Tiv Taam (Israel) Market Value
| TTAM Stock | 736.30 8.70 1.17% |
| Symbol | Tiv |
Tiv Taam '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 Tiv Taam'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 Tiv Taam.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Tiv Taam on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Tiv Taam or generate 0.0% return on investment in Tiv Taam over 90 days. Tiv Taam is related to or competes with Shufersal, Rami Levi, Victory Supermarket, Strauss, and M Yochananof. Tiv Taam Holdings 1 Ltd. owns and operates a chain of food retail stores in Israel More
Tiv Taam 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 Tiv Taam'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 Tiv Taam upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.1619 | |||
| Maximum Drawdown | 8.71 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.78 |
Tiv Taam Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiv Taam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiv Taam's standard deviation. In reality, there are many statistical measures that can use Tiv Taam historical prices to predict the future Tiv Taam's volatility.| Risk Adjusted Performance | 0.1021 | |||
| Jensen Alpha | 0.2441 | |||
| Total Risk Alpha | 0.449 | |||
| Sortino Ratio | 0.1896 | |||
| Treynor Ratio | 0.5819 |
Tiv Taam Backtested Returns
At this point, Tiv Taam is very steady. Tiv Taam owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0987, which indicates the firm had a 0.0987 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Tiv Taam, which you can use to evaluate the volatility of the company. Please validate Tiv Taam's Risk Adjusted Performance of 0.1021, coefficient of variation of 901.4, and Semi Deviation of 1.47 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Tiv Taam has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tiv Taam's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiv Taam is expected to be smaller as well. Tiv Taam right now has a risk of 1.95%. Please validate Tiv Taam potential upside, semi variance, and the relationship between the value at risk and downside variance , to decide if Tiv Taam will be following its existing price patterns.
Auto-correlation | 0.46 |
Average predictability
Tiv Taam has average predictability. Overlapping area represents the amount of predictability between Tiv Taam time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Tiv Taam price movement. The serial correlation of 0.46 indicates that about 46.0% of current Tiv Taam price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 339.62 |
Tiv Taam lagged returns against current returns
Autocorrelation, which is Tiv Taam 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 Tiv Taam's stock expected returns. We can calculate the autocorrelation of Tiv Taam returns to help us make a trade decision. For example, suppose you find that Tiv Taam 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 |
Tiv Taam 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 Tiv Taam stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiv Taam stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tiv Taam stock over time.
Current vs Lagged Prices |
| Timeline |
Tiv Taam Lagged Returns
When evaluating Tiv Taam's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiv Taam stock have on its future price. Tiv Taam 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, Tiv Taam autocorrelation shows the relationship between Tiv Taam stock current value and its past values and can show if there is a momentum factor associated with investing in Tiv Taam.
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 Tiv Stock
Tiv Taam financial ratios help investors to determine whether Tiv 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 Tiv with respect to the benefits of owning Tiv Taam security.