom time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 TIME Dotcom Bhd price movement. The serial correlation of -0.52 indicates that about 52.0% of current TIME Dotcom price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.52
Spearman Rank Test
-0.66
Residual Average
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Price Variance
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TIME Dotcom Bhd lagged returns against current returns
Autocorrelation, which is TIME Dotcom 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 TIME Dotcom's stock expected returns. We can calculate the autocorrelation of TIME Dotcom returns to help us make a trade decision. For example, suppose you find that TIME Dotcom 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
TIME Dotcom 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 TIME Dotcom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TIME Dotcom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TIME Dotcom stock over time.
Current vs Lagged Prices
Timeline
TIME Dotcom Lagged Returns
When evaluating TIME Dotcom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TIME Dotcom stock have on its future price. TIME Dotcom 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, TIME Dotcom autocorrelation shows the relationship between TIME Dotcom stock current value and its past values and can show if there is a momentum factor associated with investing in TIME Dotcom Bhd.
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.
TIME Dotcom financial ratios help investors to determine whether TIME 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 TIME with respect to the benefits of owning TIME Dotcom security.