Tufton Oceanic (UK) Market Value
| SHIP Stock | 1.14 0.01 0.87% |
| Symbol | Tufton |
Tufton Oceanic '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 Tufton Oceanic'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 Tufton Oceanic.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Tufton Oceanic on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Tufton Oceanic Assets or generate 0.0% return on investment in Tufton Oceanic over 90 days. Tufton Oceanic is related to or competes with Orient Telecoms, Fortune Brands, Wizz Air, Alaska Air, Pets At, Synthomer Plc, and Aeorema Communications. Tufton Oceanic is entity of United Kingdom More
Tufton Oceanic 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 Tufton Oceanic'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 Tufton Oceanic Assets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0629 | |||
| Maximum Drawdown | 4.83 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 2.0 |
Tufton Oceanic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tufton Oceanic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tufton Oceanic's standard deviation. In reality, there are many statistical measures that can use Tufton Oceanic historical prices to predict the future Tufton Oceanic's volatility.| Risk Adjusted Performance | 0.1909 | |||
| Jensen Alpha | 0.1764 | |||
| Total Risk Alpha | 0.0537 | |||
| Sortino Ratio | 0.0464 | |||
| Treynor Ratio | 1.47 |
Tufton Oceanic Assets Backtested Returns
Tufton Oceanic appears to be moderately volatile, given 3 months investment horizon. Tufton Oceanic Assets owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tufton Oceanic Assets, which you can use to evaluate the volatility of the company. Please review Tufton Oceanic's Risk Adjusted Performance of 0.1909, coefficient of variation of 490.9, and Semi Deviation of 0.4175 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tufton Oceanic holds a performance score of 16. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tufton Oceanic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tufton Oceanic is expected to be smaller as well. Please check Tufton Oceanic's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Tufton Oceanic's existing price patterns will revert.
Auto-correlation | -0.82 |
Excellent reverse predictability
Tufton Oceanic Assets has excellent reverse predictability. Overlapping area represents the amount of predictability between Tufton Oceanic time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Tufton Oceanic Assets price movement. The serial correlation of -0.82 indicates that around 82.0% of current Tufton Oceanic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tufton Oceanic Assets lagged returns against current returns
Autocorrelation, which is Tufton Oceanic 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 Tufton Oceanic's stock expected returns. We can calculate the autocorrelation of Tufton Oceanic returns to help us make a trade decision. For example, suppose you find that Tufton Oceanic 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 |
Tufton Oceanic 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 Tufton Oceanic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tufton Oceanic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tufton Oceanic stock over time.
Current vs Lagged Prices |
| Timeline |
Tufton Oceanic Lagged Returns
When evaluating Tufton Oceanic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tufton Oceanic stock have on its future price. Tufton Oceanic 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, Tufton Oceanic autocorrelation shows the relationship between Tufton Oceanic stock current value and its past values and can show if there is a momentum factor associated with investing in Tufton Oceanic Assets.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Tufton Stock Analysis
When running Tufton Oceanic's price analysis, check to measure Tufton Oceanic'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 Tufton Oceanic is operating at the current time. Most of Tufton Oceanic's value examination focuses on studying past and present price action to predict the probability of Tufton Oceanic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tufton Oceanic's price. Additionally, you may evaluate how the addition of Tufton Oceanic to your portfolios can decrease your overall portfolio volatility.