Take Two (Brazil) Market Value
| T1TW34 Stock | BRL 288.71 5.45 1.85% |
| Symbol | Take |
Take Two '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 Take Two'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 Take Two.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Take Two on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Take Two Interactive Software or generate 0.0% return on investment in Take Two over 90 days. Take Two is related to or competes with Keysight Technologies,, Uber Technologies, GP Investments, Micron Technology. Take-Two Interactive Software, Inc. develops, publishes, and markets interactive entertainment solutions for consumers w... More
Take Two 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 Take Two'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 Take Two Interactive Software upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | 0.053 | |||
| Maximum Drawdown | 19.6 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 4.16 |
Take Two Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Take Two's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Take Two's standard deviation. In reality, there are many statistical measures that can use Take Two historical prices to predict the future Take Two's volatility.| Risk Adjusted Performance | 0.0302 | |||
| Jensen Alpha | 0.0713 | |||
| Total Risk Alpha | 0.3828 | |||
| Sortino Ratio | 0.0742 | |||
| Treynor Ratio | 3.66 |
Take Two Interactive Backtested Returns
At this point, Take Two is very steady. Take Two Interactive owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0341, which indicates the firm had a 0.0341 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Take Two Interactive Software, which you can use to evaluate the volatility of the company. Please validate Take Two's Risk Adjusted Performance of 0.0302, semi deviation of 2.08, and Coefficient Of Variation of 3805.6 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Take Two has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.019, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Take Two's returns are expected to increase less than the market. However, during the bear market, the loss of holding Take Two is expected to be smaller as well. Take Two Interactive right now has a risk of 3.07%. Please validate Take Two value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Take Two will be following its existing price patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
Take Two Interactive Software has very weak reverse predictability. Overlapping area represents the amount of predictability between Take Two time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Take Two Interactive price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Take Two price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 173.5 |
Take Two Interactive lagged returns against current returns
Autocorrelation, which is Take Two 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 Take Two's stock expected returns. We can calculate the autocorrelation of Take Two returns to help us make a trade decision. For example, suppose you find that Take Two 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 |
Take Two 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 Take Two stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Take Two stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Take Two stock over time.
Current vs Lagged Prices |
| Timeline |
Take Two Lagged Returns
When evaluating Take Two's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Take Two stock have on its future price. Take Two 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, Take Two autocorrelation shows the relationship between Take Two stock current value and its past values and can show if there is a momentum factor associated with investing in Take Two Interactive Software.
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 Information and Resources on Investing in Take Stock
When determining whether Take Two Interactive offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Take Two's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Take Two Interactive Software Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Take Two Interactive Software Stock:Check out Take Two Correlation, Take Two Volatility and Take Two Alpha and Beta module to complement your research on Take Two. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Take Two technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.