Carlson Investments (Poland) Market Value
| CAI Stock | 4.18 0.12 2.79% |
| Symbol | Carlson |
Carlson Investments '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 Carlson Investments' 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 Carlson Investments.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Carlson Investments on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Carlson Investments SA or generate 0.0% return on investment in Carlson Investments over 30 days. Carlson Investments is related to or competes with VR Factory, MW Trade, Movie Games, Skyline Investment, and Creativeforge Games. More
Carlson Investments 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 Carlson Investments' 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 Carlson Investments SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.07 | |||
| Information Ratio | 0.0403 | |||
| Maximum Drawdown | 60.15 | |||
| Value At Risk | (7.08) | |||
| Potential Upside | 4.0 |
Carlson Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlson Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlson Investments' standard deviation. In reality, there are many statistical measures that can use Carlson Investments historical prices to predict the future Carlson Investments' volatility.| Risk Adjusted Performance | 0.0401 | |||
| Jensen Alpha | 0.2992 | |||
| Total Risk Alpha | 0.2479 | |||
| Sortino Ratio | 0.048 | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Carlson Investments' 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.
Carlson Investments Backtested Returns
Currently, Carlson Investments SA is very risky. Carlson Investments secures Sharpe Ratio (or Efficiency) of 0.0161, which signifies that the company had a 0.0161 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Carlson Investments SA, which you can use to evaluate the volatility of the firm. Please confirm Carlson Investments' Risk Adjusted Performance of 0.0401, downside deviation of 6.07, and Mean Deviation of 3.25 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Carlson Investments has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Carlson Investments are expected to decrease at a much lower rate. During the bear market, Carlson Investments is likely to outperform the market. Carlson Investments right now shows a risk of 7.27%. Please confirm Carlson Investments treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Carlson Investments will be following its price patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Carlson Investments SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Carlson Investments time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Carlson Investments price movement. The serial correlation of -0.2 indicates that over 20.0% of current Carlson Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Carlson Investments lagged returns against current returns
Autocorrelation, which is Carlson Investments 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 Carlson Investments' stock expected returns. We can calculate the autocorrelation of Carlson Investments returns to help us make a trade decision. For example, suppose you find that Carlson Investments 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 |
Carlson Investments 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 Carlson Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlson Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlson Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Carlson Investments Lagged Returns
When evaluating Carlson Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlson Investments stock have on its future price. Carlson Investments 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, Carlson Investments autocorrelation shows the relationship between Carlson Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Carlson Investments SA.
Regressed Prices |
| Timeline |
Pair Trading with Carlson Investments
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Carlson Investments position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Carlson Investments will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Carlson Investments could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Carlson Investments when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Carlson Investments - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Carlson Investments SA to buy it.
The correlation of Carlson Investments is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Carlson Investments moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Carlson Investments moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Carlson Investments can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Carlson Stock Analysis
When running Carlson Investments' price analysis, check to measure Carlson Investments' 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 Carlson Investments is operating at the current time. Most of Carlson Investments' value examination focuses on studying past and present price action to predict the probability of Carlson Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Carlson Investments' price. Additionally, you may evaluate how the addition of Carlson Investments to your portfolios can decrease your overall portfolio volatility.