Tetragon Financial (Netherlands) Market Value
| TFG Stock | USD 14.00 0.10 0.71% |
| Symbol | Tetragon |
Tetragon Financial '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 Tetragon Financial'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 Tetragon Financial.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Tetragon Financial on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Tetragon Financial Group or generate 0.0% return on investment in Tetragon Financial over 30 days. Tetragon Financial is related to or competes with Eurocastle Investment, Kendrion, Brunel International, Hydratec Industries, IShares Property, Aalberts Industries, and Value8 NV. Tetragon Financial Group Limited is a close ended feeder fund launched and managed by Tetragon Financial Management LP More
Tetragon Financial 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 Tetragon Financial'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 Tetragon Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.201 | |||
| Maximum Drawdown | 15.13 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 4.04 |
Tetragon Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tetragon Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tetragon Financial's standard deviation. In reality, there are many statistical measures that can use Tetragon Financial historical prices to predict the future Tetragon Financial's volatility.| Risk Adjusted Performance | 0.1729 | |||
| Jensen Alpha | 0.5328 | |||
| Total Risk Alpha | 0.3514 | |||
| Sortino Ratio | 0.3197 | |||
| Treynor Ratio | 2.78 |
Tetragon Financial Backtested Returns
Tetragon Financial appears to be not too volatile, given 3 months investment horizon. Tetragon Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22% return per unit of risk over the last 3 months. By inspecting Tetragon Financial's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please review Tetragon Financial's Coefficient Of Variation of 436.82, risk adjusted performance of 0.1729, and Semi Deviation of 0.8132 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tetragon Financial holds a performance score of 17. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tetragon Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tetragon Financial is expected to be smaller as well. Please check Tetragon Financial'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 Tetragon Financial's existing price patterns will revert.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Tetragon Financial Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Tetragon Financial time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 Tetragon Financial price movement. The serial correlation of -0.76 indicates that around 76.0% of current Tetragon Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Tetragon Financial lagged returns against current returns
Autocorrelation, which is Tetragon Financial 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 Tetragon Financial's stock expected returns. We can calculate the autocorrelation of Tetragon Financial returns to help us make a trade decision. For example, suppose you find that Tetragon Financial 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 |
Tetragon Financial 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 Tetragon Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tetragon Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tetragon Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Tetragon Financial Lagged Returns
When evaluating Tetragon Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tetragon Financial stock have on its future price. Tetragon Financial 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, Tetragon Financial autocorrelation shows the relationship between Tetragon Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Tetragon Financial Group.
Regressed Prices |
| Timeline |
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Additional Tools for Tetragon Stock Analysis
When running Tetragon Financial's price analysis, check to measure Tetragon Financial'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 Tetragon Financial is operating at the current time. Most of Tetragon Financial's value examination focuses on studying past and present price action to predict the probability of Tetragon Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tetragon Financial's price. Additionally, you may evaluate how the addition of Tetragon Financial to your portfolios can decrease your overall portfolio volatility.