CHRYSALIS INVESTMENTS (Germany) Market Value
| 285 Stock | EUR 1.26 0.03 2.33% |
| Symbol | CHRYSALIS |
Please note, there is a significant difference between CHRYSALIS INVESTMENTS's value and its price as these two are different measures arrived at by different means. Investors typically determine if CHRYSALIS INVESTMENTS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CHRYSALIS INVESTMENTS's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
CHRYSALIS INVESTMENTS '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 CHRYSALIS INVESTMENTS'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 CHRYSALIS INVESTMENTS.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in CHRYSALIS INVESTMENTS on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding CHRYSALIS INVESTMENTS LTD or generate 0.0% return on investment in CHRYSALIS INVESTMENTS over 60 days. CHRYSALIS INVESTMENTS is related to or competes with HEALTHSTREAM (HL5SG), MPH Health, FEMALE HEALTH, US Physical, COMBA TELECOM, Bausch Health, and Shenandoah Telecommunicatio. Chrysalis Investments Limited is based in Guernsey, United Kingdom More
CHRYSALIS INVESTMENTS 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 CHRYSALIS INVESTMENTS'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 CHRYSALIS INVESTMENTS LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | 0.1985 | |||
| Maximum Drawdown | 8.13 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.2 |
CHRYSALIS INVESTMENTS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHRYSALIS INVESTMENTS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CHRYSALIS INVESTMENTS's standard deviation. In reality, there are many statistical measures that can use CHRYSALIS INVESTMENTS historical prices to predict the future CHRYSALIS INVESTMENTS's volatility.| Risk Adjusted Performance | 0.1767 | |||
| Jensen Alpha | 0.3663 | |||
| Total Risk Alpha | 0.3348 | |||
| Sortino Ratio | 0.1919 | |||
| Treynor Ratio | (0.93) |
CHRYSALIS INVESTMENTS LTD Backtested Returns
CHRYSALIS INVESTMENTS appears to be risky, given 3 months investment horizon. CHRYSALIS INVESTMENTS LTD secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CHRYSALIS INVESTMENTS LTD, which you can use to evaluate the volatility of the firm. Please makes use of CHRYSALIS INVESTMENTS's mean deviation of 1.33, and Risk Adjusted Performance of 0.1767 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CHRYSALIS INVESTMENTS holds a performance score of 11. The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CHRYSALIS INVESTMENTS are expected to decrease at a much lower rate. During the bear market, CHRYSALIS INVESTMENTS is likely to outperform the market. Please check CHRYSALIS INVESTMENTS's jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether CHRYSALIS INVESTMENTS's price patterns will revert.
Auto-correlation | 0.74 |
Good predictability
CHRYSALIS INVESTMENTS LTD has good predictability. Overlapping area represents the amount of predictability between CHRYSALIS INVESTMENTS time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 CHRYSALIS INVESTMENTS LTD price movement. The serial correlation of 0.74 indicates that around 74.0% of current CHRYSALIS INVESTMENTS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CHRYSALIS INVESTMENTS LTD lagged returns against current returns
Autocorrelation, which is CHRYSALIS INVESTMENTS 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 CHRYSALIS INVESTMENTS's stock expected returns. We can calculate the autocorrelation of CHRYSALIS INVESTMENTS returns to help us make a trade decision. For example, suppose you find that CHRYSALIS INVESTMENTS 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 |
CHRYSALIS INVESTMENTS 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 CHRYSALIS INVESTMENTS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CHRYSALIS INVESTMENTS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CHRYSALIS INVESTMENTS stock over time.
Current vs Lagged Prices |
| Timeline |
CHRYSALIS INVESTMENTS Lagged Returns
When evaluating CHRYSALIS INVESTMENTS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CHRYSALIS INVESTMENTS stock have on its future price. CHRYSALIS INVESTMENTS 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, CHRYSALIS INVESTMENTS autocorrelation shows the relationship between CHRYSALIS INVESTMENTS stock current value and its past values and can show if there is a momentum factor associated with investing in CHRYSALIS INVESTMENTS LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CHRYSALIS Stock
CHRYSALIS INVESTMENTS financial ratios help investors to determine whether CHRYSALIS 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 CHRYSALIS with respect to the benefits of owning CHRYSALIS INVESTMENTS security.