Torque Lifestyle Brands Stock Market Value
| TQLB Stock | USD 0 0.0002 7.41% |
| Symbol | Torque |
Torque Lifestyle '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 Torque Lifestyle'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 Torque Lifestyle.
| 06/20/2023 |
| 06/09/2025 |
If you would invest 0.00 in Torque Lifestyle on June 20, 2023 and sell it all today you would earn a total of 0.00 from holding Torque Lifestyle Brands or generate 0.0% return on investment in Torque Lifestyle over 720 days. Torque Lifestyle is related to or competes with Premier Foods, Aryzta AG, A2 Milk, Avi, and Artisan Consumer. Torque Lifestyle Brands, Inc. develops, manufactures, and markets nutritional supplements for the sports industry in the... More
Torque Lifestyle 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 Torque Lifestyle'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 Torque Lifestyle Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.0 | |||
| Information Ratio | 0.0674 | |||
| Maximum Drawdown | 67.21 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 15.38 |
Torque Lifestyle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Torque Lifestyle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Torque Lifestyle's standard deviation. In reality, there are many statistical measures that can use Torque Lifestyle historical prices to predict the future Torque Lifestyle's volatility.| Risk Adjusted Performance | 0.1222 | |||
| Jensen Alpha | 0.6433 | |||
| Total Risk Alpha | 0.672 | |||
| Sortino Ratio | 0.0463 | |||
| Treynor Ratio | (4.53) |
Torque Lifestyle Brands Backtested Returns
Torque Lifestyle appears to be out of control, given 3 months investment horizon. Torque Lifestyle Brands owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0685, which indicates the firm had a 0.0685 % return per unit of risk over the last 3 months. By inspecting Torque Lifestyle's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please review Torque Lifestyle's Semi Deviation of 4.31, coefficient of variation of 1471.88, and Risk Adjusted Performance of 0.1222 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Torque Lifestyle holds a performance score of 5. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Torque Lifestyle are expected to decrease at a much lower rate. During the bear market, Torque Lifestyle is likely to outperform the market. Please check Torque Lifestyle's value at risk and the relationship between the expected short fall and period momentum indicator , to make a quick decision on whether Torque Lifestyle's existing price patterns will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
Torque Lifestyle Brands has modest reverse predictability. Overlapping area represents the amount of predictability between Torque Lifestyle time series from 20th of June 2023 to 14th of June 2024 and 14th of June 2024 to 9th of June 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 Torque Lifestyle Brands price movement. The serial correlation of -0.49 indicates that about 49.0% of current Torque Lifestyle price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Torque Lifestyle Brands lagged returns against current returns
Autocorrelation, which is Torque Lifestyle 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 Torque Lifestyle's pink sheet expected returns. We can calculate the autocorrelation of Torque Lifestyle returns to help us make a trade decision. For example, suppose you find that Torque Lifestyle 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 |
Torque Lifestyle 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 Torque Lifestyle pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Torque Lifestyle pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Torque Lifestyle pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Torque Lifestyle Lagged Returns
When evaluating Torque Lifestyle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Torque Lifestyle pink sheet have on its future price. Torque Lifestyle 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, Torque Lifestyle autocorrelation shows the relationship between Torque Lifestyle pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Torque Lifestyle Brands.
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 Torque Pink Sheet
Torque Lifestyle financial ratios help investors to determine whether Torque Pink Sheet 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 Torque with respect to the benefits of owning Torque Lifestyle security.