Tate Lyle Plc Stock Market Value
| TATYY Stock | USD 29.31 0.60 2.09% |
| Symbol | Tate |
Tate Lyle '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 Tate Lyle'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 Tate Lyle.
| 05/10/2025 |
| 08/08/2025 |
If you would invest 0.00 in Tate Lyle on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding Tate Lyle PLC or generate 0.0% return on investment in Tate Lyle over 90 days. Tate Lyle is related to or competes with Kingfisher PLC, Sekisui House, Telenor ASA, J Sainsbury, and Tate Lyle. Tate Lyle PLC, together with its subsidiaries, provides ingredients and solutions to the food, beverage, and other indus... More
Tate Lyle 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 Tate Lyle'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 Tate Lyle PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.64 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.77 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 3.94 |
Tate Lyle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tate Lyle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tate Lyle's standard deviation. In reality, there are many statistical measures that can use Tate Lyle historical prices to predict the future Tate Lyle's volatility.| Risk Adjusted Performance | 0.0068 | |||
| Jensen Alpha | 0.0219 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.026 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tate Lyle'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.
Tate Lyle PLC Backtested Returns
Tate Lyle PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0115, which indicates the firm had a -0.0115 % return per unit of risk over the last 3 months. Tate Lyle PLC exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tate Lyle's Semi Deviation of 2.1, coefficient of variation of 183067.91, and Risk Adjusted Performance of 0.0068 to confirm the risk estimate we provide. The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tate Lyle are expected to decrease at a much lower rate. During the bear market, Tate Lyle is likely to outperform the market. At this point, Tate Lyle PLC has a negative expected return of -0.0258%. Please make sure to validate Tate Lyle's value at risk, kurtosis, period momentum indicator, as well as the relationship between the semi variance and day median price , to decide if Tate Lyle PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.21 |
Weak predictability
Tate Lyle PLC has weak predictability. Overlapping area represents the amount of predictability between Tate Lyle time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th 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 Tate Lyle PLC price movement. The serial correlation of 0.21 indicates that over 21.0% of current Tate Lyle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Tate Lyle PLC lagged returns against current returns
Autocorrelation, which is Tate Lyle 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 Tate Lyle's otc stock expected returns. We can calculate the autocorrelation of Tate Lyle returns to help us make a trade decision. For example, suppose you find that Tate Lyle has exhibited high autocorrelation historically, and you observe that the otc 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 |
Tate Lyle 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 Tate Lyle otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tate Lyle otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tate Lyle otc stock over time.
Current vs Lagged Prices |
| Timeline |
Tate Lyle Lagged Returns
When evaluating Tate Lyle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tate Lyle otc stock have on its future price. Tate Lyle 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, Tate Lyle autocorrelation shows the relationship between Tate Lyle otc stock current value and its past values and can show if there is a momentum factor associated with investing in Tate Lyle PLC.
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 Tools for Tate OTC Stock Analysis
When running Tate Lyle's price analysis, check to measure Tate Lyle'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 Tate Lyle is operating at the current time. Most of Tate Lyle's value examination focuses on studying past and present price action to predict the probability of Tate Lyle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tate Lyle's price. Additionally, you may evaluate how the addition of Tate Lyle to your portfolios can decrease your overall portfolio volatility.