Taylor Wimpey Plc Stock Market Value
| TWODF Stock | USD 1.58 0.01 0.64% |
| Symbol | Taylor |
Taylor Wimpey '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 Taylor Wimpey'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 Taylor Wimpey.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Taylor Wimpey on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Taylor Wimpey plc or generate 0.0% return on investment in Taylor Wimpey over 30 days. Taylor Wimpey is related to or competes with Barratt Developments, Cyrela Brazil, Barratt Developments, Persimmon Plc, Consorcio ARA, Persimmon PLC, and PulteGroup. Taylor Wimpey plc operates a residential developer in the United Kingdom and Spain More
Taylor Wimpey 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 Taylor Wimpey'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 Taylor Wimpey plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 18.46 | |||
| Value At Risk | (8.28) | |||
| Potential Upside | 6.45 |
Taylor Wimpey Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taylor Wimpey's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taylor Wimpey's standard deviation. In reality, there are many statistical measures that can use Taylor Wimpey historical prices to predict the future Taylor Wimpey's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.95) | |||
| Treynor Ratio | 0.6032 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Taylor Wimpey'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.
Taylor Wimpey plc Backtested Returns
Taylor Wimpey plc 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. Taylor Wimpey plc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Taylor Wimpey's Risk Adjusted Performance of (0.05), coefficient of variation of (1,227), and Variance of 15.19 to confirm the risk estimate we provide. The entity has a beta of -0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Taylor Wimpey are expected to decrease at a much lower rate. During the bear market, Taylor Wimpey is likely to outperform the market. At this point, Taylor Wimpey plc has a negative expected return of -0.34%. Please make sure to validate Taylor Wimpey's value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if Taylor Wimpey plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Taylor Wimpey plc has poor predictability. Overlapping area represents the amount of predictability between Taylor Wimpey 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 Taylor Wimpey plc price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Taylor Wimpey price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Taylor Wimpey plc lagged returns against current returns
Autocorrelation, which is Taylor Wimpey 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 Taylor Wimpey's pink sheet expected returns. We can calculate the autocorrelation of Taylor Wimpey returns to help us make a trade decision. For example, suppose you find that Taylor Wimpey 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 |
Taylor Wimpey 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 Taylor Wimpey pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taylor Wimpey pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taylor Wimpey pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Taylor Wimpey Lagged Returns
When evaluating Taylor Wimpey's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taylor Wimpey pink sheet have on its future price. Taylor Wimpey 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, Taylor Wimpey autocorrelation shows the relationship between Taylor Wimpey pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Taylor Wimpey plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Taylor Pink Sheet
Taylor Wimpey financial ratios help investors to determine whether Taylor 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 Taylor with respect to the benefits of owning Taylor Wimpey security.