Trisura Group (Germany) Market Value
| QPA1 Stock | EUR 27.00 0.40 1.46% |
| Symbol | Trisura |
Trisura Group '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 Trisura Group'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 Trisura Group.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Trisura Group on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Trisura Group or generate 0.0% return on investment in Trisura Group over 90 days. Trisura Group is related to or competes with Singapore Telecommunicatio, WillScot Mobile, Virtus Investment, PennantPark Investment, Entravision Communications, Bank of America, and WisdomTree Investments. Trisura Group Ltd., a specialty insurance company, operates in the surety, risk solutions, corporate insurance, and rein... More
Trisura Group 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 Trisura Group'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 Trisura Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.1781 | |||
| Maximum Drawdown | 6.81 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.86 |
Trisura Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trisura Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trisura Group's standard deviation. In reality, there are many statistical measures that can use Trisura Group historical prices to predict the future Trisura Group's volatility.| Risk Adjusted Performance | 0.2864 | |||
| Jensen Alpha | 0.3602 | |||
| Total Risk Alpha | 0.1572 | |||
| Sortino Ratio | 0.1837 | |||
| Treynor Ratio | 1.61 |
Trisura Group Backtested Returns
Trisura Group appears to be very steady, given 3 months investment horizon. Trisura Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Trisura Group, which you can use to evaluate the volatility of the company. Please review Trisura Group's Coefficient Of Variation of 318.58, semi deviation of 0.6815, and Risk Adjusted Performance of 0.2864 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Trisura Group holds a performance score of 18. The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Trisura Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Trisura Group is expected to be smaller as well. Please check Trisura Group's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Trisura Group's existing price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Trisura Group has good predictability. Overlapping area represents the amount of predictability between Trisura Group time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Trisura Group price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Trisura Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Trisura Group lagged returns against current returns
Autocorrelation, which is Trisura Group 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 Trisura Group's stock expected returns. We can calculate the autocorrelation of Trisura Group returns to help us make a trade decision. For example, suppose you find that Trisura Group 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 |
Trisura Group 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 Trisura Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trisura Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trisura Group stock over time.
Current vs Lagged Prices |
| Timeline |
Trisura Group Lagged Returns
When evaluating Trisura Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trisura Group stock have on its future price. Trisura Group 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, Trisura Group autocorrelation shows the relationship between Trisura Group stock current value and its past values and can show if there is a momentum factor associated with investing in Trisura Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Trisura Stock
Trisura Group financial ratios help investors to determine whether Trisura 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 Trisura with respect to the benefits of owning Trisura Group security.