Transatlantic Capital Stock Market Value
| TACI Stock | USD 0.0001 0.00 0.00% |
| Symbol | TransAtlantic |
TransAtlantic Capital '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 TransAtlantic Capital's pink sheet 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 TransAtlantic Capital.
| 01/20/2023 |
| 01/09/2025 |
If you would invest 0.00 in TransAtlantic Capital on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding TransAtlantic Capital or generate 0.0% return on investment in TransAtlantic Capital over 720 days. TransAtlantic Capital is related to or competes with Third Millennium, and Green Planet. Transatlantic Capital Inc. does not have significant operations More
TransAtlantic Capital 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 TransAtlantic Capital's pink sheet 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 TransAtlantic Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1181 | |||
| Maximum Drawdown | 1099.9 |
TransAtlantic Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TransAtlantic Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TransAtlantic Capital's standard deviation. In reality, there are many statistical measures that can use TransAtlantic Capital historical prices to predict the future TransAtlantic Capital's volatility.| Risk Adjusted Performance | 0.1042 | |||
| Jensen Alpha | 15.45 | |||
| Total Risk Alpha | 12.27 | |||
| Treynor Ratio | (0.69) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TransAtlantic Capital'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.
TransAtlantic Capital Backtested Returns
TransAtlantic Capital is out of control given 3 months investment horizon. TransAtlantic Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We were able to break down sixteen different technical indicators, which can help you to evaluate if expected returns of 15.08% are justified by taking the suggested risk. Use TransAtlantic Capital Variance of 16260.51, coefficient of variation of 845.55, and Risk Adjusted Performance of 0.1042 to evaluate company specific risk that cannot be diversified away. TransAtlantic Capital holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of -21.78, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning TransAtlantic Capital are expected to decrease by larger amounts. On the other hand, during market turmoil, TransAtlantic Capital is expected to outperform it. Use TransAtlantic Capital variance, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on TransAtlantic Capital.
Auto-correlation | -0.06 |
Very weak reverse predictability
TransAtlantic Capital has very weak reverse predictability. Overlapping area represents the amount of predictability between TransAtlantic Capital time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th 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 TransAtlantic Capital price movement. The serial correlation of -0.06 indicates that barely 6.0% of current TransAtlantic Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TransAtlantic Capital lagged returns against current returns
Autocorrelation, which is TransAtlantic Capital pink sheet'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 TransAtlantic Capital's pink sheet expected returns. We can calculate the autocorrelation of TransAtlantic Capital returns to help us make a trade decision. For example, suppose you find that TransAtlantic Capital has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
TransAtlantic Capital 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 TransAtlantic Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TransAtlantic Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TransAtlantic Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
TransAtlantic Capital Lagged Returns
When evaluating TransAtlantic Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TransAtlantic Capital pink sheet have on its future price. TransAtlantic Capital 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, TransAtlantic Capital autocorrelation shows the relationship between TransAtlantic Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in TransAtlantic Capital.
Regressed Prices |
| Timeline |
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Other Information on Investing in TransAtlantic Pink Sheet
TransAtlantic Capital financial ratios help investors to determine whether TransAtlantic Pink Sheet 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 TransAtlantic with respect to the benefits of owning TransAtlantic Capital security.