Tembo Global (India) Market Value
| TEMBO Stock | 725.90 26.25 3.75% |
| Symbol | Tembo |
Tembo Global '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 Tembo Global'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 Tembo Global.
| 02/03/2023 |
| 01/23/2025 |
If you would invest 0.00 in Tembo Global on February 3, 2023 and sell it all today you would earn a total of 0.00 from holding Tembo Global Industries or generate 0.0% return on investment in Tembo Global over 720 days. Tembo Global is related to or competes with Patanjali Foods, 63 Moons, PB Fintech, Aptech, Rossari Biotech, FCS Software, and Apex Frozen. Tembo Global is entity of India. It is traded as Stock on NSE exchange. More
Tembo Global 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 Tembo Global'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 Tembo Global Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.08 | |||
| Information Ratio | 0.16 | |||
| Maximum Drawdown | 15.24 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 5.0 |
Tembo Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tembo Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tembo Global's standard deviation. In reality, there are many statistical measures that can use Tembo Global historical prices to predict the future Tembo Global's volatility.| Risk Adjusted Performance | 0.151 | |||
| Jensen Alpha | 0.5689 | |||
| Total Risk Alpha | 0.4824 | |||
| Sortino Ratio | 0.1826 | |||
| Treynor Ratio | 0.7812 |
Tembo Global Industries Backtested Returns
Tembo Global appears to be very steady, given 3 months investment horizon. Tembo Global Industries owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. By inspecting Tembo Global's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please review Tembo Global's Semi Deviation of 2.77, coefficient of variation of 588.2, and Risk Adjusted Performance of 0.151 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tembo Global holds a performance score of 16. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tembo Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tembo Global is expected to be smaller as well. Please check Tembo Global's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Tembo Global's existing price patterns will revert.
Auto-correlation | 0.66 |
Good predictability
Tembo Global Industries has good predictability. Overlapping area represents the amount of predictability between Tembo Global time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd 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 Tembo Global Industries price movement. The serial correlation of 0.66 indicates that around 66.0% of current Tembo Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 41.9 K |
Tembo Global Industries lagged returns against current returns
Autocorrelation, which is Tembo Global 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 Tembo Global's stock expected returns. We can calculate the autocorrelation of Tembo Global returns to help us make a trade decision. For example, suppose you find that Tembo Global 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 |
Tembo Global 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 Tembo Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tembo Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tembo Global stock over time.
Current vs Lagged Prices |
| Timeline |
Tembo Global Lagged Returns
When evaluating Tembo Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tembo Global stock have on its future price. Tembo Global 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, Tembo Global autocorrelation shows the relationship between Tembo Global stock current value and its past values and can show if there is a momentum factor associated with investing in Tembo Global Industries.
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.Other Information on Investing in Tembo Stock
Tembo Global financial ratios help investors to determine whether Tembo 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 Tembo with respect to the benefits of owning Tembo Global security.