Central Asia (UK) Market Value
| CAML Stock | 158.80 3.80 2.45% |
| Symbol | Central |
Central Asia '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 Central Asia'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 Central Asia.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Central Asia on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Central Asia Metals or generate 0.0% return on investment in Central Asia over 30 days. Central Asia is related to or competes with Hilton Food, Supermarket Income, Fevertree Drinks, Monster Beverage, United Airlines, Dairy Farm, and Associated British. Central Asia is entity of United Kingdom More
Central Asia 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 Central Asia'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 Central Asia Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.85 | |||
| Information Ratio | (0.0005) | |||
| Maximum Drawdown | 7.13 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 2.51 |
Central Asia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Central Asia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Central Asia's standard deviation. In reality, there are many statistical measures that can use Central Asia historical prices to predict the future Central Asia's volatility.| Risk Adjusted Performance | 0.0068 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.0075 | |||
| Sortino Ratio | (0.0005) | |||
| Treynor Ratio | (0.02) |
Central Asia Metals Backtested Returns
Central Asia Metals secures Sharpe Ratio (or Efficiency) of -0.0114, which signifies that the company had a -0.0114 % return per unit of risk over the last 3 months. Central Asia Metals exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Central Asia's Risk Adjusted Performance of 0.0068, mean deviation of 1.34, and Downside Deviation of 1.85 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Central Asia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Central Asia is expected to be smaller as well. At this point, Central Asia Metals has a negative expected return of -0.0195%. Please make sure to confirm Central Asia's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Central Asia Metals performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Central Asia Metals has poor reverse predictability. Overlapping area represents the amount of predictability between Central Asia 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 Central Asia Metals price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Central Asia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 2.76 |
Central Asia Metals lagged returns against current returns
Autocorrelation, which is Central Asia 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 Central Asia's stock expected returns. We can calculate the autocorrelation of Central Asia returns to help us make a trade decision. For example, suppose you find that Central Asia 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 |
Central Asia 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 Central Asia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Central Asia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Central Asia stock over time.
Current vs Lagged Prices |
| Timeline |
Central Asia Lagged Returns
When evaluating Central Asia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Central Asia stock have on its future price. Central Asia 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, Central Asia autocorrelation shows the relationship between Central Asia stock current value and its past values and can show if there is a momentum factor associated with investing in Central Asia Metals.
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 Central Stock Analysis
When running Central Asia's price analysis, check to measure Central Asia'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 Central Asia is operating at the current time. Most of Central Asia's value examination focuses on studying past and present price action to predict the probability of Central Asia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Central Asia's price. Additionally, you may evaluate how the addition of Central Asia to your portfolios can decrease your overall portfolio volatility.