Tree House (India) Market Value
| TREEHOUSE | 11.40 0.55 4.60% |
| Symbol | Tree |
Tree House '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 Tree House'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 Tree House.
| 12/20/2024 |
| 03/20/2025 |
If you would invest 0.00 in Tree House on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Tree House Education or generate 0.0% return on investment in Tree House over 90 days. Tree House is related to or competes with OnMobile Global, Jindal Drilling, HDFC Life, Allied Blenders, EMBASSY OFFICE, KNR Constructions, and Ravi Kumar. More
Tree House 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 Tree House'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 Tree House Education upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 13.09 | |||
| Value At Risk | (5.03) | |||
| Potential Upside | 4.89 |
Tree House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tree House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tree House's standard deviation. In reality, there are many statistical measures that can use Tree House historical prices to predict the future Tree House's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (1.30) |
Tree House Education Backtested Returns
Tree House Education owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the firm had a -0.23 % return per unit of risk over the last 3 months. Tree House Education exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tree House's Risk Adjusted Performance of (0.20), coefficient of variation of (431.17), and Variance of 9.16 to confirm the risk estimate we provide. The entity has a beta of 0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tree House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tree House is expected to be smaller as well. At this point, Tree House Education has a negative expected return of -0.7%. Please make sure to validate Tree House's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Tree House Education performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.38 |
Below average predictability
Tree House Education has below average predictability. Overlapping area represents the amount of predictability between Tree House time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th 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 Tree House Education price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Tree House price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
Tree House Education lagged returns against current returns
Autocorrelation, which is Tree House 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 Tree House's stock expected returns. We can calculate the autocorrelation of Tree House returns to help us make a trade decision. For example, suppose you find that Tree House 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 |
Tree House 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 Tree House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tree House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tree House stock over time.
Current vs Lagged Prices |
| Timeline |
Tree House Lagged Returns
When evaluating Tree House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tree House stock have on its future price. Tree House 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, Tree House autocorrelation shows the relationship between Tree House stock current value and its past values and can show if there is a momentum factor associated with investing in Tree House Education.
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 Tree Stock Analysis
When running Tree House's price analysis, check to measure Tree House'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 Tree House is operating at the current time. Most of Tree House's value examination focuses on studying past and present price action to predict the probability of Tree House's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tree House's price. Additionally, you may evaluate how the addition of Tree House to your portfolios can decrease your overall portfolio volatility.