Clarkson PLC (Germany) Market Value
| 1DH Stock | EUR 43.00 1.20 2.87% |
| Symbol | Clarkson |
Clarkson PLC '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 Clarkson PLC'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 Clarkson PLC.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Clarkson PLC on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Clarkson PLC or generate 0.0% return on investment in Clarkson PLC over 90 days. Clarkson PLC is related to or competes with CapitaLand Investment, PennyMac Mortgage, Japan Asia, AGNC INVESTMENT, Guangdong Investment, Easy Software, and Kingdee International. Clarkson PLC provides integrated shipping services worldwide More
Clarkson PLC 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 Clarkson PLC'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 Clarkson PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 30.42 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 1.98 |
Clarkson PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clarkson PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clarkson PLC's standard deviation. In reality, there are many statistical measures that can use Clarkson PLC historical prices to predict the future Clarkson PLC's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | 0.2193 | |||
| Treynor Ratio | (0.72) |
Clarkson PLC Backtested Returns
Clarkson PLC secures Sharpe Ratio (or Efficiency) of -0.0567, which signifies that the company had a -0.0567 % return per unit of standard deviation over the last 3 months. Clarkson PLC exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Clarkson PLC's mean deviation of 1.61, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Clarkson PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Clarkson PLC is expected to be smaller as well. At this point, Clarkson PLC has a negative expected return of -0.19%. Please make sure to confirm Clarkson PLC's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if Clarkson PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Clarkson PLC has below average predictability. Overlapping area represents the amount of predictability between Clarkson PLC time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Clarkson PLC price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Clarkson PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
Clarkson PLC lagged returns against current returns
Autocorrelation, which is Clarkson PLC 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 Clarkson PLC's stock expected returns. We can calculate the autocorrelation of Clarkson PLC returns to help us make a trade decision. For example, suppose you find that Clarkson PLC 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 |
Clarkson PLC 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 Clarkson PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clarkson PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clarkson PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Clarkson PLC Lagged Returns
When evaluating Clarkson PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clarkson PLC stock have on its future price. Clarkson PLC 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, Clarkson PLC autocorrelation shows the relationship between Clarkson PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Clarkson PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Clarkson Stock
Clarkson PLC financial ratios help investors to determine whether Clarkson Stock 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 Clarkson with respect to the benefits of owning Clarkson PLC security.