TEXAS INSTRUMENTS INC Market Value
| 882508BJ2 | 81.78 6.19 7.04% |
| Symbol | TEXAS |
TEXAS '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 TEXAS's bond 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 TEXAS.
| 02/03/2025 |
| 05/04/2025 |
If you would invest 0.00 in TEXAS on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding TEXAS INSTRUMENTS INC or generate 0.0% return on investment in TEXAS over 90 days. TEXAS is related to or competes with Usio, Life360, Common, Qualys, and Vulcan Materials. More
TEXAS 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 TEXAS's bond 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 TEXAS INSTRUMENTS INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0314 | |||
| Maximum Drawdown | 2.04 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.5556 |
TEXAS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TEXAS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TEXAS's standard deviation. In reality, there are many statistical measures that can use TEXAS historical prices to predict the future TEXAS's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.9975 |
TEXAS INSTRUMENTS INC Backtested Returns
TEXAS INSTRUMENTS INC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0787, which indicates the bond had a -0.0787 % return per unit of risk over the last 3 months. TEXAS INSTRUMENTS INC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TEXAS's Risk Adjusted Performance of (0.14), variance of 0.9314, and Coefficient Of Variation of (1,270) to confirm the risk estimate we provide. The entity has a beta of -0.0862, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TEXAS are expected to decrease at a much lower rate. During the bear market, TEXAS is likely to outperform the market.
Auto-correlation | -0.21 |
Weak reverse predictability
TEXAS INSTRUMENTS INC has weak reverse predictability. Overlapping area represents the amount of predictability between TEXAS time series from 3rd of February 2025 to 20th of March 2025 and 20th of March 2025 to 4th of May 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 TEXAS INSTRUMENTS INC price movement. The serial correlation of -0.21 indicates that over 21.0% of current TEXAS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.28 |
TEXAS INSTRUMENTS INC lagged returns against current returns
Autocorrelation, which is TEXAS bond'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 TEXAS's bond expected returns. We can calculate the autocorrelation of TEXAS returns to help us make a trade decision. For example, suppose you find that TEXAS has exhibited high autocorrelation historically, and you observe that the bond 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 |
TEXAS 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 TEXAS bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TEXAS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TEXAS bond over time.
Current vs Lagged Prices |
| Timeline |
TEXAS Lagged Returns
When evaluating TEXAS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TEXAS bond have on its future price. TEXAS 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, TEXAS autocorrelation shows the relationship between TEXAS bond current value and its past values and can show if there is a momentum factor associated with investing in TEXAS INSTRUMENTS INC.
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 TEXAS Bond
TEXAS financial ratios help investors to determine whether TEXAS Bond 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 TEXAS with respect to the benefits of owning TEXAS security.