Check Point (UK) Market Value
| 0Y9S Stock | 221.39 1.04 0.47% |
| Symbol | Check |
Check Point '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 Check Point'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 Check Point.
| 01/18/2025 |
| 02/17/2025 |
If you would invest 0.00 in Check Point on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding Check Point Software or generate 0.0% return on investment in Check Point over 30 days. Check Point is related to or competes with Datagroup, Ion Beam, Alfa Financial, Vitec Software, Silver Bullet, and Public Storage. More
Check Point 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 Check Point'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 Check Point Software upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.2647 | |||
| Maximum Drawdown | 9.11 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.82 |
Check Point Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Check Point's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Check Point's standard deviation. In reality, there are many statistical measures that can use Check Point historical prices to predict the future Check Point's volatility.| Risk Adjusted Performance | 0.198 | |||
| Jensen Alpha | 0.4075 | |||
| Total Risk Alpha | 0.4059 | |||
| Sortino Ratio | 0.3319 | |||
| Treynor Ratio | 0.6323 |
Check Point Software Backtested Returns
Check Point appears to be very steady, given 3 months investment horizon. Check Point Software secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Check Point Software, which you can use to evaluate the volatility of the firm. Please makes use of Check Point's mean deviation of 1.12, and Risk Adjusted Performance of 0.198 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Check Point holds a performance score of 21. The firm shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Check Point's returns are expected to increase less than the market. However, during the bear market, the loss of holding Check Point is expected to be smaller as well. Please check Check Point's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Check Point's price patterns will revert.
Auto-correlation | 0.88 |
Very good predictability
Check Point Software has very good predictability. Overlapping area represents the amount of predictability between Check Point time series from 18th of January 2025 to 2nd of February 2025 and 2nd of February 2025 to 17th of February 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 Check Point Software price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Check Point price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 9.5 |
Check Point Software lagged returns against current returns
Autocorrelation, which is Check Point 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 Check Point's stock expected returns. We can calculate the autocorrelation of Check Point returns to help us make a trade decision. For example, suppose you find that Check Point 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 |
Check Point 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 Check Point stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Check Point stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Check Point stock over time.
Current vs Lagged Prices |
| Timeline |
Check Point Lagged Returns
When evaluating Check Point's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Check Point stock have on its future price. Check Point 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, Check Point autocorrelation shows the relationship between Check Point stock current value and its past values and can show if there is a momentum factor associated with investing in Check Point Software.
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.Additional Tools for Check Stock Analysis
When running Check Point's price analysis, check to measure Check Point's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Check Point is operating at the current time. Most of Check Point's value examination focuses on studying past and present price action to predict the probability of Check Point's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Check Point's price. Additionally, you may evaluate how the addition of Check Point to your portfolios can decrease your overall portfolio volatility.