Treatt Plc Stock Market Value
| TTTRF Stock | USD 6.15 1.15 23.00% |
| Symbol | Treatt |
Treatt Plc '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 Treatt Plc'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 Treatt Plc.
| 06/27/2024 |
| 12/24/2024 |
If you would invest 0.00 in Treatt Plc on June 27, 2024 and sell it all today you would earn a total of 0.00 from holding Treatt plc or generate 0.0% return on investment in Treatt Plc over 180 days. Treatt Plc is related to or competes with Watsco, Fastenal, SiteOne Landscape, Ferguson Plc, and WW Grainger. Treatt plc, together with its subsidiaries, manufactures and supplies various natural extracts and ingredients to the fl... More
Treatt Plc 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 Treatt Plc'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 Treatt plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.036 | |||
| Maximum Drawdown | 25.99 |
Treatt Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Treatt Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Treatt Plc's standard deviation. In reality, there are many statistical measures that can use Treatt Plc historical prices to predict the future Treatt Plc's volatility.| Risk Adjusted Performance | 0.0435 | |||
| Jensen Alpha | 0.1534 | |||
| Total Risk Alpha | 0.0485 | |||
| Treynor Ratio | 0.8945 |
Treatt plc Backtested Returns
At this point, Treatt Plc is slightly risky. Treatt plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0456, which indicates the firm had a 0.0456% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Treatt plc, which you can use to evaluate the volatility of the company. Please validate Treatt Plc's Variance of 13.9, risk adjusted performance of 0.0435, and Coefficient Of Variation of 2225.17 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Treatt Plc has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Treatt Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Treatt Plc is expected to be smaller as well. Treatt plc right now has a risk of 3.79%. Please validate Treatt Plc coefficient of variation, total risk alpha, as well as the relationship between the Total Risk Alpha and day median price , to decide if Treatt Plc will be following its existing price patterns.
Auto-correlation | -0.59 |
Good reverse predictability
Treatt plc has good reverse predictability. Overlapping area represents the amount of predictability between Treatt Plc time series from 27th of June 2024 to 25th of September 2024 and 25th of September 2024 to 24th 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 Treatt plc price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Treatt Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Treatt plc lagged returns against current returns
Autocorrelation, which is Treatt Plc 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 Treatt Plc's pink sheet expected returns. We can calculate the autocorrelation of Treatt Plc returns to help us make a trade decision. For example, suppose you find that Treatt Plc 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 |
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Treatt Plc 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 Treatt Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Treatt Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Treatt Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Treatt Plc Lagged Returns
When evaluating Treatt Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Treatt Plc pink sheet have on its future price. Treatt Plc 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, Treatt Plc autocorrelation shows the relationship between Treatt Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Treatt plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Treatt Pink Sheet
Treatt Plc financial ratios help investors to determine whether Treatt Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Treatt with respect to the benefits of owning Treatt Plc security.