Cap ISR (Germany) Market Value

Symbol

Cap

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 Cap ISR's fund 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 Cap ISR.

Cap ISR Upside/Downside Indicators

Cap ISR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cap ISR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cap ISR's standard deviation. In reality, there are many statistical measures that can use Cap ISR historical prices to predict the future Cap ISR's volatility.

Autocorrelation, which is Cap ISR fund'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 Cap ISR's fund expected returns. We can calculate the autocorrelation of Cap ISR returns to help us make a trade decision. For example, suppose you find that Cap ISR has exhibited high autocorrelation historically, and you observe that the fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Cap ISR fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cap ISR fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cap ISR fund over time.

When evaluating Cap ISR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cap ISR fund have on its future price. Cap ISR 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, Cap ISR autocorrelation shows the relationship between Cap ISR fund current value and its past values and can show if there is a momentum factor associated with investing in Cap ISR Actions.

Cap ISR financial ratios help investors to determine whether Cap Fund 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 Cap with respect to the benefits of owning Cap ISR security.