Treasury OTC Stock Market Value

TSRYY
 Stock
  

USD 9.04  0.03  0.33%   

Treasury Wine's market value is the price at which a share of Treasury Wine stock trades on a public exchange. It measures the collective expectations of Treasury Wine Estate investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Treasury Wine Estate and determine expected loss or profit from investing in Treasury Wine over a given investment horizon. Additionally, take a look at Treasury Wine Correlation, Treasury Wine Volatility and Treasury Wine Alpha and Beta module to complement your research on Treasury Wine.
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Please note, there is a significant difference between Treasury Wine's value and its price as these two are different measures arrived at by different means. Investors typically determine Treasury Wine value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Treasury Wine'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.

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 otc 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 Treasury Wine.
0.00
10/27/2022
No Change 0.00  0.0 
In 31 days
11/26/2022
0.00
If you would invest  0.00  in Treasury Wine on October 27, 2022 and sell it all today you would earn a total of 0.00 from holding Treasury Wine Estate or generate 0.0% return on investment in Treasury Wine over 30 days. Treasury Wine is related to or competes with Brown Forman, Constellation Brands, and Canterbury Park. 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 otc 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 Treasury Wine Estate upside and downside potential and time the market with a certain degree of confidence.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Treasury Wine in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
7.399.0410.69
Details
Intrinsic
Valuation
LowReal ValueHigh
5.787.439.08
Details
Naive
Forecast
LowNext ValueHigh
7.649.3010.95
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.328.789.26
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Treasury Wine. Your research has to be compared to or analyzed against Treasury Wine's peers to derive any actionable benefits. When done correctly, Treasury Wine's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Treasury Wine Estate.

Treasury Wine Estate Backtested Returns

We consider Treasury Wine not too volatile. Treasury Wine Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0199, which indicates the firm had 0.0199% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Treasury Wine Estate, which you can use to evaluate the future volatility of the company. Please validate Treasury Wine Risk Adjusted Performance of 0.0145, coefficient of variation of 10860.77, and Semi Deviation of 1.81 to confirm if the risk estimate we provide is consistent with the expected return of 0.0329%.
Treasury Wine has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.1981, which indicates not very significant fluctuations relative to the market. Let's try to break down what Treasury's beta means in this case. As returns on the market increase, returns on owning Treasury Wine are expected to decrease at a much lower rate. During the bear market, Treasury Wine is likely to outperform the market. Although it is important to respect Treasury Wine Estate current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Treasury Wine Estate technical indicators, you can presently evaluate if the expected return of 0.0329% will be sustainable into the future. Treasury Wine Estate right now has a risk of 1.65%. Please validate Treasury Wine information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance to decide if Treasury Wine will be following its existing price patterns.

Auto-correlation

    
  0.27  

Poor predictability

Treasury Wine Estate has poor predictability. Overlapping area represents the amount of predictability between Treasury Wine time series from 27th of October 2022 to 11th of November 2022 and 11th of November 2022 to 26th of November 2022. 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 Estate price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Treasury Wine price fluctuation can be explain by its past prices.
Correlation Coefficient0.27
Spearman Rank Test0.42
Residual Average0.0
Price Variance0.01

Treasury Wine Estate lagged returns against current returns

Autocorrelation, which is Treasury Wine otc 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 Treasury Wine's otc stock 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 otc stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Treasury Wine otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Treasury Wine otc stock over time.
   Current vs Lagged Prices   
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       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 otc stock 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 otc stock current value and its past values and can show if there is a momentum factor associated with investing in Treasury Wine Estate.
   Regressed Prices   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Treasury Wine in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Treasury Wine's short interest history, or implied volatility extrapolated from Treasury Wine options trading.

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Additionally, take a look at Treasury Wine Correlation, Treasury Wine Volatility and Treasury Wine Alpha and Beta module to complement your research on Treasury Wine. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Complementary Tools for analysis

When running Treasury Wine Estate 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 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.
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Treasury Wine technical otc 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, otc market cycles, or different charting patterns.
A focus of Treasury Wine technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Treasury Wine trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...