Teo Seng's market value is the price at which a share of Teo Seng trades on a public exchange. It measures the collective expectations of Teo Seng Capital investors about its performance. Teo Seng is selling for 1.13 as of the 16th of December 2024. This is a 3.42 percent decrease since the beginning of the trading day. The stock's lowest day price was 1.11. With this module, you can estimate the performance of a buy and hold strategy of Teo Seng Capital and determine expected loss or profit from investing in Teo Seng 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
Teo
Teo Seng '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 Teo Seng'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 Teo Seng.
0.00
11/16/2024
No Change 0.00
0.0
In 30 days
12/16/2024
0.00
If you would invest 0.00 in Teo Seng on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Teo Seng Capital or generate 0.0% return on investment in Teo Seng over 30 days.
Teo Seng 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 Teo Seng'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 Teo Seng Capital 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 Teo Seng's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teo Seng's standard deviation. In reality, there are many statistical measures that can use Teo Seng historical prices to predict the future Teo Seng's volatility.
As of now, Teo Stock is dangerous. Teo Seng Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0397, which indicates the firm had a 0.0397% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Teo Seng Capital, which you can use to evaluate the volatility of the company. Please validate Teo Seng's Semi Deviation of 2.21, risk adjusted performance of 0.0807, and Coefficient Of Variation of 989.59 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Teo Seng has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.0201, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Teo Seng are expected to decrease at a much lower rate. During the bear market, Teo Seng is likely to outperform the market. Teo Seng Capital right now has a risk of 2.66%. Please validate Teo Seng jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Teo Seng will be following its existing price patterns.
Auto-correlation
-0.14
Insignificant reverse predictability
Teo Seng Capital has insignificant reverse predictability. Overlapping area represents the amount of predictability between Teo Seng time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 Teo Seng Capital price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Teo Seng price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.14
Spearman Rank Test
-0.58
Residual Average
0.0
Price Variance
0.0
Teo Seng Capital lagged returns against current returns
Autocorrelation, which is Teo Seng 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 Teo Seng's stock expected returns. We can calculate the autocorrelation of Teo Seng returns to help us make a trade decision. For example, suppose you find that Teo Seng 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
Teo Seng 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 Teo Seng stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teo Seng stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teo Seng stock over time.
Current vs Lagged Prices
Timeline
Teo Seng Lagged Returns
When evaluating Teo Seng's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teo Seng stock have on its future price. Teo Seng 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, Teo Seng autocorrelation shows the relationship between Teo Seng stock current value and its past values and can show if there is a momentum factor associated with investing in Teo Seng Capital.
Regressed Prices
Timeline
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