Charwood Energy (France) Market Value
| ALCWE Stock | 2.00 0.26 11.50% |
| Symbol | Charwood |
Charwood Energy '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 Charwood Energy'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 Charwood Energy.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Charwood Energy on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Charwood Energy SA or generate 0.0% return on investment in Charwood Energy over 30 days. Charwood Energy is related to or competes with Fill Up, Media 6, Les Hotels, CMG Cleantech, Sidetrade, Boiron SA, and Hoteles Bestprice. More
Charwood Energy 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 Charwood Energy'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 Charwood Energy SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 15.1 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 4.55 |
Charwood Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Charwood Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Charwood Energy's standard deviation. In reality, there are many statistical measures that can use Charwood Energy historical prices to predict the future Charwood Energy's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.61) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | 3.67 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Charwood Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Charwood Energy SA Backtested Returns
Charwood Energy SA secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of standard deviation over the last 3 months. Charwood Energy SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Charwood Energy's risk adjusted performance of (0.14), and Mean Deviation of 2.24 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Charwood Energy are expected to decrease at a much lower rate. During the bear market, Charwood Energy is likely to outperform the market. At this point, Charwood Energy SA has a negative expected return of -0.6%. Please make sure to confirm Charwood Energy's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Charwood Energy SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.38 |
Below average predictability
Charwood Energy SA has below average predictability. Overlapping area represents the amount of predictability between Charwood Energy time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd 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 Charwood Energy SA price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Charwood Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Charwood Energy SA lagged returns against current returns
Autocorrelation, which is Charwood Energy 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 Charwood Energy's stock expected returns. We can calculate the autocorrelation of Charwood Energy returns to help us make a trade decision. For example, suppose you find that Charwood Energy 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 |
Charwood Energy 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 Charwood Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Charwood Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Charwood Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Charwood Energy Lagged Returns
When evaluating Charwood Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Charwood Energy stock have on its future price. Charwood Energy 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, Charwood Energy autocorrelation shows the relationship between Charwood Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Charwood Energy SA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Charwood Stock Analysis
When running Charwood Energy's price analysis, check to measure Charwood Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Charwood Energy is operating at the current time. Most of Charwood Energy's value examination focuses on studying past and present price action to predict the probability of Charwood Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Charwood Energy's price. Additionally, you may evaluate how the addition of Charwood Energy to your portfolios can decrease your overall portfolio volatility.