Tamawood (Australia) Market Value
| TWD Stock | 2.70 0.05 1.89% |
| Symbol | Tamawood |
Tamawood '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 Tamawood'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 Tamawood.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Tamawood on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Tamawood or generate 0.0% return on investment in Tamawood over 90 days. Tamawood is related to or competes with National Storage, Aspire Mining, Sun Silver, Macquarie Bank, Cleanaway Waste, and Bank of Queensland. Tamawood is entity of Australia. It is traded as Stock on AU exchange. More
Tamawood 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 Tamawood'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 Tamawood upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.05 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.26 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 3.34 |
Tamawood Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tamawood's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tamawood's standard deviation. In reality, there are many statistical measures that can use Tamawood historical prices to predict the future Tamawood's volatility.| Risk Adjusted Performance | 0.0304 | |||
| Jensen Alpha | 0.0531 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.86) |
Tamawood Backtested Returns
Tamawood owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0225, which indicates the firm had a -0.0225 % return per unit of risk over the last 3 months. Tamawood exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tamawood's Coefficient Of Variation of 3760.51, risk adjusted performance of 0.0304, and Semi Deviation of 2.0 to confirm the risk estimate we provide. The entity has a beta of -0.0534, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tamawood are expected to decrease at a much lower rate. During the bear market, Tamawood is likely to outperform the market. At this point, Tamawood has a negative expected return of -0.0472%. Please make sure to validate Tamawood's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Tamawood performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.13 |
Insignificant predictability
Tamawood has insignificant predictability. Overlapping area represents the amount of predictability between Tamawood 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 Tamawood price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Tamawood price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tamawood lagged returns against current returns
Autocorrelation, which is Tamawood 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 Tamawood's stock expected returns. We can calculate the autocorrelation of Tamawood returns to help us make a trade decision. For example, suppose you find that Tamawood 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 |
Tamawood 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 Tamawood stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tamawood stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tamawood stock over time.
Current vs Lagged Prices |
| Timeline |
Tamawood Lagged Returns
When evaluating Tamawood's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tamawood stock have on its future price. Tamawood 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, Tamawood autocorrelation shows the relationship between Tamawood stock current value and its past values and can show if there is a momentum factor associated with investing in Tamawood.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tamawood Stock Analysis
When running Tamawood's price analysis, check to measure Tamawood'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 Tamawood is operating at the current time. Most of Tamawood's value examination focuses on studying past and present price action to predict the probability of Tamawood's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tamawood's price. Additionally, you may evaluate how the addition of Tamawood to your portfolios can decrease your overall portfolio volatility.