COMPASS INCCLA (Germany) Market Value
| 91D Stock | 8.74 0.16 1.86% |
| Symbol | COMPASS |
COMPASS INCCLA '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 COMPASS INCCLA'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 COMPASS INCCLA.
| 12/27/2024 |
| 03/27/2025 |
If you would invest 0.00 in COMPASS INCCLA on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding COMPASS INCCLA 00001 or generate 0.0% return on investment in COMPASS INCCLA over 90 days. COMPASS INCCLA is related to or competes with Maple Leaf, Bank of America, COMPUTERSHARE, Liberty Broadband, Moneysupermarket, SBA Communications, and NH Foods. More
COMPASS INCCLA 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 COMPASS INCCLA'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 COMPASS INCCLA 00001 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.16 | |||
| Information Ratio | 0.117 | |||
| Maximum Drawdown | 36.24 | |||
| Value At Risk | (5.04) | |||
| Potential Upside | 4.94 |
COMPASS INCCLA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMPASS INCCLA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COMPASS INCCLA's standard deviation. In reality, there are many statistical measures that can use COMPASS INCCLA historical prices to predict the future COMPASS INCCLA's volatility.| Risk Adjusted Performance | 0.1084 | |||
| Jensen Alpha | 0.5871 | |||
| Total Risk Alpha | 0.6002 | |||
| Sortino Ratio | 0.1862 | |||
| Treynor Ratio | 0.9236 |
COMPASS INCCLA 00001 Backtested Returns
COMPASS INCCLA appears to be slightly risky, given 3 months investment horizon. COMPASS INCCLA 00001 secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. By reviewing COMPASS INCCLA's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please makes use of COMPASS INCCLA's mean deviation of 2.9, and Risk Adjusted Performance of 0.1084 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, COMPASS INCCLA holds a performance score of 12. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, COMPASS INCCLA's returns are expected to increase less than the market. However, during the bear market, the loss of holding COMPASS INCCLA is expected to be smaller as well. Please check COMPASS INCCLA's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether COMPASS INCCLA's price patterns will revert.
Auto-correlation | -0.06 |
Very weak reverse predictability
COMPASS INCCLA 00001 has very weak reverse predictability. Overlapping area represents the amount of predictability between COMPASS INCCLA time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 COMPASS INCCLA 00001 price movement. The serial correlation of -0.06 indicates that barely 6.0% of current COMPASS INCCLA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
COMPASS INCCLA 00001 lagged returns against current returns
Autocorrelation, which is COMPASS INCCLA 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 COMPASS INCCLA's stock expected returns. We can calculate the autocorrelation of COMPASS INCCLA returns to help us make a trade decision. For example, suppose you find that COMPASS INCCLA 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 |
COMPASS INCCLA 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 COMPASS INCCLA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COMPASS INCCLA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COMPASS INCCLA stock over time.
Current vs Lagged Prices |
| Timeline |
COMPASS INCCLA Lagged Returns
When evaluating COMPASS INCCLA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COMPASS INCCLA stock have on its future price. COMPASS INCCLA 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, COMPASS INCCLA autocorrelation shows the relationship between COMPASS INCCLA stock current value and its past values and can show if there is a momentum factor associated with investing in COMPASS INCCLA 00001.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in COMPASS Stock
COMPASS INCCLA financial ratios help investors to determine whether COMPASS 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 COMPASS with respect to the benefits of owning COMPASS INCCLA security.