Calculus VCT (UK) Market Value
| CLC Stock | 55.00 0.00 0.00% |
| Symbol | Calculus |
Calculus VCT '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 Calculus VCT'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 Calculus VCT.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Calculus VCT on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Calculus VCT plc or generate 0.0% return on investment in Calculus VCT over 90 days. Calculus VCT is related to or competes with Gaztransport, EVS Broadcast, Vienna Insurance, American Homes, Trainline Plc, Direct Line, and Broadridge Financial. Calculus VCT is entity of United Kingdom More
Calculus VCT 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 Calculus VCT'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 Calculus VCT plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0371 | |||
| Maximum Drawdown | 12.08 |
Calculus VCT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calculus VCT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calculus VCT's standard deviation. In reality, there are many statistical measures that can use Calculus VCT historical prices to predict the future Calculus VCT's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.1841 | |||
| Treynor Ratio | (0.16) |
Calculus VCT plc Backtested Returns
At this point, Calculus VCT is very steady. Calculus VCT plc secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Calculus VCT plc, which you can use to evaluate the volatility of the firm. Please confirm Calculus VCT's Mean Deviation of 0.365, standard deviation of 1.81, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Calculus VCT has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calculus VCT's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calculus VCT is expected to be smaller as well. Calculus VCT plc right now shows a risk of 1.03%. Please confirm Calculus VCT plc information ratio, kurtosis, relative strength index, as well as the relationship between the maximum drawdown and day median price , to decide if Calculus VCT plc will be following its price patterns.
Auto-correlation | 0.74 |
Good predictability
Calculus VCT plc has good predictability. Overlapping area represents the amount of predictability between Calculus VCT time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Calculus VCT plc price movement. The serial correlation of 0.74 indicates that around 74.0% of current Calculus VCT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Calculus VCT plc lagged returns against current returns
Autocorrelation, which is Calculus VCT 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 Calculus VCT's stock expected returns. We can calculate the autocorrelation of Calculus VCT returns to help us make a trade decision. For example, suppose you find that Calculus VCT 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 |
Calculus VCT 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 Calculus VCT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calculus VCT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calculus VCT stock over time.
Current vs Lagged Prices |
| Timeline |
Calculus VCT Lagged Returns
When evaluating Calculus VCT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calculus VCT stock have on its future price. Calculus VCT 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, Calculus VCT autocorrelation shows the relationship between Calculus VCT stock current value and its past values and can show if there is a momentum factor associated with investing in Calculus VCT plc.
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.Other Information on Investing in Calculus Stock
Calculus VCT financial ratios help investors to determine whether Calculus 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 Calculus with respect to the benefits of owning Calculus VCT security.