Taylor Calvin B Stock Market Value
| TYCB Stock | USD 42.00 4.00 8.70% |
| Symbol | Taylor |
Taylor Calvin '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 Calvin's otc 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 Taylor Calvin.
| 12/19/2023 |
| 06/16/2024 |
If you would invest 0.00 in Taylor Calvin on December 19, 2023 and sell it all today you would earn a total of 0.00 from holding Taylor Calvin B or generate 0.0% return on investment in Taylor Calvin over 180 days. Taylor Calvin is related to or competes with Fresh Del, Reading International, Nutrien, Dallasnews Corp, Gfl Environmental, LG Display, and Indo Tambangraya. Taylor Bankshares, Inc. operates as the holding company for Calvin B More
Taylor Calvin 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 Calvin's otc 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 Taylor Calvin B upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | 0.0617 | |||
| Maximum Drawdown | 8.4 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.49 |
Taylor Calvin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taylor Calvin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Taylor Calvin's standard deviation. In reality, there are many statistical measures that can use Taylor Calvin historical prices to predict the future Taylor Calvin's volatility.| Risk Adjusted Performance | 0.0704 | |||
| Jensen Alpha | 0.1093 | |||
| Total Risk Alpha | 0.0518 | |||
| Sortino Ratio | 0.0291 | |||
| Treynor Ratio | (0.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Taylor Calvin'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 Calvin B Backtested Returns
Taylor Calvin B owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.074, which indicates the firm had a -0.074% return per unit of risk over the last 3 months. Taylor Calvin B exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Taylor Calvin's Semi Deviation of 0.7749, risk adjusted performance of 0.0704, and Coefficient Of Variation of 1045.27 to confirm the risk estimate we provide. The entity has a beta of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Taylor Calvin are expected to decrease at a much lower rate. During the bear market, Taylor Calvin is likely to outperform the market. At this point, Taylor Calvin B has a negative expected return of -0.18%. Please make sure to validate Taylor Calvin's skewness, and the relationship between the downside variance and rate of daily change , to decide if Taylor Calvin B performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.72 |
Good predictability
Taylor Calvin B has good predictability. Overlapping area represents the amount of predictability between Taylor Calvin time series from 19th of December 2023 to 18th of March 2024 and 18th of March 2024 to 16th of June 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 Calvin B price movement. The serial correlation of 0.72 indicates that around 72.0% of current Taylor Calvin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 3.49 |
Taylor Calvin B lagged returns against current returns
Autocorrelation, which is Taylor Calvin otc 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 Taylor Calvin's otc stock expected returns. We can calculate the autocorrelation of Taylor Calvin returns to help us make a trade decision. For example, suppose you find that Taylor Calvin has exhibited high autocorrelation historically, and you observe that the otc 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 |
Taylor Calvin 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 Calvin otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Taylor Calvin otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Taylor Calvin otc stock over time.
Current vs Lagged Prices |
| Timeline |
Taylor Calvin Lagged Returns
When evaluating Taylor Calvin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Taylor Calvin otc stock have on its future price. Taylor Calvin 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 Calvin autocorrelation shows the relationship between Taylor Calvin otc stock current value and its past values and can show if there is a momentum factor associated with investing in Taylor Calvin B.
Regressed Prices |
| Timeline |
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Other Information on Investing in Taylor OTC Stock
Taylor Calvin financial ratios help investors to determine whether Taylor OTC Stock 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 Calvin security.