Tempur Sealy (Germany) Market Value
| TPD Stock | EUR 52.50 0.00 0.00% |
| Symbol | Tempur |
Tempur Sealy '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 Tempur Sealy'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 Tempur Sealy.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in Tempur Sealy on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding Tempur Sealy International or generate 0.0% return on investment in Tempur Sealy over 30 days. Tempur Sealy is related to or competes with Australian Agricultural, DAIRY FARM, COMMERCIAL VEHICLE, CarsalesCom, Hitachi Construction, Titan Machinery, and TITAN MACHINERY. Tempur Sealy International, Inc., together with its subsidiaries, develops, manufactures, markets, and distributes beddi... More
Tempur Sealy 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 Tempur Sealy'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 Tempur Sealy International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.0641 | |||
| Maximum Drawdown | 13.75 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 3.18 |
Tempur Sealy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tempur Sealy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tempur Sealy's standard deviation. In reality, there are many statistical measures that can use Tempur Sealy historical prices to predict the future Tempur Sealy's volatility.| Risk Adjusted Performance | 0.0753 | |||
| Jensen Alpha | 0.1413 | |||
| Total Risk Alpha | 0.0755 | |||
| Sortino Ratio | 0.0736 | |||
| Treynor Ratio | 0.2802 |
Tempur Sealy Interna Backtested Returns
At this point, Tempur Sealy is very steady. Tempur Sealy Interna owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0859, which indicates the firm had a 0.0859% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Tempur Sealy International, which you can use to evaluate the volatility of the company. Please validate Tempur Sealy's Coefficient Of Variation of 1152.47, semi deviation of 1.29, and Risk Adjusted Performance of 0.0753 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Tempur Sealy has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tempur Sealy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tempur Sealy is expected to be smaller as well. Tempur Sealy Interna right now has a risk of 2.01%. Please validate Tempur Sealy total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Tempur Sealy will be following its existing price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Tempur Sealy International has weak reverse predictability. Overlapping area represents the amount of predictability between Tempur Sealy time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 Tempur Sealy Interna price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Tempur Sealy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 1.12 |
Tempur Sealy Interna lagged returns against current returns
Autocorrelation, which is Tempur Sealy 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 Tempur Sealy's stock expected returns. We can calculate the autocorrelation of Tempur Sealy returns to help us make a trade decision. For example, suppose you find that Tempur Sealy 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 |
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Tempur Sealy 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 Tempur Sealy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tempur Sealy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tempur Sealy stock over time.
Current vs Lagged Prices |
| Timeline |
Tempur Sealy Lagged Returns
When evaluating Tempur Sealy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tempur Sealy stock have on its future price. Tempur Sealy 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, Tempur Sealy autocorrelation shows the relationship between Tempur Sealy stock current value and its past values and can show if there is a momentum factor associated with investing in Tempur Sealy International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Tempur Stock
When determining whether Tempur Sealy Interna offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Tempur Sealy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Tempur Sealy International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Tempur Sealy International Stock:Check out Tempur Sealy Correlation, Tempur Sealy Volatility and Tempur Sealy Alpha and Beta module to complement your research on Tempur Sealy. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Tempur Sealy technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.