Treasury Wine Estates Stock Market Value
| TSRYY Stock | USD 5.22 0.03 0.57% |
| Symbol | Treasury |
Treasury Wine '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 Treasury Wine's 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 Treasury Wine.
| 03/11/2025 |
| 07/09/2025 |
If you would invest 0.00 in Treasury Wine on March 11, 2025 and sell it all today you would earn a total of 0.00 from holding Treasury Wine Estates or generate 0.0% return on investment in Treasury Wine over 120 days. Treasury Wine is related to or competes with Merit Medical, Park Hotels, Braemar Hotels, Viemed Healthcare, Alto Neuroscience,, Apogee Therapeutics,, and Alvotech. Treasury Wine Estates Limited operates as a wine company primarily in Australia, New Zealand, Asia, Europe, the Middle E... More
Treasury Wine 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 Treasury Wine's 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 Treasury Wine Estates upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.48 | |||
| Value At Risk | (4.24) | |||
| Potential Upside | 3.64 |
Treasury Wine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Treasury Wine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Treasury Wine's standard deviation. In reality, there are many statistical measures that can use Treasury Wine historical prices to predict the future Treasury Wine's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Treasury Wine's 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.
Treasury Wine Estates Backtested Returns
At this stage we consider Treasury Pink Sheet to be slightly risky. Treasury Wine Estates 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. We have found twenty-two technical indicators for Treasury Wine Estates, which you can use to evaluate the volatility of the company. Please validate Treasury Wine's Variance of 5.64, risk adjusted performance of (0.07), and Coefficient Of Variation of (2,268) to confirm if the risk estimate we provide is consistent with the expected return of 0.0038%. The entity has a beta of 0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Treasury Wine's returns are expected to increase less than the market. However, during the bear market, the loss of holding Treasury Wine is expected to be smaller as well. Treasury Wine Estates right now has a risk of 1.99%. Please validate Treasury Wine jensen alpha, kurtosis, price action indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Treasury Wine will be following its existing price patterns.
Auto-correlation | 0.58 |
Modest predictability
Treasury Wine Estates has modest predictability. Overlapping area represents the amount of predictability between Treasury Wine time series from 11th of March 2025 to 10th of May 2025 and 10th of May 2025 to 9th 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 Treasury Wine Estates price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Treasury Wine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Treasury Wine Estates lagged returns against current returns
Autocorrelation, which is Treasury Wine 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 Treasury Wine's pink sheet expected returns. We can calculate the autocorrelation of Treasury Wine returns to help us make a trade decision. For example, suppose you find that Treasury Wine 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 |
Treasury Wine 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 Treasury Wine pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Treasury Wine pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Treasury Wine pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Treasury Wine Lagged Returns
When evaluating Treasury Wine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Treasury Wine pink sheet have on its future price. Treasury Wine 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, Treasury Wine autocorrelation shows the relationship between Treasury Wine pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Treasury Wine Estates.
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 Treasury Pink Sheet Analysis
When running Treasury Wine's price analysis, check to measure Treasury Wine'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 Treasury Wine is operating at the current time. Most of Treasury Wine's value examination focuses on studying past and present price action to predict the probability of Treasury Wine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Treasury Wine's price. Additionally, you may evaluate how the addition of Treasury Wine to your portfolios can decrease your overall portfolio volatility.