Takara Holdings (Germany) Market Value
| TAX Stock | EUR 7.10 0.05 0.70% |
| Symbol | Takara |
Takara Holdings '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 Takara Holdings' 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 Takara Holdings.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Takara Holdings on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Takara Holdings or generate 0.0% return on investment in Takara Holdings over 90 days. Takara Holdings is related to or competes with COMPUTERSHARE, Micron Technology, INTERSHOP Communications, LG Display, Iridium Communications, Haier Smart, and Spirent Communications. Takara Holdings Inc., through its subsidiaries, primarily manufactures and sells alcoholic beverages, seasonings, and ra... More
Takara Holdings 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 Takara Holdings' 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 Takara Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 4.0E-4 | |||
| Maximum Drawdown | 16.67 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 1.94 |
Takara Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Takara Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Takara Holdings' standard deviation. In reality, there are many statistical measures that can use Takara Holdings historical prices to predict the future Takara Holdings' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | 0.1691 | |||
| Treynor Ratio | 0.1096 |
Takara Holdings Backtested Returns
Takara Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0477, which indicates the firm had a -0.0477 % return per unit of risk over the last 3 months. Takara Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Takara Holdings' Variance of 4.9, coefficient of variation of (2,256), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of -0.99, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Takara Holdings are expected to decrease slowly. On the other hand, during market turmoil, Takara Holdings is expected to outperform it slightly. At this point, Takara Holdings has a negative expected return of -0.11%. Please make sure to validate Takara Holdings' maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Takara Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Takara Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Takara Holdings time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Takara Holdings price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Takara Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Takara Holdings lagged returns against current returns
Autocorrelation, which is Takara Holdings 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 Takara Holdings' stock expected returns. We can calculate the autocorrelation of Takara Holdings returns to help us make a trade decision. For example, suppose you find that Takara Holdings 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 |
Takara Holdings 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 Takara Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Takara Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Takara Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Takara Holdings Lagged Returns
When evaluating Takara Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Takara Holdings stock have on its future price. Takara Holdings 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, Takara Holdings autocorrelation shows the relationship between Takara Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Takara Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Takara Stock
Takara Holdings financial ratios help investors to determine whether Takara 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 Takara with respect to the benefits of owning Takara Holdings security.