Trematon Capital (South Africa) Market Value
| TMT Stock | 199.00 1.00 0.50% |
| Symbol | Trematon |
Trematon Capital '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 Trematon Capital'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 Trematon Capital.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Trematon Capital on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Trematon Capital Investments or generate 0.0% return on investment in Trematon Capital over 90 days. Trematon Capital is related to or competes with Kap Industrial, Reinet Investments, Ascendis Health, Harmony Gold, CA Sales, and Capitec Bank. More
Trematon Capital 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 Trematon Capital'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 Trematon Capital Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.018 | |||
| Maximum Drawdown | 38.55 | |||
| Value At Risk | (9.28) | |||
| Potential Upside | 10.22 |
Trematon Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trematon Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trematon Capital's standard deviation. In reality, there are many statistical measures that can use Trematon Capital historical prices to predict the future Trematon Capital's volatility.| Risk Adjusted Performance | 0.0036 | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | 0.7137 | |||
| Treynor Ratio | 0.0757 |
Trematon Capital Inv Backtested Returns
Trematon Capital Inv owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0227, which indicates the firm had a -0.0227 % return per unit of risk over the last 3 months. Trematon Capital Investments exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Trematon Capital's Coefficient Of Variation of (17,532), risk adjusted performance of 0.0036, and Variance of 24.35 to confirm the risk estimate we provide. The entity has a beta of -0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Trematon Capital are expected to decrease at a much lower rate. During the bear market, Trematon Capital is likely to outperform the market. At this point, Trematon Capital Inv has a negative expected return of -0.1%. Please make sure to validate Trematon Capital's total risk alpha, kurtosis, market facilitation index, as well as the relationship between the value at risk and rate of daily change , to decide if Trematon Capital Inv performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Trematon Capital Investments has good predictability. Overlapping area represents the amount of predictability between Trematon Capital time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Trematon Capital Inv price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Trematon Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 111.32 |
Trematon Capital Inv lagged returns against current returns
Autocorrelation, which is Trematon Capital 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 Trematon Capital's stock expected returns. We can calculate the autocorrelation of Trematon Capital returns to help us make a trade decision. For example, suppose you find that Trematon Capital 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 |
Trematon Capital 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 Trematon Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trematon Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trematon Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Trematon Capital Lagged Returns
When evaluating Trematon Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trematon Capital stock have on its future price. Trematon Capital 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, Trematon Capital autocorrelation shows the relationship between Trematon Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Trematon Capital Investments.
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 Trematon Stock
Trematon Capital financial ratios help investors to determine whether Trematon 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 Trematon with respect to the benefits of owning Trematon Capital security.