Tigers Realm (Australia) Market Value
| TIG Stock | 0 0 33.33% |
| Symbol | Tigers |
Tigers Realm '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 Tigers Realm'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 Tigers Realm.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Tigers Realm on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Tigers Realm Coal or generate 0.0% return on investment in Tigers Realm over 30 days. Tigers Realm is related to or competes with Bisalloy Steel, Mount Gibson, Regal Funds, and Cleanaway Waste. Tigers Realm is entity of Australia. It is traded as Stock on AU exchange. More
Tigers Realm 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 Tigers Realm'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 Tigers Realm Coal upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (14.29) |
Tigers Realm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tigers Realm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tigers Realm's standard deviation. In reality, there are many statistical measures that can use Tigers Realm historical prices to predict the future Tigers Realm's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.78) | |||
| Total Risk Alpha | (1.78) | |||
| Treynor Ratio | (1.58) |
Tigers Realm Coal Backtested Returns
Tigers Realm Coal owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0936, which indicates the firm had a -0.0936% return per unit of risk over the last 3 months. Tigers Realm Coal exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tigers Realm's Variance of 60.3, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,076) to confirm the risk estimate we provide. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tigers Realm's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tigers Realm is expected to be smaller as well. At this point, Tigers Realm Coal has a negative expected return of -0.73%. Please make sure to validate Tigers Realm's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Tigers Realm Coal performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Tigers Realm Coal has no correlation between past and present. Overlapping area represents the amount of predictability between Tigers Realm time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Tigers Realm Coal price movement. The serial correlation of 0.0 indicates that just 0.0% of current Tigers Realm price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tigers Realm Coal lagged returns against current returns
Autocorrelation, which is Tigers Realm 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 Tigers Realm's stock expected returns. We can calculate the autocorrelation of Tigers Realm returns to help us make a trade decision. For example, suppose you find that Tigers Realm 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 |
Tigers Realm 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 Tigers Realm stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tigers Realm stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tigers Realm stock over time.
Current vs Lagged Prices |
| Timeline |
Tigers Realm Lagged Returns
When evaluating Tigers Realm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tigers Realm stock have on its future price. Tigers Realm 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, Tigers Realm autocorrelation shows the relationship between Tigers Realm stock current value and its past values and can show if there is a momentum factor associated with investing in Tigers Realm Coal.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tigers Stock Analysis
When running Tigers Realm's price analysis, check to measure Tigers Realm's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tigers Realm is operating at the current time. Most of Tigers Realm's value examination focuses on studying past and present price action to predict the probability of Tigers Realm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tigers Realm's price. Additionally, you may evaluate how the addition of Tigers Realm to your portfolios can decrease your overall portfolio volatility.