Tinybuild (UK) Market Value
| TBLD Stock | 5.88 0.00 0.00% |
| Symbol | Tinybuild |
Tinybuild '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 Tinybuild'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 Tinybuild.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Tinybuild on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Tinybuild or generate 0.0% return on investment in Tinybuild over 90 days. Tinybuild is related to or competes with Fiinu PLC, 80 Mile, Hardide PLC, Malvern International, and Quantum Blockchain. Tinybuild is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Tinybuild 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 Tinybuild'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 Tinybuild upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.31 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.52 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 4.76 |
Tinybuild Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tinybuild's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tinybuild's standard deviation. In reality, there are many statistical measures that can use Tinybuild historical prices to predict the future Tinybuild's volatility.| Risk Adjusted Performance | 0.0653 | |||
| Jensen Alpha | 0.153 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.31) |
Tinybuild Backtested Returns
Tinybuild appears to be somewhat reliable, given 3 months investment horizon. Tinybuild owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Tinybuild, which you can use to evaluate the volatility of the company. Please review Tinybuild's Semi Deviation of 1.11, coefficient of variation of 1546.28, and Risk Adjusted Performance of 0.0653 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tinybuild holds a performance score of 8. The entity has a beta of -0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tinybuild are expected to decrease at a much lower rate. During the bear market, Tinybuild is likely to outperform the market. Please check Tinybuild's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Tinybuild's existing price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
Tinybuild has good predictability. Overlapping area represents the amount of predictability between Tinybuild time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Tinybuild price movement. The serial correlation of 0.72 indicates that around 72.0% of current Tinybuild price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Tinybuild lagged returns against current returns
Autocorrelation, which is Tinybuild 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 Tinybuild's stock expected returns. We can calculate the autocorrelation of Tinybuild returns to help us make a trade decision. For example, suppose you find that Tinybuild 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 |
Tinybuild 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 Tinybuild stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tinybuild stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tinybuild stock over time.
Current vs Lagged Prices |
| Timeline |
Tinybuild Lagged Returns
When evaluating Tinybuild's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tinybuild stock have on its future price. Tinybuild 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, Tinybuild autocorrelation shows the relationship between Tinybuild stock current value and its past values and can show if there is a momentum factor associated with investing in Tinybuild.
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 Tinybuild Stock Analysis
When running Tinybuild's price analysis, check to measure Tinybuild'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 Tinybuild is operating at the current time. Most of Tinybuild's value examination focuses on studying past and present price action to predict the probability of Tinybuild's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tinybuild's price. Additionally, you may evaluate how the addition of Tinybuild to your portfolios can decrease your overall portfolio volatility.