Tilray Inc Stock Market Value
| TLRY Stock | CAD 2.08 0.03 1.46% |
| Symbol | Tilray |
Tilray Inc Price To Book Ratio
Tilray '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 Tilray'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 Tilray.
| 07/29/2025 |
| 10/27/2025 |
If you would invest 0.00 in Tilray on July 29, 2025 and sell it all today you would earn a total of 0.00 from holding Tilray Inc or generate 0.0% return on investment in Tilray over 90 days. Tilray is related to or competes with Bausch Health, Curaleaf Holdings, Cronos, Dentalcorp Holdings, and Canopy Growth. Tilray Brands, Inc. engages in the research, cultivation, production, marketing, and distribution of medical cannabis pr... More
Tilray 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 Tilray'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 Tilray Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.1 | |||
| Information Ratio | 0.1287 | |||
| Maximum Drawdown | 78.33 | |||
| Value At Risk | (9.52) | |||
| Potential Upside | 22.64 |
Tilray Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tilray's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tilray's standard deviation. In reality, there are many statistical measures that can use Tilray historical prices to predict the future Tilray's volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 1.66 | |||
| Total Risk Alpha | 0.2152 | |||
| Sortino Ratio | 0.2165 | |||
| Treynor Ratio | (2.54) |
Tilray Inc Backtested Returns
Tilray is abnormally volatile given 3 months investment horizon. Tilray Inc 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 were able to break down and interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 2.17% are justified by taking the suggested risk. Use Tilray Inc Risk Adjusted Performance of 0.0965, semi deviation of 6.06, and Coefficient Of Variation of 736.29 to evaluate company specific risk that cannot be diversified away. Tilray holds a performance score of 14 on a scale of zero to a hundred. The entity has a beta of -0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tilray are expected to decrease at a much lower rate. During the bear market, Tilray is likely to outperform the market. Use Tilray Inc value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to analyze future returns on Tilray Inc.
Auto-correlation | 0.80 |
Very good predictability
Tilray Inc has very good predictability. Overlapping area represents the amount of predictability between Tilray time series from 29th of July 2025 to 12th of September 2025 and 12th of September 2025 to 27th of October 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 Tilray Inc price movement. The serial correlation of 0.8 indicates that around 80.0% of current Tilray price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Tilray Inc lagged returns against current returns
Autocorrelation, which is Tilray 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 Tilray's stock expected returns. We can calculate the autocorrelation of Tilray returns to help us make a trade decision. For example, suppose you find that Tilray 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 |
Tilray 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 Tilray stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tilray stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tilray stock over time.
Current vs Lagged Prices |
| Timeline |
Tilray Lagged Returns
When evaluating Tilray's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tilray stock have on its future price. Tilray 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, Tilray autocorrelation shows the relationship between Tilray stock current value and its past values and can show if there is a momentum factor associated with investing in Tilray Inc.
Regressed Prices |
| Timeline |
When determining whether Tilray Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Tilray's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Tilray Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Tilray Inc Stock:
Check out Tilray Correlation, Tilray Volatility and Tilray Alpha and Beta module to complement your research on Tilray. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Tilray technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.