TAL Education (Brazil) Market Value
| T1AL34 Stock | BRL 6.23 0.14 2.30% |
| Symbol | TAL |
TAL Education '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 TAL Education'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 TAL Education.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in TAL Education on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding TAL Education Group or generate 0.0% return on investment in TAL Education over 90 days. TAL Education is related to or competes with G2D Investments, Electronic Arts, Spotify Technology, Darden Restaurants,, and Zebra Technologies. More
TAL Education 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 TAL Education'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 TAL Education Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.29 | |||
| Information Ratio | 0.0054 | |||
| Maximum Drawdown | 12.94 | |||
| Value At Risk | (4.61) | |||
| Potential Upside | 3.7 |
TAL Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TAL Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TAL Education's standard deviation. In reality, there are many statistical measures that can use TAL Education historical prices to predict the future TAL Education's volatility.| Risk Adjusted Performance | 0.051 | |||
| Jensen Alpha | 0.118 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0043 | |||
| Treynor Ratio | 0.8986 |
TAL Education Group Backtested Returns
At this point, TAL Education is slightly risky. TAL Education Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0418, which indicates the company had a 0.0418 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for TAL Education Group, which you can use to evaluate the volatility of the entity. Please validate TAL Education's Downside Deviation of 3.29, risk adjusted performance of 0.051, and Market Risk Adjusted Performance of 0.9086 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. TAL Education has a performance score of 3 on a scale of 0 to 100. The firm has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TAL Education's returns are expected to increase less than the market. However, during the bear market, the loss of holding TAL Education is expected to be smaller as well. TAL Education Group currently has a risk of 2.64%. Please validate TAL Education sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if TAL Education will be following its existing price patterns.
Auto-correlation | -0.52 |
Good reverse predictability
TAL Education Group has good reverse predictability. Overlapping area represents the amount of predictability between TAL Education time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th of August 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 TAL Education Group price movement. The serial correlation of -0.52 indicates that about 52.0% of current TAL Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
TAL Education Group lagged returns against current returns
Autocorrelation, which is TAL Education 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 TAL Education's stock expected returns. We can calculate the autocorrelation of TAL Education returns to help us make a trade decision. For example, suppose you find that TAL Education 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 |
TAL Education 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 TAL Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TAL Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TAL Education stock over time.
Current vs Lagged Prices |
| Timeline |
TAL Education Lagged Returns
When evaluating TAL Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TAL Education stock have on its future price. TAL Education 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, TAL Education autocorrelation shows the relationship between TAL Education stock current value and its past values and can show if there is a momentum factor associated with investing in TAL Education Group.
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 Information and Resources on Investing in TAL Stock
When determining whether TAL Education Group is a strong investment it is important to analyze TAL Education's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact TAL Education's future performance. For an informed investment choice regarding TAL Stock, refer to the following important reports:Check out TAL Education Correlation, TAL Education Volatility and TAL Education Alpha and Beta module to complement your research on TAL Education. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
TAL Education 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.