Tadir Gan (Israel) Market Value
| TDGN Stock | 207.90 7.90 3.95% |
| Symbol | Tadir |
Tadir Gan '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 Tadir Gan's stock 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 Tadir Gan.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Tadir Gan on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Tadir Gan 1993 or generate 0.0% return on investment in Tadir Gan over 330 days. Tadir Gan is related to or competes with Ralco Agencies, Neto ME, Globrands, Nextcom, and Golan Plastic. Tadir-Gan 1993 Ltd. manufactures and sells aluminum and magnesium high pressure die casting products for the automotive ... More
Tadir Gan 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 Tadir Gan's stock 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 Tadir Gan 1993 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 19.1 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 3.49 |
Tadir Gan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tadir Gan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tadir Gan's standard deviation. In reality, there are many statistical measures that can use Tadir Gan historical prices to predict the future Tadir Gan's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 0.718 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tadir Gan'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.
Tadir Gan 1993 Backtested Returns
Tadir Gan 1993 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0799, which indicates the firm had a -0.0799% return per unit of risk over the last 3 months. Tadir Gan 1993 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tadir Gan's Variance of 8.73, risk adjusted performance of (0.03), and Coefficient Of Variation of (1,639) to confirm the risk estimate we provide. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tadir Gan are expected to decrease at a much lower rate. During the bear market, Tadir Gan is likely to outperform the market. Tadir Gan 1993 has an expected return of -0.23%. Please make sure to validate Tadir Gan standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Tadir Gan 1993 performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
Tadir Gan 1993 has weak reverse predictability. Overlapping area represents the amount of predictability between Tadir Gan time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th of April 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 Tadir Gan 1993 price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Tadir Gan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 185.86 |
Tadir Gan 1993 lagged returns against current returns
Autocorrelation, which is Tadir Gan stock'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 Tadir Gan's stock expected returns. We can calculate the autocorrelation of Tadir Gan returns to help us make a trade decision. For example, suppose you find that Tadir Gan has exhibited high autocorrelation historically, and you observe that the stock 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 |
Tadir Gan 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 Tadir Gan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tadir Gan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tadir Gan stock over time.
Current vs Lagged Prices |
| Timeline |
Tadir Gan Lagged Returns
When evaluating Tadir Gan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tadir Gan stock have on its future price. Tadir Gan 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, Tadir Gan autocorrelation shows the relationship between Tadir Gan stock current value and its past values and can show if there is a momentum factor associated with investing in Tadir Gan 1993.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tadir Gan in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tadir Gan's short interest history, or implied volatility extrapolated from Tadir Gan options trading.
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Check out Tadir Gan Correlation, Tadir Gan Volatility and Tadir Gan Alpha and Beta module to complement your research on Tadir Gan. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for Tadir Stock analysis
When running Tadir Gan's price analysis, check to measure Tadir Gan'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 Tadir Gan is operating at the current time. Most of Tadir Gan's value examination focuses on studying past and present price action to predict the probability of Tadir Gan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tadir Gan's price. Additionally, you may evaluate how the addition of Tadir Gan to your portfolios can decrease your overall portfolio volatility.
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Tadir Gan technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.