COMPUTER MODELLING's market value is the price at which a share of COMPUTER MODELLING trades on a public exchange. It measures the collective expectations of COMPUTER MODELLING investors about its performance. COMPUTER MODELLING is trading at 3.80 as of the 12th of March 2025, a 1.33 percent increase since the beginning of the trading day. The stock's lowest day price was 3.8. With this module, you can estimate the performance of a buy and hold strategy of COMPUTER MODELLING and determine expected loss or profit from investing in COMPUTER MODELLING over a given investment horizon. Check out COMPUTER MODELLING Correlation, COMPUTER MODELLING Volatility and COMPUTER MODELLING Alpha and Beta module to complement your research on COMPUTER MODELLING.
Please note, there is a significant difference between COMPUTER MODELLING's value and its price as these two are different measures arrived at by different means. Investors typically determine if COMPUTER MODELLING is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, COMPUTER MODELLING'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.
COMPUTER MODELLING '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 COMPUTER MODELLING'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 COMPUTER MODELLING.
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12/12/2024
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In 3 months and 1 day
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If you would invest 0.00 in COMPUTER MODELLING on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding COMPUTER MODELLING or generate 0.0% return on investment in COMPUTER MODELLING over 90 days. COMPUTER MODELLING is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
COMPUTER MODELLING 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 COMPUTER MODELLING'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 COMPUTER MODELLING upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMPUTER MODELLING's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COMPUTER MODELLING's standard deviation. In reality, there are many statistical measures that can use COMPUTER MODELLING historical prices to predict the future COMPUTER MODELLING's volatility.
At this point, COMPUTER MODELLING is very steady. COMPUTER MODELLING secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for COMPUTER MODELLING, which you can use to evaluate the volatility of the firm. Please confirm COMPUTER MODELLING's risk adjusted performance of 0.0958, and Mean Deviation of 0.047 to double-check if the risk estimate we provide is consistent with the expected return of 0.0135%. COMPUTER MODELLING has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.004, which signifies not very significant fluctuations relative to the market. As returns on the market increase, COMPUTER MODELLING's returns are expected to increase less than the market. However, during the bear market, the loss of holding COMPUTER MODELLING is expected to be smaller as well. COMPUTER MODELLING now shows a risk of 0.1%. Please confirm COMPUTER MODELLING standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if COMPUTER MODELLING will be following its price patterns.
Correlation Coefficient
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Spearman Rank Test
0.79
Residual Average
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Price Variance
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COMPUTER MODELLING lagged returns against current returns
Autocorrelation, which is COMPUTER MODELLING 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 COMPUTER MODELLING's stock expected returns. We can calculate the autocorrelation of COMPUTER MODELLING returns to help us make a trade decision. For example, suppose you find that COMPUTER MODELLING 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
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COMPUTER MODELLING 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 COMPUTER MODELLING stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COMPUTER MODELLING stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COMPUTER MODELLING stock over time.
Current vs Lagged Prices
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COMPUTER MODELLING Lagged Returns
When evaluating COMPUTER MODELLING's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COMPUTER MODELLING stock have on its future price. COMPUTER MODELLING 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, COMPUTER MODELLING autocorrelation shows the relationship between COMPUTER MODELLING stock current value and its past values and can show if there is a momentum factor associated with investing in COMPUTER MODELLING.
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.
COMPUTER MODELLING financial ratios help investors to determine whether COMPUTER 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 COMPUTER with respect to the benefits of owning COMPUTER MODELLING security.