Tlverbier (France) Market Value
| TVRB Stock | EUR 60.00 12.00 25.00% |
| Symbol | Tlverbier |
Tlverbier '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 Tlverbier'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 Tlverbier.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Tlverbier on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Tlverbier SA or generate 0.0% return on investment in Tlverbier over 90 days. Tlverbier is related to or competes with Compagnie, Vetoquinol, Touax SCA, and Groupe Partouche. Tlverbier SA operates as a ski lift company in Switzerland More
Tlverbier 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 Tlverbier'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 Tlverbier SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.84 | |||
| Information Ratio | 0.1202 | |||
| Maximum Drawdown | 25.0 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.08 |
Tlverbier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tlverbier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tlverbier's standard deviation. In reality, there are many statistical measures that can use Tlverbier historical prices to predict the future Tlverbier's volatility.| Risk Adjusted Performance | 0.0907 | |||
| Jensen Alpha | 0.3197 | |||
| Total Risk Alpha | 0.8656 | |||
| Sortino Ratio | 0.0817 | |||
| Treynor Ratio | (0.83) |
Tlverbier SA Backtested Returns
Tlverbier appears to be very steady, given 3 months investment horizon. Tlverbier SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0539, which indicates the firm had a 0.0539 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tlverbier SA, which you can use to evaluate the volatility of the company. Please review Tlverbier's Coefficient Of Variation of 1050.23, risk adjusted performance of 0.0907, and Semi Deviation of 1.57 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tlverbier holds a performance score of 4. The entity has a beta of -0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tlverbier are expected to decrease at a much lower rate. During the bear market, Tlverbier is likely to outperform the market. Please check Tlverbier's potential upside, semi variance, and the relationship between the value at risk and downside variance , to make a quick decision on whether Tlverbier's existing price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Tlverbier SA has average predictability. Overlapping area represents the amount of predictability between Tlverbier time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Tlverbier SA price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Tlverbier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 2.25 |
Tlverbier SA lagged returns against current returns
Autocorrelation, which is Tlverbier 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 Tlverbier's stock expected returns. We can calculate the autocorrelation of Tlverbier returns to help us make a trade decision. For example, suppose you find that Tlverbier 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 |
Tlverbier 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 Tlverbier stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tlverbier stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tlverbier stock over time.
Current vs Lagged Prices |
| Timeline |
Tlverbier Lagged Returns
When evaluating Tlverbier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tlverbier stock have on its future price. Tlverbier 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, Tlverbier autocorrelation shows the relationship between Tlverbier stock current value and its past values and can show if there is a momentum factor associated with investing in Tlverbier SA.
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 Tlverbier Stock
Tlverbier financial ratios help investors to determine whether Tlverbier 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 Tlverbier with respect to the benefits of owning Tlverbier security.