CONSTANCE HOTELS (Mauritius) Market Value

CHSL Stock   17.80  0.05  0.28%   
CONSTANCE HOTELS's market value is the price at which a share of CONSTANCE HOTELS trades on a public exchange. It measures the collective expectations of CONSTANCE HOTELS SERVICES investors about its performance. CONSTANCE HOTELS is trading at 17.80 as of the 15th of March 2025, a 0.28 percent increase since the beginning of the trading day. The stock's lowest day price was 17.8.
With this module, you can estimate the performance of a buy and hold strategy of CONSTANCE HOTELS SERVICES and determine expected loss or profit from investing in CONSTANCE HOTELS over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
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CONSTANCE HOTELS '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 CONSTANCE HOTELS'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 CONSTANCE HOTELS.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in CONSTANCE HOTELS on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding CONSTANCE HOTELS SERVICES or generate 0.0% return on investment in CONSTANCE HOTELS over 90 days.

CONSTANCE HOTELS 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 CONSTANCE HOTELS'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 CONSTANCE HOTELS SERVICES upside and downside potential and time the market with a certain degree of confidence.

CONSTANCE HOTELS Market Risk Indicators

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

CONSTANCE HOTELS SERVICES Backtested Returns

CONSTANCE HOTELS SERVICES secures Sharpe Ratio (or Efficiency) of -0.25, which signifies that the company had a -0.25 % return per unit of risk over the last 3 months. CONSTANCE HOTELS SERVICES exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CONSTANCE HOTELS's risk adjusted performance of (0.21), and Mean Deviation of 0.2648 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0737, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CONSTANCE HOTELS are expected to decrease at a much lower rate. During the bear market, CONSTANCE HOTELS is likely to outperform the market. At this point, CONSTANCE HOTELS SERVICES has a negative expected return of -0.16%. Please make sure to confirm CONSTANCE HOTELS's total risk alpha, skewness, and the relationship between the jensen alpha and value at risk , to decide if CONSTANCE HOTELS SERVICES performance from the past will be repeated in the future.

Auto-correlation

    
  0.57  

Modest predictability

CONSTANCE HOTELS SERVICES has modest predictability. Overlapping area represents the amount of predictability between CONSTANCE HOTELS 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 CONSTANCE HOTELS SERVICES price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current CONSTANCE HOTELS price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test-0.29
Residual Average0.0
Price Variance0.23

CONSTANCE HOTELS SERVICES lagged returns against current returns

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

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

CONSTANCE HOTELS Lagged Returns

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

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