Cavotec SA (Sweden) Market Value
| CCC Stock | SEK 17.35 0.65 3.61% |
| Symbol | Cavotec |
Cavotec SA '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 Cavotec SA'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 Cavotec SA.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Cavotec SA on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Cavotec SA or generate 0.0% return on investment in Cavotec SA over 90 days. Cavotec SA is related to or competes with Bufab Holding, Nederman Holding, COOR Service, Alimak Hek, and Byggmax Group. Cavotec SA, an engineering group, designs, manufactures, and sells automated connection and electrification systems for ... More
Cavotec SA 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 Cavotec SA'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 Cavotec SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.065 | |||
| Maximum Drawdown | 13.39 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 4.32 |
Cavotec SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cavotec SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cavotec SA's standard deviation. In reality, there are many statistical measures that can use Cavotec SA historical prices to predict the future Cavotec SA's volatility.| Risk Adjusted Performance | 0.017 | |||
| Jensen Alpha | 0.0193 | |||
| Total Risk Alpha | 0.4428 | |||
| Sortino Ratio | 0.0714 | |||
| Treynor Ratio | (2.24) |
Cavotec SA Backtested Returns
Currently, Cavotec SA is not too volatile. Cavotec SA secures Sharpe Ratio (or Efficiency) of 0.0604, which signifies that the company had a 0.0604 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cavotec SA, which you can use to evaluate the volatility of the firm. Please confirm Cavotec SA's Risk Adjusted Performance of 0.017, mean deviation of 1.92, and Downside Deviation of 2.28 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Cavotec SA has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0092, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cavotec SA are expected to decrease at a much lower rate. During the bear market, Cavotec SA is likely to outperform the market. Cavotec SA right now shows a risk of 2.54%. Please confirm Cavotec SA skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Cavotec SA will be following its price patterns.
Auto-correlation | -0.56 |
Good reverse predictability
Cavotec SA has good reverse predictability. Overlapping area represents the amount of predictability between Cavotec SA time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Cavotec SA price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Cavotec SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Cavotec SA lagged returns against current returns
Autocorrelation, which is Cavotec SA 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 Cavotec SA's stock expected returns. We can calculate the autocorrelation of Cavotec SA returns to help us make a trade decision. For example, suppose you find that Cavotec SA 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 |
Cavotec SA 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 Cavotec SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cavotec SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cavotec SA stock over time.
Current vs Lagged Prices |
| Timeline |
Cavotec SA Lagged Returns
When evaluating Cavotec SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cavotec SA stock have on its future price. Cavotec SA 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, Cavotec SA autocorrelation shows the relationship between Cavotec SA stock current value and its past values and can show if there is a momentum factor associated with investing in Cavotec SA.
Regressed Prices |
| Timeline |
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Additional Tools for Cavotec Stock Analysis
When running Cavotec SA's price analysis, check to measure Cavotec SA'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 Cavotec SA is operating at the current time. Most of Cavotec SA's value examination focuses on studying past and present price action to predict the probability of Cavotec SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cavotec SA's price. Additionally, you may evaluate how the addition of Cavotec SA to your portfolios can decrease your overall portfolio volatility.