Talanx AG (Germany) Market Value
TLX Stock | EUR 82.95 0.85 1.04% |
Symbol | Talanx |
Talanx AG '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 Talanx AG'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 Talanx AG.
12/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in Talanx AG on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Talanx AG or generate 0.0% return on investment in Talanx AG over 30 days. Talanx AG is related to or competes with Carsales, Gladstone Investment, GRUPO CARSO-A1, PennantPark Investment, HK Electric, MGIC INVESTMENT, and Guangdong Investment. More
Talanx AG 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 Talanx AG'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 Talanx AG upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.42 | |||
Information Ratio | 0.0882 | |||
Maximum Drawdown | 8.41 | |||
Value At Risk | (1.77) | |||
Potential Upside | 2.09 |
Talanx AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Talanx AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Talanx AG's standard deviation. In reality, there are many statistical measures that can use Talanx AG historical prices to predict the future Talanx AG's volatility.Risk Adjusted Performance | 0.0913 | |||
Jensen Alpha | 0.1499 | |||
Total Risk Alpha | 0.1145 | |||
Sortino Ratio | 0.0913 | |||
Treynor Ratio | (0.99) |
Talanx AG Backtested Returns
Talanx AG appears to be very steady, given 3 months investment horizon. Talanx AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Talanx AG, which you can use to evaluate the volatility of the company. Please review Talanx AG's Semi Deviation of 1.12, risk adjusted performance of 0.0913, and Coefficient Of Variation of 931.67 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Talanx AG holds a performance score of 13. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Talanx AG are expected to decrease at a much lower rate. During the bear market, Talanx AG is likely to outperform the market. Please check Talanx AG's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Talanx AG's existing price patterns will revert.
Auto-correlation | -0.34 |
Poor reverse predictability
Talanx AG has poor reverse predictability. Overlapping area represents the amount of predictability between Talanx AG time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 Talanx AG price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Talanx AG price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.34 | |
Spearman Rank Test | -0.39 | |
Residual Average | 0.0 | |
Price Variance | 0.99 |
Talanx AG lagged returns against current returns
Autocorrelation, which is Talanx AG 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 Talanx AG's stock expected returns. We can calculate the autocorrelation of Talanx AG returns to help us make a trade decision. For example, suppose you find that Talanx AG 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 |
Talanx AG 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 Talanx AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Talanx AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Talanx AG stock over time.
Current vs Lagged Prices |
Timeline |
Talanx AG Lagged Returns
When evaluating Talanx AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Talanx AG stock have on its future price. Talanx AG 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, Talanx AG autocorrelation shows the relationship between Talanx AG stock current value and its past values and can show if there is a momentum factor associated with investing in Talanx AG.
Regressed Prices |
Timeline |
Thematic Opportunities
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Additional Tools for Talanx Stock Analysis
When running Talanx AG's price analysis, check to measure Talanx AG'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 Talanx AG is operating at the current time. Most of Talanx AG's value examination focuses on studying past and present price action to predict the probability of Talanx AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Talanx AG's price. Additionally, you may evaluate how the addition of Talanx AG to your portfolios can decrease your overall portfolio volatility.