Tilt Holdings Stock Market Value
| TLLTF Stock | USD 0.01 0 14.29% |
| Symbol | TILT |
TILT Holdings '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 TILT Holdings' pink sheet 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 TILT Holdings.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in TILT Holdings on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding TILT Holdings or generate 0.0% return on investment in TILT Holdings over 90 days. TILT Holdings is related to or competes with Vext Science, and AYR Strategies. TILT Holdings Inc. operates in the cannabis industry in the United States, Canada, Israel, Mexico, South America, and th... More
TILT Holdings 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 TILT Holdings' pink sheet 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 TILT Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.74 | |||
| Information Ratio | 0.0723 | |||
| Maximum Drawdown | 69.28 | |||
| Value At Risk | (12.73) | |||
| Potential Upside | 14.86 |
TILT Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TILT Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TILT Holdings' standard deviation. In reality, there are many statistical measures that can use TILT Holdings historical prices to predict the future TILT Holdings' volatility.| Risk Adjusted Performance | 0.0894 | |||
| Jensen Alpha | 1.24 | |||
| Total Risk Alpha | (1.06) | |||
| Sortino Ratio | 0.0796 | |||
| Treynor Ratio | (0.54) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TILT Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
TILT Holdings Backtested Returns
TILT Holdings appears to be out of control, given 3 months investment horizon. TILT Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.087, which indicates the firm had a 0.087 % return per unit of standard deviation over the last 3 months. By examining TILT Holdings' technical indicators, you can evaluate if the expected return of 0.93% is justified by implied risk. Please review TILT Holdings' coefficient of variation of 1123.84, and Risk Adjusted Performance of 0.0894 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TILT Holdings holds a performance score of 6. The entity has a beta of -1.75, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning TILT Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, TILT Holdings is expected to outperform it. Please check TILT Holdings' maximum drawdown and the relationship between the expected short fall and period momentum indicator , to make a quick decision on whether TILT Holdings' existing price patterns will revert.
Auto-correlation | -0.85 |
Excellent reverse predictability
TILT Holdings has excellent reverse predictability. Overlapping area represents the amount of predictability between TILT Holdings time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 TILT Holdings price movement. The serial correlation of -0.85 indicates that around 85.0% of current TILT Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TILT Holdings lagged returns against current returns
Autocorrelation, which is TILT Holdings pink sheet'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 TILT Holdings' pink sheet expected returns. We can calculate the autocorrelation of TILT Holdings returns to help us make a trade decision. For example, suppose you find that TILT Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
TILT Holdings 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 TILT Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TILT Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TILT Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
TILT Holdings Lagged Returns
When evaluating TILT Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TILT Holdings pink sheet have on its future price. TILT Holdings 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, TILT Holdings autocorrelation shows the relationship between TILT Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in TILT Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in TILT Pink Sheet
TILT Holdings financial ratios help investors to determine whether TILT Pink Sheet 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 TILT with respect to the benefits of owning TILT Holdings security.