Titan America Sa Stock Market Value
| TTAM Stock | 13.84 0.01 0.07% |
| Symbol | Titan |
Is Non-Metallic and Industrial Metal Mining space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Titan America. If investors know Titan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Titan America listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Titan America SA is measured differently than its book value, which is the value of Titan that is recorded on the company's balance sheet. Investors also form their own opinion of Titan America's value that differs from its market value or its book value, called intrinsic value, which is Titan America's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Titan America's market value can be influenced by many factors that don't directly affect Titan America's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Titan America's value and its price as these two are different measures arrived at by different means. Investors typically determine if Titan America is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Titan America's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Titan America '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 Titan America'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 Titan America.
| 02/10/2025 |
| 05/11/2025 |
If you would invest 0.00 in Titan America on February 10, 2025 and sell it all today you would earn a total of 0.00 from holding Titan America SA or generate 0.0% return on investment in Titan America over 90 days. Titan America is related to or competes with FactSet Research, Nexstar Broadcasting, Asure Software, Nasdaq, and JD Sports. Titan America is entity of United States More
Titan America 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 Titan America'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 Titan America SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.67 | |||
| Value At Risk | (5.50) | |||
| Potential Upside | 6.34 |
Titan America Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Titan America's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Titan America's standard deviation. In reality, there are many statistical measures that can use Titan America historical prices to predict the future Titan America's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0771 | |||
| Treynor Ratio | (0.14) |
Titan America SA Backtested Returns
Titan America SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0628, which indicates the firm had a -0.0628 % return per unit of risk over the last 3 months. Titan America SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Titan America's Risk Adjusted Performance of (0.08), variance of 11.42, and Coefficient Of Variation of (2,028) to confirm the risk estimate we provide. The entity has a beta of 1.29, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Titan America will likely underperform. At this point, Titan America SA has a negative expected return of -0.21%. Please make sure to validate Titan America's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Titan America SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.53 |
Good reverse predictability
Titan America SA has good reverse predictability. Overlapping area represents the amount of predictability between Titan America time series from 10th of February 2025 to 27th of March 2025 and 27th of March 2025 to 11th of May 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 Titan America SA price movement. The serial correlation of -0.53 indicates that about 53.0% of current Titan America price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
Titan America SA lagged returns against current returns
Autocorrelation, which is Titan America 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 Titan America's stock expected returns. We can calculate the autocorrelation of Titan America returns to help us make a trade decision. For example, suppose you find that Titan America 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 |
Titan America 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 Titan America stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Titan America stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Titan America stock over time.
Current vs Lagged Prices |
| Timeline |
Titan America Lagged Returns
When evaluating Titan America's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Titan America stock have on its future price. Titan America 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, Titan America autocorrelation shows the relationship between Titan America stock current value and its past values and can show if there is a momentum factor associated with investing in Titan America SA.
Regressed Prices |
| Timeline |
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Titan America technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.