Traffic Technologies (Australia) Market Value
| TTI Stock | 0 0.00 0.00% |
| Symbol | Traffic |
Traffic Technologies '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 Traffic Technologies' 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 Traffic Technologies.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Traffic Technologies on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Traffic Technologies or generate 0.0% return on investment in Traffic Technologies over 90 days. Traffic Technologies is related to or competes with Chalice Mining, Centuria Office, Perseus Mining, and Aspire Mining. Traffic Technologies is entity of Australia More
Traffic Technologies 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 Traffic Technologies' 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 Traffic Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1002 | |||
| Maximum Drawdown | 50.0 |
Traffic Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Traffic Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Traffic Technologies' standard deviation. In reality, there are many statistical measures that can use Traffic Technologies historical prices to predict the future Traffic Technologies' volatility.| Risk Adjusted Performance | 0.1234 | |||
| Jensen Alpha | 0.9171 | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.58) |
Traffic Technologies Backtested Returns
We have found sixteen technical indicators for Traffic Technologies, which you can use to evaluate the volatility of the company. Please validate Traffic Technologies' Coefficient Of Variation of 812.4, risk adjusted performance of 0.1234, and Variance of 37.88 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. The entity has a beta of -1.3, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Traffic Technologies are expected to decrease by larger amounts. On the other hand, during market turmoil, Traffic Technologies is expected to outperform it. Traffic Technologies right now has a risk of 0.0%. Please validate Traffic Technologies coefficient of variation, variance, treynor ratio, as well as the relationship between the standard deviation and information ratio , to decide if Traffic Technologies will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Traffic Technologies has no correlation between past and present. Overlapping area represents the amount of predictability between Traffic Technologies 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 Traffic Technologies price movement. The serial correlation of 0.0 indicates that just 0.0% of current Traffic Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Traffic Technologies lagged returns against current returns
Autocorrelation, which is Traffic Technologies 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 Traffic Technologies' stock expected returns. We can calculate the autocorrelation of Traffic Technologies returns to help us make a trade decision. For example, suppose you find that Traffic Technologies 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 |
Traffic Technologies 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 Traffic Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Traffic Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Traffic Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Traffic Technologies Lagged Returns
When evaluating Traffic Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Traffic Technologies stock have on its future price. Traffic Technologies 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, Traffic Technologies autocorrelation shows the relationship between Traffic Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Traffic Technologies.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Traffic Stock Analysis
When running Traffic Technologies' price analysis, check to measure Traffic Technologies' 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 Traffic Technologies is operating at the current time. Most of Traffic Technologies' value examination focuses on studying past and present price action to predict the probability of Traffic Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Traffic Technologies' price. Additionally, you may evaluate how the addition of Traffic Technologies to your portfolios can decrease your overall portfolio volatility.