Camelot Electronics (China) Market Value
| 301282 Stock | 24.16 0.02 0.08% |
| Symbol | Camelot |
Camelot Electronics '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 Camelot Electronics' 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 Camelot Electronics.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Camelot Electronics on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Camelot Electronics Technology or generate 0.0% return on investment in Camelot Electronics over 90 days. Camelot Electronics is related to or competes with AVCON Information, Jinxiandai Information, Shenzhen SDG, Wondershare Technology, Guangzhou Ruoyuchen, Hygon Information, and Zhongjie (Jiangsu). Camelot Electronics is entity of China. It is traded as Stock on SHE exchange. More
Camelot Electronics 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 Camelot Electronics' 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 Camelot Electronics Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.098 | |||
| Maximum Drawdown | 10.93 | |||
| Value At Risk | (4.58) | |||
| Potential Upside | 3.46 |
Camelot Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Camelot Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Camelot Electronics' standard deviation. In reality, there are many statistical measures that can use Camelot Electronics historical prices to predict the future Camelot Electronics' volatility.| Risk Adjusted Performance | 0.0456 | |||
| Jensen Alpha | 0.1366 | |||
| Total Risk Alpha | 0.4488 | |||
| Sortino Ratio | 0.0972 | |||
| Treynor Ratio | 0.328 |
Camelot Electronics Backtested Returns
At this point, Camelot Electronics is very steady. Camelot Electronics secures Sharpe Ratio (or Efficiency) of 0.0666, which signifies that the company had a 0.0666 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Camelot Electronics Technology, which you can use to evaluate the volatility of the firm. Please confirm Camelot Electronics' Risk Adjusted Performance of 0.0456, mean deviation of 1.65, and Downside Deviation of 2.32 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Camelot Electronics has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Camelot Electronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Camelot Electronics is expected to be smaller as well. Camelot Electronics right now shows a risk of 2.43%. Please confirm Camelot Electronics semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Camelot Electronics will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Camelot Electronics Technology has insignificant reverse predictability. Overlapping area represents the amount of predictability between Camelot Electronics time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Camelot Electronics price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Camelot Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Camelot Electronics lagged returns against current returns
Autocorrelation, which is Camelot Electronics 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 Camelot Electronics' stock expected returns. We can calculate the autocorrelation of Camelot Electronics returns to help us make a trade decision. For example, suppose you find that Camelot Electronics 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 |
Camelot Electronics 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 Camelot Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Camelot Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Camelot Electronics stock over time.
Current vs Lagged Prices |
| Timeline |
Camelot Electronics Lagged Returns
When evaluating Camelot Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Camelot Electronics stock have on its future price. Camelot Electronics 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, Camelot Electronics autocorrelation shows the relationship between Camelot Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in Camelot Electronics Technology.
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.Other Information on Investing in Camelot Stock
Camelot Electronics financial ratios help investors to determine whether Camelot 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 Camelot with respect to the benefits of owning Camelot Electronics security.