Teuza A (Israel) Market Value
| TUZA Stock | ILS 43.70 0.00 0.00% |
| Symbol | Teuza |
Teuza A '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 Teuza A'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 Teuza A.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Teuza A on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Teuza A Fairchild or generate 0.0% return on investment in Teuza A over 90 days. Teuza A is related to or competes with Mivtach Shamir, Migdal Insurance, Clal Insurance, Analyst IMS, and Dor Alon. Teuza - A Fairchild Technology Venture Ltd More
Teuza A 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 Teuza A'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 Teuza A Fairchild upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.88 | |||
| Information Ratio | 0.1489 | |||
| Maximum Drawdown | 16.23 | |||
| Value At Risk | (4.33) | |||
| Potential Upside | 4.8 |
Teuza A Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teuza A's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teuza A's standard deviation. In reality, there are many statistical measures that can use Teuza A historical prices to predict the future Teuza A's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 0.3843 | |||
| Total Risk Alpha | 0.6841 | |||
| Sortino Ratio | 0.111 | |||
| Treynor Ratio | 0.5607 |
Teuza A Fairchild Backtested Returns
Teuza A appears to be very steady, given 3 months investment horizon. Teuza A Fairchild owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Teuza A Fairchild, which you can use to evaluate the volatility of the company. Please review Teuza A's Risk Adjusted Performance of 0.1068, semi deviation of 2.64, and Coefficient Of Variation of 872.04 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Teuza A holds a performance score of 10. The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Teuza A's returns are expected to increase less than the market. However, during the bear market, the loss of holding Teuza A is expected to be smaller as well. Please check Teuza A's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Teuza A's existing price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
Teuza A Fairchild has below average predictability. Overlapping area represents the amount of predictability between Teuza A 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 Teuza A Fairchild price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Teuza A price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.91 |
Teuza A Fairchild lagged returns against current returns
Autocorrelation, which is Teuza A 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 Teuza A's stock expected returns. We can calculate the autocorrelation of Teuza A returns to help us make a trade decision. For example, suppose you find that Teuza A 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 |
Teuza A 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 Teuza A stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teuza A stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teuza A stock over time.
Current vs Lagged Prices |
| Timeline |
Teuza A Lagged Returns
When evaluating Teuza A's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teuza A stock have on its future price. Teuza A 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, Teuza A autocorrelation shows the relationship between Teuza A stock current value and its past values and can show if there is a momentum factor associated with investing in Teuza A Fairchild.
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 Teuza Stock
Teuza A financial ratios help investors to determine whether Teuza 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 Teuza with respect to the benefits of owning Teuza A security.