Trade Desk (Germany) Market Value
| TT8 Stock | 49.35 0.70 1.40% |
| Symbol | Trade |
Trade Desk '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 Trade Desk'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 Trade Desk.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Trade Desk on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding The Trade Desk or generate 0.0% return on investment in Trade Desk over 90 days. Trade Desk is related to or competes with Collins Foods, MOLSON COORS, G III, ITALIAN WINE, Treasury Wine, and Aegean Airlines. More
Trade Desk 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 Trade Desk'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 The Trade Desk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 37.47 | |||
| Value At Risk | (5.63) | |||
| Potential Upside | 3.15 |
Trade Desk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trade Desk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trade Desk's standard deviation. In reality, there are many statistical measures that can use Trade Desk historical prices to predict the future Trade Desk's volatility.| Risk Adjusted Performance | (0.24) | |||
| Jensen Alpha | (1.26) | |||
| Total Risk Alpha | (0.76) | |||
| Treynor Ratio | (1.76) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Trade Desk'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.
Trade Desk Backtested Returns
Trade Desk owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.28, which indicates the firm had a -0.28 % return per unit of risk over the last 3 months. The Trade Desk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Trade Desk's Coefficient Of Variation of (350.36), variance of 21.97, and Risk Adjusted Performance of (0.24) to confirm the risk estimate we provide. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Trade Desk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Trade Desk is expected to be smaller as well. At this point, Trade Desk has a negative expected return of -1.38%. Please make sure to validate Trade Desk's kurtosis, market facilitation index, and the relationship between the value at risk and rate of daily change , to decide if Trade Desk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
The Trade Desk has modest predictability. Overlapping area represents the amount of predictability between Trade Desk time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Trade Desk price movement. The serial correlation of 0.5 indicates that about 50.0% of current Trade Desk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 516.86 |
Trade Desk lagged returns against current returns
Autocorrelation, which is Trade Desk 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 Trade Desk's stock expected returns. We can calculate the autocorrelation of Trade Desk returns to help us make a trade decision. For example, suppose you find that Trade Desk 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 |
Trade Desk 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 Trade Desk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trade Desk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trade Desk stock over time.
Current vs Lagged Prices |
| Timeline |
Trade Desk Lagged Returns
When evaluating Trade Desk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trade Desk stock have on its future price. Trade Desk 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, Trade Desk autocorrelation shows the relationship between Trade Desk stock current value and its past values and can show if there is a momentum factor associated with investing in The Trade Desk.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Trade Stock Analysis
When running Trade Desk's price analysis, check to measure Trade Desk'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 Trade Desk is operating at the current time. Most of Trade Desk's value examination focuses on studying past and present price action to predict the probability of Trade Desk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trade Desk's price. Additionally, you may evaluate how the addition of Trade Desk to your portfolios can decrease your overall portfolio volatility.