Caledonia Investments (UK) Market Value
| CLDN Stock | 3,620 30.00 0.82% |
| Symbol | Caledonia |
Caledonia 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 Caledonia 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 Caledonia Investments.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Caledonia Investments on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Caledonia Investments or generate 0.0% return on investment in Caledonia Investments over 30 days. Caledonia Investments is related to or competes with Orient Telecoms, FC Investment, Mineral Financial, Zegona Communications, United Utilities, BlackRock Frontiers, and Lindsell Train. Caledonia Investments is entity of United Kingdom More
Caledonia 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 Caledonia 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 Caledonia Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8046 | |||
| Information Ratio | 0.1096 | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.72 |
Caledonia Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caledonia Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caledonia Investments' standard deviation. In reality, there are many statistical measures that can use Caledonia Investments historical prices to predict the future Caledonia Investments' volatility.| Risk Adjusted Performance | 0.1187 | |||
| Jensen Alpha | 0.1229 | |||
| Total Risk Alpha | 0.1027 | |||
| Sortino Ratio | 0.1315 | |||
| Treynor Ratio | 0.9513 |
Caledonia Investments Backtested Returns
Currently, Caledonia Investments is very steady. Caledonia Investments secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Caledonia Investments, which you can use to evaluate the volatility of the firm. Please confirm Caledonia Investments' Risk Adjusted Performance of 0.1187, mean deviation of 0.7086, and Downside Deviation of 0.8046 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Caledonia Investments has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Caledonia Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Caledonia Investments is expected to be smaller as well. Caledonia Investments right now shows a risk of 0.99%. Please confirm Caledonia Investments jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Caledonia Investments will be following its price patterns.
Auto-correlation | 0.63 |
Good predictability
Caledonia Investments has good predictability. Overlapping area represents the amount of predictability between Caledonia Investments time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 Caledonia Investments price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Caledonia Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1942.19 |
Caledonia Investments lagged returns against current returns
Autocorrelation, which is Caledonia 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 Caledonia Investments' stock expected returns. We can calculate the autocorrelation of Caledonia Investments returns to help us make a trade decision. For example, suppose you find that Caledonia 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 |
| Timeline |
Caledonia 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 Caledonia Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caledonia Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caledonia Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Caledonia Investments Lagged Returns
When evaluating Caledonia Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caledonia Investments stock have on its future price. Caledonia 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, Caledonia Investments autocorrelation shows the relationship between Caledonia Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Caledonia Investments.
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 Tools for Caledonia Stock Analysis
When running Caledonia Investments' price analysis, check to measure Caledonia 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 Caledonia Investments is operating at the current time. Most of Caledonia Investments' value examination focuses on studying past and present price action to predict the probability of Caledonia Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Caledonia Investments' price. Additionally, you may evaluate how the addition of Caledonia Investments to your portfolios can decrease your overall portfolio volatility.