Tarsier Stock Market Value
| TAER Stock | USD 0.04 0.00 0.00% |
| Symbol | Tarsier |
Tarsier '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 Tarsier's pink sheet 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 Tarsier.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Tarsier on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Tarsier or generate 0.0% return on investment in Tarsier over 30 days. Tarsier is related to or competes with Archer Daniels, Cal Maine, Bunge, Dole PLC, and Adecoagro. Tarsier Ltd., through its subsidiary, Bloomsmore Group Ltd, operates as an agribusiness and food company worldwide More
Tarsier 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 Tarsier's pink sheet 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 Tarsier upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 62.18 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 4.76 |
Tarsier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tarsier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tarsier's standard deviation. In reality, there are many statistical measures that can use Tarsier historical prices to predict the future Tarsier's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.70) | |||
| Total Risk Alpha | (1.69) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tarsier's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tarsier Backtested Returns
Tarsier owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0573, which indicates the firm had a -0.0573% return per unit of risk over the last 3 months. Tarsier exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tarsier's Coefficient Of Variation of (1,745), variance of 72.82, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 1.96, 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, Tarsier will likely underperform. At this point, Tarsier has a negative expected return of -0.49%. Please make sure to validate Tarsier's maximum drawdown and rate of daily change , to decide if Tarsier performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Tarsier has no correlation between past and present. Overlapping area represents the amount of predictability between Tarsier time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Tarsier price movement. The serial correlation of 0.0 indicates that just 0.0% of current Tarsier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tarsier lagged returns against current returns
Autocorrelation, which is Tarsier pink sheet'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 Tarsier's pink sheet expected returns. We can calculate the autocorrelation of Tarsier returns to help us make a trade decision. For example, suppose you find that Tarsier has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Tarsier 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 Tarsier pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tarsier pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tarsier pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tarsier Lagged Returns
When evaluating Tarsier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tarsier pink sheet have on its future price. Tarsier 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, Tarsier autocorrelation shows the relationship between Tarsier pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tarsier.
Regressed Prices |
| Timeline |
Pair Trading with Tarsier
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Tarsier position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Tarsier will appreciate offsetting losses from the drop in the long position's value.Moving against Tarsier Pink Sheet
| 0.72 | CSCO | Cisco Systems | PairCorr |
| 0.71 | JPM | JPMorgan Chase Fiscal Year End 10th of January 2025 | PairCorr |
| 0.68 | BAC | Bank of America Fiscal Year End 10th of January 2025 | PairCorr |
| 0.65 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
| 0.6 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
The ability to find closely correlated positions to Tarsier could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Tarsier when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Tarsier - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Tarsier to buy it.
The correlation of Tarsier is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Tarsier moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Tarsier moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Tarsier can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Tarsier Pink Sheet Analysis
When running Tarsier's price analysis, check to measure Tarsier's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tarsier is operating at the current time. Most of Tarsier's value examination focuses on studying past and present price action to predict the probability of Tarsier's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tarsier's price. Additionally, you may evaluate how the addition of Tarsier to your portfolios can decrease your overall portfolio volatility.