Carlton Investments (Australia) Market Value
| CIN Stock | 32.83 0.30 0.92% |
| Symbol | Carlton |
Carlton Investments '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 Carlton Investments' 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 Carlton Investments.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Carlton Investments on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Carlton Investments or generate 0.0% return on investment in Carlton Investments over 30 days. Carlton Investments is related to or competes with Autosports, Falcon Metals, Embark Education, IDP Education, and IRIS Metals. More
Carlton Investments 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 Carlton Investments' 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 Carlton Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.0992 | |||
| Maximum Drawdown | 4.79 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.38 |
Carlton Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlton Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlton Investments' standard deviation. In reality, there are many statistical measures that can use Carlton Investments historical prices to predict the future Carlton Investments' volatility.| Risk Adjusted Performance | 0.0782 | |||
| Jensen Alpha | 0.0917 | |||
| Total Risk Alpha | 0.1 | |||
| Sortino Ratio | 0.0845 | |||
| Treynor Ratio | 1.49 |
Carlton Investments Backtested Returns
Currently, Carlton Investments is very steady. Carlton Investments secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Carlton Investments, which you can use to evaluate the volatility of the firm. Please confirm Carlton Investments' Risk Adjusted Performance of 0.0782, downside deviation of 1.16, and Mean Deviation of 0.6331 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Carlton Investments has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0611, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Carlton Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Carlton Investments is expected to be smaller as well. Carlton Investments right now shows a risk of 0.99%. Please confirm Carlton Investments sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Carlton Investments will be following its price patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Carlton Investments has insignificant predictability. Overlapping area represents the amount of predictability between Carlton Investments 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 Carlton Investments price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Carlton Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Carlton Investments lagged returns against current returns
Autocorrelation, which is Carlton Investments 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 Carlton Investments' stock expected returns. We can calculate the autocorrelation of Carlton Investments returns to help us make a trade decision. For example, suppose you find that Carlton Investments 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 |
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Carlton Investments 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 Carlton Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlton Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlton Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Carlton Investments Lagged Returns
When evaluating Carlton Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlton Investments stock have on its future price. Carlton Investments 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, Carlton Investments autocorrelation shows the relationship between Carlton Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Carlton Investments.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Carlton Stock Analysis
When running Carlton Investments' price analysis, check to measure Carlton Investments' 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 Carlton Investments is operating at the current time. Most of Carlton Investments' value examination focuses on studying past and present price action to predict the probability of Carlton Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Carlton Investments' price. Additionally, you may evaluate how the addition of Carlton Investments to your portfolios can decrease your overall portfolio volatility.