Centrotec (Germany) Market Value

CEV Stock  EUR 67.00  1.50  2.19%   
Centrotec's market value is the price at which a share of Centrotec trades on a public exchange. It measures the collective expectations of Centrotec SE investors about its performance. Centrotec is selling at 67.00 as of the 14th of March 2025; that is 2.19 percent decrease since the beginning of the trading day. The stock's lowest day price was 66.0.
With this module, you can estimate the performance of a buy and hold strategy of Centrotec SE and determine expected loss or profit from investing in Centrotec over a given investment horizon. Check out Centrotec Correlation, Centrotec Volatility and Centrotec Alpha and Beta module to complement your research on Centrotec.
Symbol

Please note, there is a significant difference between Centrotec's value and its price as these two are different measures arrived at by different means. Investors typically determine if Centrotec is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Centrotec's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Centrotec '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 Centrotec'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 Centrotec.
0.00
12/14/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/14/2025
0.00
If you would invest  0.00  in Centrotec on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Centrotec SE or generate 0.0% return on investment in Centrotec over 90 days. Centrotec is related to or competes with Stewart Information, TELES Informationstech, Alibaba Health, DATA MODUL, Data Modul, Alstria Office, and Cass Information. More

Centrotec 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 Centrotec'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 Centrotec SE upside and downside potential and time the market with a certain degree of confidence.

Centrotec Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Centrotec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Centrotec's standard deviation. In reality, there are many statistical measures that can use Centrotec historical prices to predict the future Centrotec's volatility.
Hype
Prediction
LowEstimatedHigh
65.6467.0068.36
Details
Intrinsic
Valuation
LowRealHigh
62.6464.0073.70
Details

Centrotec SE Backtested Returns

Centrotec appears to be very steady, given 3 months investment horizon. Centrotec SE secures Sharpe Ratio (or Efficiency) of 0.29, which signifies that the company had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Centrotec SE, which you can use to evaluate the volatility of the firm. Please makes use of Centrotec's Mean Deviation of 0.82, coefficient of variation of 344.19, and Risk Adjusted Performance of 0.2488 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Centrotec holds a performance score of 23. The firm shows a Beta (market volatility) of 0.0069, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Centrotec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Centrotec is expected to be smaller as well. Please check Centrotec's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Centrotec's price patterns will revert.

Auto-correlation

    
  0.70  

Good predictability

Centrotec SE has good predictability. Overlapping area represents the amount of predictability between Centrotec 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 Centrotec SE price movement. The serial correlation of 0.7 indicates that around 70.0% of current Centrotec price fluctuation can be explain by its past prices.
Correlation Coefficient0.7
Spearman Rank Test0.93
Residual Average0.0
Price Variance11.26

Centrotec SE lagged returns against current returns

Autocorrelation, which is Centrotec 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 Centrotec's stock expected returns. We can calculate the autocorrelation of Centrotec returns to help us make a trade decision. For example, suppose you find that Centrotec 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  

Centrotec 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 Centrotec stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Centrotec stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Centrotec stock over time.
   Current vs Lagged Prices   
       Timeline  

Centrotec Lagged Returns

When evaluating Centrotec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Centrotec stock have on its future price. Centrotec 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, Centrotec autocorrelation shows the relationship between Centrotec stock current value and its past values and can show if there is a momentum factor associated with investing in Centrotec SE.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Centrotec Stock

Centrotec financial ratios help investors to determine whether Centrotec Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Centrotec with respect to the benefits of owning Centrotec security.