Tytan Holdings Stock Market Value
| TYTN Stock | USD 0.0002 0.00 0.00% |
| Symbol | Tytan |
Tytan Holdings '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 Tytan Holdings' 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 Tytan Holdings.
| 07/01/2024 |
| 12/28/2024 |
If you would invest 0.00 in Tytan Holdings on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding Tytan Holdings or generate 0.0% return on investment in Tytan Holdings over 180 days. Tytan Holdings is related to or competes with Embrace Change. Tytan Holdings, Inc., through its subsidiary, Tytan International, Inc., engages in the manufacture of tractors and craw... More
Tytan Holdings 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 Tytan Holdings' 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 Tytan Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0864 | |||
| Maximum Drawdown | 463.81 |
Tytan Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tytan Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tytan Holdings' standard deviation. In reality, there are many statistical measures that can use Tytan Holdings historical prices to predict the future Tytan Holdings' volatility.| Risk Adjusted Performance | 0.0793 | |||
| Jensen Alpha | 4.14 | |||
| Total Risk Alpha | 2.77 | |||
| Treynor Ratio | (1.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tytan Holdings' 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.
Tytan Holdings Backtested Returns
Tytan Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12% return per unit of risk over the last 3 months. Tytan Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tytan Holdings' Variance of 2196.62, risk adjusted performance of 0.0793, and Coefficient Of Variation of 1147.69 to confirm the risk estimate we provide. The entity has a beta of -3.19, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Tytan Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Tytan Holdings is expected to outperform it. At this point, Tytan Holdings has a negative expected return of -1.49%. Please make sure to validate Tytan Holdings' market risk adjusted performance, treynor ratio, as well as the relationship between the Treynor Ratio and day typical price , to decide if Tytan Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Tytan Holdings has poor predictability. Overlapping area represents the amount of predictability between Tytan Holdings time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 Tytan Holdings price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Tytan Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tytan Holdings lagged returns against current returns
Autocorrelation, which is Tytan Holdings 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 Tytan Holdings' pink sheet expected returns. We can calculate the autocorrelation of Tytan Holdings returns to help us make a trade decision. For example, suppose you find that Tytan Holdings 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 |
Tytan Holdings 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 Tytan Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tytan Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tytan Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tytan Holdings Lagged Returns
When evaluating Tytan Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tytan Holdings pink sheet have on its future price. Tytan Holdings 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, Tytan Holdings autocorrelation shows the relationship between Tytan Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tytan Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Tytan Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Tytan Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Tytan Holdings will appreciate offsetting losses from the drop in the long position's value.Moving against Tytan Pink Sheet
The ability to find closely correlated positions to Tytan Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Tytan Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Tytan Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Tytan Holdings to buy it.
The correlation of Tytan Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Tytan Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Tytan Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Tytan Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Tytan Pink Sheet
Tytan Holdings financial ratios help investors to determine whether Tytan 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 Tytan with respect to the benefits of owning Tytan Holdings security.