Tennessee Valley Financial Stock Market Value
| TVLF Stock | USD 7.35 0.20 2.80% |
| Symbol | Tennessee |
Tennessee Valley '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 Tennessee Valley'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 Tennessee Valley.
| 12/29/2022 |
| 12/18/2024 |
If you would invest 0.00 in Tennessee Valley on December 29, 2022 and sell it all today you would earn a total of 0.00 from holding Tennessee Valley Financial or generate 0.0% return on investment in Tennessee Valley over 720 days. Tennessee Valley is related to or competes with Truist Financial, PNC Financial, KeyCorp, Western Alliance, and Zions Bancorporation. Tennessee Valley Financial Holdings, Inc More
Tennessee Valley 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 Tennessee Valley'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 Tennessee Valley Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.45 | |||
| Information Ratio | 0.0078 | |||
| Maximum Drawdown | 14.01 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 2.8 |
Tennessee Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tennessee Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tennessee Valley's standard deviation. In reality, there are many statistical measures that can use Tennessee Valley historical prices to predict the future Tennessee Valley's volatility.| Risk Adjusted Performance | 0.0383 | |||
| Jensen Alpha | 0.0574 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0032 | |||
| Treynor Ratio | 0.2831 |
Tennessee Valley Fin Backtested Returns
At this point, Tennessee Valley is somewhat reliable. Tennessee Valley Fin owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0455, which indicates the firm had a 0.0455% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tennessee Valley Financial, which you can use to evaluate the volatility of the company. Please validate Tennessee Valley's Semi Deviation of 1.28, coefficient of variation of 2248.19, and Risk Adjusted Performance of 0.0383 to confirm if the risk estimate we provide is consistent with the expected return of 0.086%. Tennessee Valley has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tennessee Valley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tennessee Valley is expected to be smaller as well. Tennessee Valley Fin right now has a risk of 1.89%. Please validate Tennessee Valley value at risk, as well as the relationship between the skewness and day typical price , to decide if Tennessee Valley will be following its existing price patterns.
Auto-correlation | -0.82 |
Excellent reverse predictability
Tennessee Valley Financial has excellent reverse predictability. Overlapping area represents the amount of predictability between Tennessee Valley time series from 29th of December 2022 to 24th of December 2023 and 24th of December 2023 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 Tennessee Valley Fin price movement. The serial correlation of -0.82 indicates that around 82.0% of current Tennessee Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Tennessee Valley Fin lagged returns against current returns
Autocorrelation, which is Tennessee Valley 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 Tennessee Valley's pink sheet expected returns. We can calculate the autocorrelation of Tennessee Valley returns to help us make a trade decision. For example, suppose you find that Tennessee Valley 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 |
Tennessee Valley 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 Tennessee Valley pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tennessee Valley pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tennessee Valley pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tennessee Valley Lagged Returns
When evaluating Tennessee Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tennessee Valley pink sheet have on its future price. Tennessee Valley 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, Tennessee Valley autocorrelation shows the relationship between Tennessee Valley pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tennessee Valley Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Tennessee Pink Sheet
Tennessee Valley financial ratios help investors to determine whether Tennessee 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 Tennessee with respect to the benefits of owning Tennessee Valley security.