Tokentus Investment (Germany) Market Value
| 14D Stock | EUR 1.35 0.03 2.27% |
| Symbol | Tokentus |
Tokentus Investment '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 Tokentus Investment'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 Tokentus Investment.
| 06/21/2025 |
| 07/21/2025 |
If you would invest 0.00 in Tokentus Investment on June 21, 2025 and sell it all today you would earn a total of 0.00 from holding tokentus investment AG or generate 0.0% return on investment in Tokentus Investment over 30 days. Tokentus Investment is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. Advantage Lithium Corp. engages in the acquisition, exploration, and development of lithium properties More
Tokentus Investment 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 Tokentus Investment'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 tokentus investment AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.23 | |||
| Information Ratio | 0.0891 | |||
| Maximum Drawdown | 23.84 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 7.55 |
Tokentus Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tokentus Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tokentus Investment's standard deviation. In reality, there are many statistical measures that can use Tokentus Investment historical prices to predict the future Tokentus Investment's volatility.| Risk Adjusted Performance | 0.1252 | |||
| Jensen Alpha | 0.4957 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0804 | |||
| Treynor Ratio | (2.49) |
tokentus investment Backtested Returns
Tokentus Investment appears to be dangerous, given 3 months investment horizon. tokentus investment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for tokentus investment AG, which you can use to evaluate the volatility of the company. Please review Tokentus Investment's Coefficient Of Variation of 793.87, risk adjusted performance of 0.1252, and Semi Deviation of 2.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tokentus Investment holds a performance score of 8. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tokentus Investment are expected to decrease at a much lower rate. During the bear market, Tokentus Investment is likely to outperform the market. Please check Tokentus Investment's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Tokentus Investment's existing price patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
tokentus investment AG has poor predictability. Overlapping area represents the amount of predictability between Tokentus Investment time series from 21st of June 2025 to 6th of July 2025 and 6th of July 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of tokentus investment price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Tokentus Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
tokentus investment lagged returns against current returns
Autocorrelation, which is Tokentus Investment 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 Tokentus Investment's stock expected returns. We can calculate the autocorrelation of Tokentus Investment returns to help us make a trade decision. For example, suppose you find that Tokentus Investment 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 |
Tokentus Investment 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 Tokentus Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tokentus Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tokentus Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Tokentus Investment Lagged Returns
When evaluating Tokentus Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tokentus Investment stock have on its future price. Tokentus Investment 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, Tokentus Investment autocorrelation shows the relationship between Tokentus Investment stock current value and its past values and can show if there is a momentum factor associated with investing in tokentus investment AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Tokentus Stock
Tokentus Investment financial ratios help investors to determine whether Tokentus 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 Tokentus with respect to the benefits of owning Tokentus Investment security.