TP ICAP (UK) Market Value
| TCAP Stock | 310.00 1.50 0.49% |
| Symbol | TCAP |
TP ICAP '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 TP ICAP'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 TP ICAP.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in TP ICAP on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding TP ICAP Group or generate 0.0% return on investment in TP ICAP over 90 days. TP ICAP is related to or competes with Odyssean Investment, X FAB, Auto Trader, New Residential, Chrysalis Investments, Edinburgh Investment, and Bloomsbury Publishing. More
TP ICAP 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 TP ICAP'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 TP ICAP Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.1906 | |||
| Maximum Drawdown | 6.18 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.3 |
TP ICAP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TP ICAP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TP ICAP's standard deviation. In reality, there are many statistical measures that can use TP ICAP historical prices to predict the future TP ICAP's volatility.| Risk Adjusted Performance | 0.2864 | |||
| Jensen Alpha | 0.373 | |||
| Total Risk Alpha | 0.1935 | |||
| Sortino Ratio | 0.1955 | |||
| Treynor Ratio | (8.46) |
TP ICAP Group Backtested Returns
TP ICAP appears to be very steady, given 3 months investment horizon. TP ICAP Group retains Efficiency (Sharpe Ratio) of 0.3, which indicates the firm had a 0.3 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for TP ICAP, which you can use to evaluate the volatility of the company. Please review TP ICAP's Risk Adjusted Performance of 0.2864, downside deviation of 1.21, and Mean Deviation of 0.9726 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TP ICAP holds a performance score of 23. The entity owns a Beta (Systematic Risk) of -0.0434, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TP ICAP are expected to decrease at a much lower rate. During the bear market, TP ICAP is likely to outperform the market. Please check TP ICAP's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether TP ICAP's current price history will revert.
Auto-correlation | 0.25 |
Poor predictability
TP ICAP Group has poor predictability. Overlapping area represents the amount of predictability between TP ICAP 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 TP ICAP Group price movement. The serial correlation of 0.25 indicates that over 25.0% of current TP ICAP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 326.84 |
TP ICAP Group lagged returns against current returns
Autocorrelation, which is TP ICAP 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 TP ICAP's stock expected returns. We can calculate the autocorrelation of TP ICAP returns to help us make a trade decision. For example, suppose you find that TP ICAP 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 |
TP ICAP 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 TP ICAP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TP ICAP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TP ICAP stock over time.
Current vs Lagged Prices |
| Timeline |
TP ICAP Lagged Returns
When evaluating TP ICAP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TP ICAP stock have on its future price. TP ICAP 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, TP ICAP autocorrelation shows the relationship between TP ICAP stock current value and its past values and can show if there is a momentum factor associated with investing in TP ICAP Group.
Regressed Prices |
| Timeline |
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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 TCAP Stock Analysis
When running TP ICAP's price analysis, check to measure TP ICAP'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 TP ICAP is operating at the current time. Most of TP ICAP's value examination focuses on studying past and present price action to predict the probability of TP ICAP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TP ICAP's price. Additionally, you may evaluate how the addition of TP ICAP to your portfolios can decrease your overall portfolio volatility.