Talam Transform's market value is the price at which a share of Talam Transform trades on a public exchange. It measures the collective expectations of Talam Transform Bhd investors about its performance. Talam Transform is selling for 0.025 as of the 25th of December 2024. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.02. With this module, you can estimate the performance of a buy and hold strategy of Talam Transform Bhd and determine expected loss or profit from investing in Talam Transform over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Talam
Talam Transform '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 Talam Transform'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 Talam Transform.
0.00
09/26/2024
No Change 0.00
0.0
In 2 months and 31 days
12/25/2024
0.00
If you would invest 0.00 in Talam Transform on September 26, 2024 and sell it all today you would earn a total of 0.00 from holding Talam Transform Bhd or generate 0.0% return on investment in Talam Transform over 90 days.
Talam Transform 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 Talam Transform'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 Talam Transform Bhd upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Talam Transform's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Talam Transform's standard deviation. In reality, there are many statistical measures that can use Talam Transform historical prices to predict the future Talam Transform's volatility.
Talam Transform appears to be out of control, given 3 months investment horizon. Talam Transform Bhd owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0619, which indicates the firm had a 0.0619% return per unit of risk over the last 3 months. By inspecting Talam Transform's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please review Talam Transform's Semi Deviation of 9.52, coefficient of variation of 2289.85, and Risk Adjusted Performance of 0.0443 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Talam Transform holds a performance score of 4. The entity has a beta of 2.69, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Talam Transform will likely underperform. Please check Talam Transform's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Talam Transform's existing price patterns will revert.
Auto-correlation
-0.13
Insignificant reverse predictability
Talam Transform Bhd has insignificant reverse predictability. Overlapping area represents the amount of predictability between Talam Transform time series from 26th of September 2024 to 10th of November 2024 and 10th of November 2024 to 25th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Talam Transform Bhd price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Talam Transform price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.13
Spearman Rank Test
0.26
Residual Average
0.0
Price Variance
0.0
Talam Transform Bhd lagged returns against current returns
Autocorrelation, which is Talam Transform 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 Talam Transform's stock expected returns. We can calculate the autocorrelation of Talam Transform returns to help us make a trade decision. For example, suppose you find that Talam Transform 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
Talam Transform 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 Talam Transform stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Talam Transform stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Talam Transform stock over time.
Current vs Lagged Prices
Timeline
Talam Transform Lagged Returns
When evaluating Talam Transform's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Talam Transform stock have on its future price. Talam Transform 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, Talam Transform autocorrelation shows the relationship between Talam Transform stock current value and its past values and can show if there is a momentum factor associated with investing in Talam Transform Bhd.
Regressed Prices
Timeline
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