Trisura Group Stock Market Value
| TRRSF Stock | USD 32.33 0.40 1.22% |
| Symbol | Trisura |
Trisura '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 Trisura'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 Trisura.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Trisura on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Trisura Group or generate 0.0% return on investment in Trisura over 90 days. Trisura is related to or competes with Tiptree, Ryan Specialty, Trupanion, Brookfield Business, IGM Financial, Interfor, and Stella Jones. Trisura Group Ltd., a specialty insurance company, operates in the surety, risk solutions, corporate insurance, and rein... More
Trisura 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 Trisura'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 Trisura Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.0633 | |||
| Maximum Drawdown | 7.11 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 2.52 |
Trisura Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trisura's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trisura's standard deviation. In reality, there are many statistical measures that can use Trisura historical prices to predict the future Trisura's volatility.| Risk Adjusted Performance | 0.2033 | |||
| Jensen Alpha | 0.2597 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0603 | |||
| Treynor Ratio | 1.24 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Trisura'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.
Trisura Group Backtested Returns
Trisura appears to be very steady, given 3 months investment horizon. Trisura Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Trisura Group, which you can use to evaluate the volatility of the company. Please review Trisura's Semi Deviation of 0.8608, risk adjusted performance of 0.2033, and Coefficient Of Variation of 417.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Trisura holds a performance score of 17. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Trisura's returns are expected to increase less than the market. However, during the bear market, the loss of holding Trisura is expected to be smaller as well. Please check Trisura's semi variance, and the relationship between the treynor ratio and rate of daily change , to make a quick decision on whether Trisura's existing price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Trisura Group has below average predictability. Overlapping area represents the amount of predictability between Trisura time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th 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 Trisura Group price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Trisura price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
Trisura Group lagged returns against current returns
Autocorrelation, which is Trisura 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 Trisura's pink sheet expected returns. We can calculate the autocorrelation of Trisura returns to help us make a trade decision. For example, suppose you find that Trisura 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 |
Trisura 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 Trisura pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trisura pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trisura pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Trisura Lagged Returns
When evaluating Trisura's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trisura pink sheet have on its future price. Trisura 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, Trisura autocorrelation shows the relationship between Trisura pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Trisura Group.
Regressed Prices |
| Timeline |
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Other Information on Investing in Trisura Pink Sheet
Trisura financial ratios help investors to determine whether Trisura 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 Trisura with respect to the benefits of owning Trisura security.