Trend Micro Adr Stock Market Value
| TMICY Stock | USD 74.18 1.45 1.99% |
| Symbol | Trend |
Trend Micro '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 Trend Micro's pink sheet 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 Trend Micro.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Trend Micro on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Trend Micro ADR or generate 0.0% return on investment in Trend Micro over 30 days. Trend Micro is related to or competes with Synchronoss Technologies, SolarWinds Corp, Evertec, CSG Systems, Consensus Cloud, Global Blue, and Cognyte Software. Trend Micro Incorporated develops and sells security-related software for computers and the Internet primarily in Japan More
Trend Micro 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 Trend Micro's pink sheet 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 Trend Micro ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.2334 | |||
| Maximum Drawdown | 19.31 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 3.78 |
Trend Micro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trend Micro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trend Micro's standard deviation. In reality, there are many statistical measures that can use Trend Micro historical prices to predict the future Trend Micro's volatility.| Risk Adjusted Performance | 0.165 | |||
| Jensen Alpha | 0.5321 | |||
| Total Risk Alpha | 0.8819 | |||
| Sortino Ratio | 0.3455 | |||
| Treynor Ratio | (1.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Trend Micro's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Trend Micro ADR Backtested Returns
Trend Micro appears to be very steady, given 3 months investment horizon. Trend Micro ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. By inspecting Trend Micro's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Trend Micro's Risk Adjusted Performance of 0.165, semi deviation of 1.39, and Coefficient Of Variation of 487.01 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Trend Micro holds a performance score of 13. The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Trend Micro are expected to decrease at a much lower rate. During the bear market, Trend Micro is likely to outperform the market. Please check Trend Micro's sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Trend Micro's existing price patterns will revert.
Auto-correlation | -0.38 |
Poor reverse predictability
Trend Micro ADR has poor reverse predictability. Overlapping area represents the amount of predictability between Trend Micro time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Trend Micro ADR price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Trend Micro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 1.93 |
Trend Micro ADR lagged returns against current returns
Autocorrelation, which is Trend Micro pink sheet'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 Trend Micro's pink sheet expected returns. We can calculate the autocorrelation of Trend Micro returns to help us make a trade decision. For example, suppose you find that Trend Micro has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Trend Micro 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 Trend Micro pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trend Micro pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trend Micro pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Trend Micro Lagged Returns
When evaluating Trend Micro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trend Micro pink sheet have on its future price. Trend Micro 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, Trend Micro autocorrelation shows the relationship between Trend Micro pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Trend Micro ADR.
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.Additional Tools for Trend Pink Sheet Analysis
When running Trend Micro's price analysis, check to measure Trend Micro'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 Trend Micro is operating at the current time. Most of Trend Micro's value examination focuses on studying past and present price action to predict the probability of Trend Micro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trend Micro's price. Additionally, you may evaluate how the addition of Trend Micro to your portfolios can decrease your overall portfolio volatility.