Caledonia Investments' market value is the price at which a share of Caledonia Investments trades on a public exchange. It measures the collective expectations of Caledonia Investments investors about its performance. Caledonia Investments is selling for under 3495.00 as of the 5th of January 2025; that is 0.72 percent up since the beginning of the trading day. The stock's lowest day price was 3460.0. With this module, you can estimate the performance of a buy and hold strategy of Caledonia Investments and determine expected loss or profit from investing in Caledonia Investments over a given investment horizon. Check out Caledonia Investments Correlation, Caledonia Investments Volatility and Caledonia Investments Alpha and Beta module to complement your research on Caledonia Investments.
Please note, there is a significant difference between Caledonia Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if Caledonia Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Caledonia Investments' 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.
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.
0.00
07/09/2024
No Change 0.00
0.0
In 5 months and 30 days
01/05/2025
0.00
If you would invest 0.00 in Caledonia Investments on July 9, 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 180 days. Caledonia Investments is related to or competes with Toyota, OTP Bank, Agilent Technologies, Newmont Corp, Baker Hughes, ONEOK, and Public Service. 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.
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.
Currently, Caledonia Investments is very steady. Caledonia Investments secures Sharpe Ratio (or Efficiency) of 0.0634, which signifies that the company had a 0.0634% return per unit of risk over the last 3 months. We have found thirty technical indicators for Caledonia Investments, which you can use to evaluate the volatility of the firm. Please confirm Caledonia Investments' Risk Adjusted Performance of 0.0425, mean deviation of 0.6107, and Downside Deviation of 0.7929 to double-check if the risk estimate we provide is consistent with the expected return of 0.057%. Caledonia Investments has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Caledonia Investments are expected to decrease at a much lower rate. During the bear market, Caledonia Investments is likely to outperform the market. Caledonia Investments right now shows a risk of 0.9%. Please confirm Caledonia Investments coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Caledonia Investments will be following its price patterns.
Auto-correlation
-0.52
Good reverse predictability
Caledonia Investments has good reverse predictability. Overlapping area represents the amount of predictability between Caledonia Investments time series from 9th of July 2024 to 7th of October 2024 and 7th of October 2024 to 5th 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 -0.52 indicates that about 52.0% of current Caledonia Investments price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.52
Spearman Rank Test
-0.28
Residual Average
0.0
Price Variance
5948.3
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.
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.