Tamburi Investment (Germany) Market Value
| T1I Stock | EUR 8.10 0.11 1.38% |
| Symbol | Tamburi |
Tamburi 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 Tamburi 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 Tamburi Investment.
| 02/18/2025 |
| 05/19/2025 |
If you would invest 0.00 in Tamburi Investment on February 18, 2025 and sell it all today you would earn a total of 0.00 from holding Tamburi Investment Partners or generate 0.0% return on investment in Tamburi Investment over 90 days. Tamburi Investment is related to or competes with Morgan Stanley, Morgan Stanley, Charles Schwab, Goldman Sachs, Goldman Sachs, Moodys, and Macquarie Group. Tamburi Investment Partners S.p.A. is private equity firm specializing in direct and secondary direct investments More
Tamburi 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 Tamburi 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 Tamburi Investment Partners upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0118 | |||
| Maximum Drawdown | 11.01 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 3.38 |
Tamburi Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tamburi Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tamburi Investment's standard deviation. In reality, there are many statistical measures that can use Tamburi Investment historical prices to predict the future Tamburi Investment's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0456 | |||
| Treynor Ratio | 0.1468 |
Tamburi Investment Backtested Returns
Tamburi Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Tamburi Investment Partners exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tamburi Investment's Coefficient Of Variation of (12,002), risk adjusted performance of (0.01), and Variance of 5.13 to confirm the risk estimate we provide. The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tamburi Investment are expected to decrease at a much lower rate. During the bear market, Tamburi Investment is likely to outperform the market. At this point, Tamburi Investment has a negative expected return of -0.0177%. Please make sure to validate Tamburi Investment's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Tamburi Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.87 |
Excellent reverse predictability
Tamburi Investment Partners has excellent reverse predictability. Overlapping area represents the amount of predictability between Tamburi Investment time series from 18th of February 2025 to 4th of April 2025 and 4th of April 2025 to 19th of May 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 Tamburi Investment price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current Tamburi Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.87 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Tamburi Investment lagged returns against current returns
Autocorrelation, which is Tamburi 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 Tamburi Investment's stock expected returns. We can calculate the autocorrelation of Tamburi Investment returns to help us make a trade decision. For example, suppose you find that Tamburi 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 |
Tamburi 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 Tamburi Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tamburi Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tamburi Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Tamburi Investment Lagged Returns
When evaluating Tamburi Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tamburi Investment stock have on its future price. Tamburi 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, Tamburi Investment autocorrelation shows the relationship between Tamburi Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Tamburi Investment Partners.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Tamburi Stock
Tamburi Investment financial ratios help investors to determine whether Tamburi 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 Tamburi with respect to the benefits of owning Tamburi Investment security.