Tamar Petroleum (Israel) Market Value
| TMRP Stock | 3,780 192.00 4.83% |
| Symbol | Tamar |
Tamar Petroleum '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 Tamar Petroleum'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 Tamar Petroleum.
| 08/27/2025 |
| 11/25/2025 |
If you would invest 0.00 in Tamar Petroleum on August 27, 2025 and sell it all today you would earn a total of 0.00 from holding Tamar Petroleum or generate 0.0% return on investment in Tamar Petroleum over 90 days. Tamar Petroleum is related to or competes with Sure Tech, Allot Communications, Rapac Communication, Sarine Technologies, Bio Meat, Hiron Trade, and Nrgene Technologies. Tamar Petroleum Ltd engages in the exploration and production of natural gas in Israel More
Tamar Petroleum 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 Tamar Petroleum'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 Tamar Petroleum upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 16.51 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 3.2 |
Tamar Petroleum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tamar Petroleum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tamar Petroleum's standard deviation. In reality, there are many statistical measures that can use Tamar Petroleum historical prices to predict the future Tamar Petroleum's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 0.2082 |
Tamar Petroleum Backtested Returns
Tamar Petroleum owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0649, which indicates the firm had a -0.0649 % return per unit of risk over the last 3 months. Tamar Petroleum exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tamar Petroleum's Coefficient Of Variation of (3,407), risk adjusted performance of (0.01), and Variance of 5.51 to confirm the risk estimate we provide. The entity has a beta of -0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tamar Petroleum are expected to decrease at a much lower rate. During the bear market, Tamar Petroleum is likely to outperform the market. At this point, Tamar Petroleum has a negative expected return of -0.16%. Please make sure to validate Tamar Petroleum's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Tamar Petroleum performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Tamar Petroleum has very weak reverse predictability. Overlapping area represents the amount of predictability between Tamar Petroleum time series from 27th of August 2025 to 11th of October 2025 and 11th of October 2025 to 25th of November 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 Tamar Petroleum price movement. The serial correlation of -0.02 indicates that only 2.0% of current Tamar Petroleum price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 13.2 K |
Tamar Petroleum lagged returns against current returns
Autocorrelation, which is Tamar Petroleum 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 Tamar Petroleum's stock expected returns. We can calculate the autocorrelation of Tamar Petroleum returns to help us make a trade decision. For example, suppose you find that Tamar Petroleum 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 |
Tamar Petroleum 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 Tamar Petroleum stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tamar Petroleum stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tamar Petroleum stock over time.
Current vs Lagged Prices |
| Timeline |
Tamar Petroleum Lagged Returns
When evaluating Tamar Petroleum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tamar Petroleum stock have on its future price. Tamar Petroleum 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, Tamar Petroleum autocorrelation shows the relationship between Tamar Petroleum stock current value and its past values and can show if there is a momentum factor associated with investing in Tamar Petroleum.
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.Other Information on Investing in Tamar Stock
Tamar Petroleum financial ratios help investors to determine whether Tamar Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tamar with respect to the benefits of owning Tamar Petroleum security.