CASIO PUTER (Germany) Market Value
| CAC1 Stock | 8.00 0.05 0.63% |
| Symbol | CASIO |
CASIO PUTER '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 CASIO PUTER'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 CASIO PUTER.
| 12/07/2024 |
| 01/06/2025 |
If you would invest 0.00 in CASIO PUTER on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding CASIO PUTER or generate 0.0% return on investment in CASIO PUTER over 30 days. CASIO PUTER is related to or competes with Marie Brizard, Brockhaus Capital, CEOTRONICS (CEKSG), Perseus Mining, and Monument Mining. More
CASIO PUTER 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 CASIO PUTER'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 CASIO PUTER upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.0796 | |||
| Maximum Drawdown | 8.16 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.32 |
CASIO PUTER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CASIO PUTER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CASIO PUTER's standard deviation. In reality, there are many statistical measures that can use CASIO PUTER historical prices to predict the future CASIO PUTER's volatility.| Risk Adjusted Performance | 0.0813 | |||
| Total Risk Alpha | 0.1086 | |||
| Sortino Ratio | 0.1063 |
CASIO PUTER Backtested Returns
Currently, CASIO PUTER is not too volatile. CASIO PUTER secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of volatility over the last 3 months. We have found twenty-five technical indicators for CASIO PUTER, which you can use to evaluate the volatility of the entity. Please confirm CASIO PUTER's Standard Deviation of 1.49, semi deviation of 0.9638, and Mean Deviation of 0.9718 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. CASIO PUTER has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and CASIO PUTER are completely uncorrelated. CASIO PUTER at this time shows a risk of 1.51%. Please confirm CASIO PUTER maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to decide if CASIO PUTER will be following its price patterns.
Auto-correlation | 0.80 |
Very good predictability
CASIO PUTER has very good predictability. Overlapping area represents the amount of predictability between CASIO PUTER time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th 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 CASIO PUTER price movement. The serial correlation of 0.8 indicates that around 80.0% of current CASIO PUTER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CASIO PUTER lagged returns against current returns
Autocorrelation, which is CASIO PUTER 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 CASIO PUTER's stock expected returns. We can calculate the autocorrelation of CASIO PUTER returns to help us make a trade decision. For example, suppose you find that CASIO PUTER 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 |
CASIO PUTER 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 CASIO PUTER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CASIO PUTER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CASIO PUTER stock over time.
Current vs Lagged Prices |
| Timeline |
CASIO PUTER Lagged Returns
When evaluating CASIO PUTER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CASIO PUTER stock have on its future price. CASIO PUTER 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, CASIO PUTER autocorrelation shows the relationship between CASIO PUTER stock current value and its past values and can show if there is a momentum factor associated with investing in CASIO PUTER.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for CASIO Stock Analysis
When running CASIO PUTER's price analysis, check to measure CASIO PUTER'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 CASIO PUTER is operating at the current time. Most of CASIO PUTER's value examination focuses on studying past and present price action to predict the probability of CASIO PUTER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CASIO PUTER's price. Additionally, you may evaluate how the addition of CASIO PUTER to your portfolios can decrease your overall portfolio volatility.