Tantalus Systems Holding Stock Market Value
| TNTLF Stock | USD 1.20 0.00 0.00% |
| Symbol | Tantalus |
Tantalus Systems '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 Tantalus Systems' 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 Tantalus Systems.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Tantalus Systems on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Tantalus Systems Holding or generate 0.0% return on investment in Tantalus Systems over 90 days. Tantalus Systems is related to or competes with Signify NV, AFC Energy, Alfen NV, Legrand SA, NeoVolta Common, Pioneer Power, and Expion360. Tantalus Systems Holding Inc. operates as a smart grid technology company in North America and the Caribbean Basin More
Tantalus Systems 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 Tantalus Systems' 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 Tantalus Systems Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.09 | |||
| Value At Risk | (1.75) |
Tantalus Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tantalus Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tantalus Systems' standard deviation. In reality, there are many statistical measures that can use Tantalus Systems historical prices to predict the future Tantalus Systems' volatility.| Risk Adjusted Performance | 0.0556 | |||
| Jensen Alpha | 0.1172 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.53) |
Tantalus Systems Holding Backtested Returns
At this point, Tantalus Systems is very risky. Tantalus Systems Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.066, which indicates the firm had a 0.066% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Tantalus Systems Holding, which you can use to evaluate the volatility of the company. Please validate Tantalus Systems' Coefficient Of Variation of 1514.51, variance of 2.5, and Risk Adjusted Performance of 0.0556 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Tantalus Systems has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tantalus Systems are expected to decrease at a much lower rate. During the bear market, Tantalus Systems is likely to outperform the market. Tantalus Systems Holding right now has a risk of 1.58%. Please validate Tantalus Systems jensen alpha, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to decide if Tantalus Systems will be following its existing price patterns.
Auto-correlation | 0.30 |
Below average predictability
Tantalus Systems Holding has below average predictability. Overlapping area represents the amount of predictability between Tantalus Systems time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 Tantalus Systems Holding price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Tantalus Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tantalus Systems Holding lagged returns against current returns
Autocorrelation, which is Tantalus Systems 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 Tantalus Systems' pink sheet expected returns. We can calculate the autocorrelation of Tantalus Systems returns to help us make a trade decision. For example, suppose you find that Tantalus Systems 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 |
Tantalus Systems 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 Tantalus Systems pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tantalus Systems pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tantalus Systems pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tantalus Systems Lagged Returns
When evaluating Tantalus Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tantalus Systems pink sheet have on its future price. Tantalus Systems 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, Tantalus Systems autocorrelation shows the relationship between Tantalus Systems pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tantalus Systems Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Tantalus Pink Sheet
Tantalus Systems financial ratios help investors to determine whether Tantalus Pink Sheet 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 Tantalus with respect to the benefits of owning Tantalus Systems security.