Taylor Wimpey Plc Stock Market Value
| TWODY Stock | USD 16.22 0.17 1.04% |
| 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.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Taylor Wimpey on November 4, 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 Consorcio ARA, Barratt Developments, Cyrela Brazil, Persimmon PLC, Persimmon Plc, Taylor Wimpey, and Barratt Developments. 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 | (0.20) | |||
| Maximum Drawdown | 13.22 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 2.87 |
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 | (0.11) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | (0.69) |
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 -0.15, which indicates the firm had a -0.15% return per unit of risk over the last 3 months. Taylor Wimpey PLC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Taylor Wimpey's Risk Adjusted Performance of (0.11), variance of 4.73, and Coefficient Of Variation of (657.54) to confirm the risk estimate we provide. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Taylor Wimpey's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taylor Wimpey is expected to be smaller as well. At this point, Taylor Wimpey PLC has a negative expected return of -0.33%. Please make sure to validate Taylor Wimpey's skewness and day typical price , to decide if Taylor Wimpey PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Taylor Wimpey PLC has insignificant reverse predictability. Overlapping area represents the amount of predictability between Taylor Wimpey time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 -0.17 indicates that over 17.0% of current Taylor Wimpey price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Taylor Pink Sheet Analysis
When running Taylor Wimpey's price analysis, check to measure Taylor Wimpey'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 Taylor Wimpey is operating at the current time. Most of Taylor Wimpey's value examination focuses on studying past and present price action to predict the probability of Taylor Wimpey's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Taylor Wimpey's price. Additionally, you may evaluate how the addition of Taylor Wimpey to your portfolios can decrease your overall portfolio volatility.