Taaleem Management's market value is the price at which a share of Taaleem Management trades on a public exchange. It measures the collective expectations of Taaleem Management Services investors about its performance. Taaleem Management is trading at 11.20 as of the 15th of December 2024. This is a 6.67 percent up since the beginning of the trading day. The stock's lowest day price was 10.4. With this module, you can estimate the performance of a buy and hold strategy of Taaleem Management Services and determine expected loss or profit from investing in Taaleem Management over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Taaleem
Taaleem Management '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 Taaleem Management'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 Taaleem Management.
0.00
12/26/2022
No Change 0.00
0.0
In 1 year 11 months and 21 days
12/15/2024
0.00
If you would invest 0.00 in Taaleem Management on December 26, 2022 and sell it all today you would earn a total of 0.00 from holding Taaleem Management Services or generate 0.0% return on investment in Taaleem Management over 720 days.
Taaleem Management 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 Taaleem Management'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 Taaleem Management Services 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 Taaleem Management's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taaleem Management's standard deviation. In reality, there are many statistical measures that can use Taaleem Management historical prices to predict the future Taaleem Management's volatility.
Taaleem Management appears to be somewhat reliable, given 3 months investment horizon. Taaleem Management owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. By inspecting Taaleem Management's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review Taaleem Management's Semi Deviation of 1.93, coefficient of variation of 647.65, and Risk Adjusted Performance of 0.12 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Taaleem Management holds a performance score of 10. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Taaleem Management's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taaleem Management is expected to be smaller as well. Please check Taaleem Management's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Taaleem Management's existing price patterns will revert.
Auto-correlation
0.52
Modest predictability
Taaleem Management Services has modest predictability. Overlapping area represents the amount of predictability between Taaleem Management time series from 26th of December 2022 to 21st of December 2023 and 21st of December 2023 to 15th 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 Taaleem Management price movement. The serial correlation of 0.52 indicates that about 52.0% of current Taaleem Management price fluctuation can be explain by its past prices.
Correlation Coefficient
0.52
Spearman Rank Test
0.24
Residual Average
0.0
Price Variance
2.12
Taaleem Management lagged returns against current returns
Autocorrelation, which is Taaleem Management 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 Taaleem Management's stock expected returns. We can calculate the autocorrelation of Taaleem Management returns to help us make a trade decision. For example, suppose you find that Taaleem Management 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
Taaleem Management 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 Taaleem Management stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taaleem Management stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taaleem Management stock over time.
Current vs Lagged Prices
Timeline
Taaleem Management Lagged Returns
When evaluating Taaleem Management's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taaleem Management stock have on its future price. Taaleem Management 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, Taaleem Management autocorrelation shows the relationship between Taaleem Management stock current value and its past values and can show if there is a momentum factor associated with investing in Taaleem Management Services.
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.