Transportation And Logistics Stock Market Value
| TLSS Stock | USD 0.0001 0.0001 50.00% |
| Symbol | Transportation |
Transportation '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 Transportation's pink sheet 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 Transportation.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Transportation on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Transportation and Logistics or generate 0.0% return on investment in Transportation over 90 days. Transportation is related to or competes with ArcBest Corp. Transportation and Logistics Systems, Inc., through its subsidiaries, operates as a logistics and transportation company... More
Transportation 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 Transportation's pink sheet 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 Transportation and Logistics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 46.79 | |||
| Information Ratio | 0.1694 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Transportation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transportation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transportation's standard deviation. In reality, there are many statistical measures that can use Transportation historical prices to predict the future Transportation's volatility.| Risk Adjusted Performance | 0.1432 | |||
| Jensen Alpha | 9.41 | |||
| Total Risk Alpha | (2.99) | |||
| Sortino Ratio | 0.174 | |||
| Treynor Ratio | (1.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Transportation'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.
Transportation Backtested Returns
Transportation is out of control given 3 months investment horizon. Transportation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 8.87% are justified by taking the suggested risk. Use Transportation Coefficient Of Variation of 576.73, risk adjusted performance of 0.1432, and Semi Deviation of 27.69 to evaluate company specific risk that cannot be diversified away. Transportation holds a performance score of 14 on a scale of zero to a hundred. The entity has a beta of -5.98, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Transportation are expected to decrease by larger amounts. On the other hand, during market turmoil, Transportation is expected to outperform it. Use Transportation total risk alpha and the relationship between the downside variance and period momentum indicator , to analyze future returns on Transportation.
Auto-correlation | -0.3 |
Weak reverse predictability
Transportation and Logistics has weak reverse predictability. Overlapping area represents the amount of predictability between Transportation time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 Transportation price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Transportation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Transportation lagged returns against current returns
Autocorrelation, which is Transportation pink sheet'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 Transportation's pink sheet expected returns. We can calculate the autocorrelation of Transportation returns to help us make a trade decision. For example, suppose you find that Transportation has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Transportation 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 Transportation pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transportation pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Transportation pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Transportation Lagged Returns
When evaluating Transportation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transportation pink sheet have on its future price. Transportation 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, Transportation autocorrelation shows the relationship between Transportation pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Transportation and Logistics.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Transportation Pink Sheet Analysis
When running Transportation's price analysis, check to measure Transportation'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 Transportation is operating at the current time. Most of Transportation's value examination focuses on studying past and present price action to predict the probability of Transportation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Transportation's price. Additionally, you may evaluate how the addition of Transportation to your portfolios can decrease your overall portfolio volatility.