TIMBERCREEK FINL (Germany) Market Value
| 58O Stock | EUR 4.56 0.02 0.44% |
| Symbol | TIMBERCREEK |
TIMBERCREEK FINL '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 TIMBERCREEK FINL'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 TIMBERCREEK FINL.
| 11/28/2023 |
| 12/22/2024 |
If you would invest 0.00 in TIMBERCREEK FINL on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding TIMBERCREEK FINL or generate 0.0% return on investment in TIMBERCREEK FINL over 390 days. TIMBERCREEK FINL is related to or competes with Mr Cooper, OSB GROUP, FIRST NATIONAL, Deutsche Pfandbriefbank, ELLINGTON FINL, LOANDEPOT INC, and TIMBERCREEK FINL. Timbercreek Financial Corp., a mortgage investment company, provides shorter-duration structured financing solutions to ... More
TIMBERCREEK FINL 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 TIMBERCREEK FINL'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 TIMBERCREEK FINL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 14.77 | |||
| Value At Risk | (4.60) | |||
| Potential Upside | 4.0 |
TIMBERCREEK FINL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TIMBERCREEK FINL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TIMBERCREEK FINL's standard deviation. In reality, there are many statistical measures that can use TIMBERCREEK FINL historical prices to predict the future TIMBERCREEK FINL's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.16) |
TIMBERCREEK FINL Backtested Returns
TIMBERCREEK FINL owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0555, which indicates the firm had a -0.0555% return per unit of standard deviation over the last 3 months. TIMBERCREEK FINL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TIMBERCREEK FINL's risk adjusted performance of (0.04), and Variance of 4.97 to confirm the risk estimate we provide. The entity has a beta of 0.86, which indicates possible diversification benefits within a given portfolio. TIMBERCREEK FINL returns are very sensitive to returns on the market. As the market goes up or down, TIMBERCREEK FINL is expected to follow. At this point, TIMBERCREEK FINL has a negative expected return of -0.12%. Please make sure to validate TIMBERCREEK FINL's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if TIMBERCREEK FINL performance from the past will be repeated at future time.
Auto-correlation | 0.80 |
Very good predictability
TIMBERCREEK FINL has very good predictability. Overlapping area represents the amount of predictability between TIMBERCREEK FINL time series from 28th of November 2023 to 10th of June 2024 and 10th of June 2024 to 22nd of December 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 TIMBERCREEK FINL price movement. The serial correlation of 0.8 indicates that around 80.0% of current TIMBERCREEK FINL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
TIMBERCREEK FINL lagged returns against current returns
Autocorrelation, which is TIMBERCREEK FINL 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 TIMBERCREEK FINL's stock expected returns. We can calculate the autocorrelation of TIMBERCREEK FINL returns to help us make a trade decision. For example, suppose you find that TIMBERCREEK FINL 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 |
TIMBERCREEK FINL 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 TIMBERCREEK FINL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TIMBERCREEK FINL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TIMBERCREEK FINL stock over time.
Current vs Lagged Prices |
| Timeline |
TIMBERCREEK FINL Lagged Returns
When evaluating TIMBERCREEK FINL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TIMBERCREEK FINL stock have on its future price. TIMBERCREEK FINL 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, TIMBERCREEK FINL autocorrelation shows the relationship between TIMBERCREEK FINL stock current value and its past values and can show if there is a momentum factor associated with investing in TIMBERCREEK FINL.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in TIMBERCREEK Stock
TIMBERCREEK FINL financial ratios help investors to determine whether TIMBERCREEK 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 TIMBERCREEK with respect to the benefits of owning TIMBERCREEK FINL security.