CF Industries (Germany) Market Value
| C4F Stock | EUR 76.42 2.29 3.09% |
| Symbol | C4F |
CF Industries '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 CF Industries' 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 CF Industries.
| 12/03/2024 |
| 03/03/2025 |
If you would invest 0.00 in CF Industries on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding CF Industries Holdings or generate 0.0% return on investment in CF Industries over 90 days. CF Industries is related to or competes with SmarTone Telecommunicatio, NAKED WINES, Diamyd Medical, Medical Properties, COMPUTER MODELLING, and China Medical. CF Industries Holdings, Inc. manufactures and distributes nitrogen fertilizers and other nitrogen products worldwide More
CF Industries 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 CF Industries' 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 CF Industries Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.95 | |||
| Value At Risk | (5.14) | |||
| Potential Upside | 3.09 |
CF Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CF Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CF Industries' standard deviation. In reality, there are many statistical measures that can use CF Industries historical prices to predict the future CF Industries' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.0498 | |||
| Treynor Ratio | 0.6805 |
CF Industries Holdings Backtested Returns
CF Industries Holdings retains Efficiency (Sharpe Ratio) of -0.0906, which signifies that the company had a -0.0906 % return per unit of price deviation over the last 3 months. CF Industries exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CF Industries' Market Risk Adjusted Performance of 0.6905, variance of 6.01, and Information Ratio of (0.04) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CF Industries are expected to decrease at a much lower rate. During the bear market, CF Industries is likely to outperform the market. At this point, CF Industries Holdings has a negative expected return of -0.22%. Please make sure to confirm CF Industries' coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if CF Industries Holdings performance from the past will be repeated sooner or later.
Auto-correlation | -0.55 |
Good reverse predictability
CF Industries Holdings has good reverse predictability. Overlapping area represents the amount of predictability between CF Industries time series from 3rd of December 2024 to 17th of January 2025 and 17th of January 2025 to 3rd 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 CF Industries Holdings price movement. The serial correlation of -0.55 indicates that about 55.0% of current CF Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 34.07 |
CF Industries Holdings lagged returns against current returns
Autocorrelation, which is CF Industries 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 CF Industries' stock expected returns. We can calculate the autocorrelation of CF Industries returns to help us make a trade decision. For example, suppose you find that CF Industries 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 |
CF Industries 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 CF Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CF Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CF Industries stock over time.
Current vs Lagged Prices |
| Timeline |
CF Industries Lagged Returns
When evaluating CF Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CF Industries stock have on its future price. CF Industries 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, CF Industries autocorrelation shows the relationship between CF Industries stock current value and its past values and can show if there is a momentum factor associated with investing in CF Industries Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in C4F Stock
When determining whether CF Industries Holdings is a strong investment it is important to analyze CF Industries' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact CF Industries' future performance. For an informed investment choice regarding C4F Stock, refer to the following important reports:Check out CF Industries Correlation, CF Industries Volatility and CF Industries Alpha and Beta module to complement your research on CF Industries. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
CF Industries technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.