Trade Desk (Brazil) Market Value
| T2TD34 Stock | BRL 4.50 0.03 0.66% |
| Symbol | Trade |
Trade Desk '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 Trade Desk'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 Trade Desk.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Trade Desk on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding The Trade Desk or generate 0.0% return on investment in Trade Desk over 90 days. Trade Desk is related to or competes with Extra Space, Fidelity National, and Electronic Arts. The Trade Desk, Inc. operates as a technology company in the United States and internationally More
Trade Desk 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 Trade Desk'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 The Trade Desk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.39 | |||
| Information Ratio | 0.1692 | |||
| Maximum Drawdown | 20.48 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 5.5 |
Trade Desk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trade Desk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trade Desk's standard deviation. In reality, there are many statistical measures that can use Trade Desk historical prices to predict the future Trade Desk's volatility.| Risk Adjusted Performance | 0.2023 | |||
| Jensen Alpha | 0.6937 | |||
| Total Risk Alpha | 0.2347 | |||
| Sortino Ratio | 0.2526 | |||
| Treynor Ratio | 2.41 |
Trade Desk Backtested Returns
Trade Desk appears to be moderately volatile, given 3 months investment horizon. Trade Desk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23 % return per unit of risk over the last 3 months. By inspecting Trade Desk's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please review Trade Desk's Semi Deviation of 1.92, coefficient of variation of 479.16, and Risk Adjusted Performance of 0.2023 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Trade Desk holds a performance score of 18. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Trade Desk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Trade Desk is expected to be smaller as well. Please check Trade Desk's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Trade Desk's existing price patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
The Trade Desk has below average predictability. Overlapping area represents the amount of predictability between Trade Desk 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 Trade Desk price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Trade Desk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Trade Desk lagged returns against current returns
Autocorrelation, which is Trade Desk 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 Trade Desk's stock expected returns. We can calculate the autocorrelation of Trade Desk returns to help us make a trade decision. For example, suppose you find that Trade Desk 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 |
Trade Desk 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 Trade Desk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trade Desk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trade Desk stock over time.
Current vs Lagged Prices |
| Timeline |
Trade Desk Lagged Returns
When evaluating Trade Desk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trade Desk stock have on its future price. Trade Desk 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, Trade Desk autocorrelation shows the relationship between Trade Desk stock current value and its past values and can show if there is a momentum factor associated with investing in The Trade Desk.
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.Other Information on Investing in Trade Stock
Trade Desk financial ratios help investors to determine whether Trade 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 Trade with respect to the benefits of owning Trade Desk security.