Central Puerto (Argentina) Market Value
| CEPU Stock | ARS 1,535 50.00 3.37% |
| Symbol | Central |
Central Puerto '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 Puerto'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 Puerto.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Central Puerto on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Central Puerto SA or generate 0.0% return on investment in Central Puerto over 90 days. Central Puerto is related to or competes with Agrometal SAI, Harmony Gold, Verizon Communications, and Compania. Central Puerto S.A. generates and sells electric power to private and public customers in Argentina More
Central Puerto 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 Puerto'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 Puerto SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 16.17 | |||
| Value At Risk | (5.51) | |||
| Potential Upside | 6.41 |
Central Puerto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Central Puerto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Central Puerto's standard deviation. In reality, there are many statistical measures that can use Central Puerto historical prices to predict the future Central Puerto's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | 0.3074 | |||
| Treynor Ratio | (0.52) |
Central Puerto SA Backtested Returns
Central Puerto SA secures Sharpe Ratio (or Efficiency) of -0.0388, which signifies that the company had a -0.0388 % return per unit of risk over the last 3 months. Central Puerto SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Central Puerto's Risk Adjusted Performance of (0.03), mean deviation of 2.92, and Standard Deviation of 3.67 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Central Puerto's returns are expected to increase less than the market. However, during the bear market, the loss of holding Central Puerto is expected to be smaller as well. At this point, Central Puerto SA has a negative expected return of -0.14%. Please make sure to confirm Central Puerto's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Central Puerto SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
Central Puerto SA has weak predictability. Overlapping area represents the amount of predictability between Central Puerto time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Central Puerto SA price movement. The serial correlation of 0.24 indicates that over 24.0% of current Central Puerto price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 8940.56 |
Central Puerto SA lagged returns against current returns
Autocorrelation, which is Central Puerto 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 Puerto's stock expected returns. We can calculate the autocorrelation of Central Puerto returns to help us make a trade decision. For example, suppose you find that Central Puerto 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 Puerto 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 Puerto stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Central Puerto stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Central Puerto stock over time.
Current vs Lagged Prices |
| Timeline |
Central Puerto Lagged Returns
When evaluating Central Puerto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Central Puerto stock have on its future price. Central Puerto 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 Puerto autocorrelation shows the relationship between Central Puerto stock current value and its past values and can show if there is a momentum factor associated with investing in Central Puerto SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Information and Resources on Investing in Central Stock
When determining whether Central Puerto SA is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Central Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Central Puerto Sa Stock. Highlighted below are key reports to facilitate an investment decision about Central Puerto Sa Stock:Check out Central Puerto Correlation, Central Puerto Volatility and Central Puerto Alpha and Beta module to complement your research on Central Puerto. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Central Puerto 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.