Tatton Asset (UK) Market Value
| TAM Stock | 652.00 6.00 0.91% |
| Symbol | Tatton |
Tatton Asset '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 Tatton Asset'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 Tatton Asset.
| 08/31/2024 |
| 02/27/2025 |
If you would invest 0.00 in Tatton Asset on August 31, 2024 and sell it all today you would earn a total of 0.00 from holding Tatton Asset Management or generate 0.0% return on investment in Tatton Asset over 180 days. Tatton Asset is related to or competes with Amedeo Air, British American, Check Point, Compagnie Plastic, Aptitude Software, and Air Products. Tatton Asset is entity of United Kingdom More
Tatton Asset 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 Tatton Asset'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 Tatton Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.05 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 2.37 |
Tatton Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tatton Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tatton Asset's standard deviation. In reality, there are many statistical measures that can use Tatton Asset historical prices to predict the future Tatton Asset's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.80) |
Tatton Asset Management Backtested Returns
Tatton Asset Management owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0531, which indicates the firm had a -0.0531 % return per unit of risk over the last 3 months. Tatton Asset Management exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tatton Asset's Risk Adjusted Performance of (0.03), coefficient of variation of (1,882), and Variance of 2.62 to confirm the risk estimate we provide. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tatton Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tatton Asset is expected to be smaller as well. At this point, Tatton Asset Management has a negative expected return of -0.0886%. Please make sure to validate Tatton Asset's rate of daily change, price action indicator, and the relationship between the accumulation distribution and day typical price , to decide if Tatton Asset Management performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Tatton Asset Management has insignificant reverse predictability. Overlapping area represents the amount of predictability between Tatton Asset time series from 31st of August 2024 to 29th of November 2024 and 29th of November 2024 to 27th of February 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 Tatton Asset Management price movement. The serial correlation of -0.17 indicates that over 17.0% of current Tatton Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 236.54 |
Tatton Asset Management lagged returns against current returns
Autocorrelation, which is Tatton Asset 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 Tatton Asset's stock expected returns. We can calculate the autocorrelation of Tatton Asset returns to help us make a trade decision. For example, suppose you find that Tatton Asset 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 |
Tatton Asset 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 Tatton Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tatton Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tatton Asset stock over time.
Current vs Lagged Prices |
| Timeline |
Tatton Asset Lagged Returns
When evaluating Tatton Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tatton Asset stock have on its future price. Tatton Asset 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, Tatton Asset autocorrelation shows the relationship between Tatton Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Tatton Asset Management.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in Tatton Stock
Tatton Asset financial ratios help investors to determine whether Tatton 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 Tatton with respect to the benefits of owning Tatton Asset security.