TEN SQUARE (Germany) Market Value
| 1HQ Stock | EUR 18.78 0.20 1.05% |
| Symbol | TEN |
TEN SQUARE '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 TEN SQUARE'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 TEN SQUARE.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in TEN SQUARE on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding TEN SQUARE GAMES or generate 0.0% return on investment in TEN SQUARE over 90 days. TEN SQUARE is related to or competes with DOCDATA, CARSALES, STORAGEVAULT CANADA, RETAIL FOOD, Trade Desk, MARKET VECTR, and Retail Estates. Ten Square Games S.A. engages in the mobile games development business worldwide More
TEN SQUARE 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 TEN SQUARE'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 TEN SQUARE GAMES upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 14.63 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 4.71 |
TEN SQUARE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TEN SQUARE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TEN SQUARE's standard deviation. In reality, there are many statistical measures that can use TEN SQUARE historical prices to predict the future TEN SQUARE's volatility.| Risk Adjusted Performance | 0.0538 | |||
| Jensen Alpha | 0.1203 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 2.71 |
TEN SQUARE GAMES Backtested Returns
At this point, TEN SQUARE is not too volatile. TEN SQUARE GAMES owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0398, which indicates the firm had a 0.0398 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for TEN SQUARE GAMES, which you can use to evaluate the volatility of the company. Please validate TEN SQUARE's risk adjusted performance of 0.0538, and Coefficient Of Variation of 1971.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. TEN SQUARE has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.0468, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TEN SQUARE's returns are expected to increase less than the market. However, during the bear market, the loss of holding TEN SQUARE is expected to be smaller as well. TEN SQUARE GAMES currently has a risk of 2.64%. Please validate TEN SQUARE coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if TEN SQUARE will be following its existing price patterns.
Auto-correlation | -0.69 |
Very good reverse predictability
TEN SQUARE GAMES has very good reverse predictability. Overlapping area represents the amount of predictability between TEN SQUARE time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 TEN SQUARE GAMES price movement. The serial correlation of -0.69 indicates that around 69.0% of current TEN SQUARE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
TEN SQUARE GAMES lagged returns against current returns
Autocorrelation, which is TEN SQUARE 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 TEN SQUARE's stock expected returns. We can calculate the autocorrelation of TEN SQUARE returns to help us make a trade decision. For example, suppose you find that TEN SQUARE 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 |
TEN SQUARE 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 TEN SQUARE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TEN SQUARE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TEN SQUARE stock over time.
Current vs Lagged Prices |
| Timeline |
TEN SQUARE Lagged Returns
When evaluating TEN SQUARE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TEN SQUARE stock have on its future price. TEN SQUARE 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, TEN SQUARE autocorrelation shows the relationship between TEN SQUARE stock current value and its past values and can show if there is a momentum factor associated with investing in TEN SQUARE GAMES.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in TEN Stock
TEN SQUARE financial ratios help investors to determine whether TEN 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 TEN with respect to the benefits of owning TEN SQUARE security.