City Lodge's market value is the price at which a share of City Lodge trades on a public exchange. It measures the collective expectations of City Lodge Hotels investors about its performance. City Lodge is trading at 514.00 as of the 11th of December 2024, a 0.98 percent increase since the beginning of the trading day. The stock's lowest day price was 500.0. With this module, you can estimate the performance of a buy and hold strategy of City Lodge Hotels and determine expected loss or profit from investing in City Lodge 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 inflation.
Symbol
City
City Lodge '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 City Lodge'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 City Lodge.
0.00
11/11/2024
No Change 0.00
0.0
In 30 days
12/11/2024
0.00
If you would invest 0.00 in City Lodge on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding City Lodge Hotels or generate 0.0% return on investment in City Lodge over 30 days.
City Lodge 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 City Lodge'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 City Lodge Hotels 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 City Lodge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as City Lodge's standard deviation. In reality, there are many statistical measures that can use City Lodge historical prices to predict the future City Lodge's volatility.
City Lodge appears to be very steady, given 3 months investment horizon. City Lodge Hotels 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-eight technical indicators for City Lodge Hotels, which you can use to evaluate the volatility of the firm. Please makes use of City Lodge's Downside Deviation of 1.37, mean deviation of 1.12, and Risk Adjusted Performance of 0.0767 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, City Lodge holds a performance score of 12. The firm shows a Beta (market volatility) of 0.0945, which signifies not very significant fluctuations relative to the market. As returns on the market increase, City Lodge's returns are expected to increase less than the market. However, during the bear market, the loss of holding City Lodge is expected to be smaller as well. Please check City Lodge's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether City Lodge's price patterns will revert.
Auto-correlation
0.04
Virtually no predictability
City Lodge Hotels has virtually no predictability. Overlapping area represents the amount of predictability between City Lodge time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of City Lodge Hotels price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current City Lodge price fluctuation can be explain by its past prices.
Correlation Coefficient
0.04
Spearman Rank Test
0.51
Residual Average
0.0
Price Variance
81.06
City Lodge Hotels lagged returns against current returns
Autocorrelation, which is City Lodge 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 City Lodge's stock expected returns. We can calculate the autocorrelation of City Lodge returns to help us make a trade decision. For example, suppose you find that City Lodge 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
City Lodge 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 City Lodge stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if City Lodge stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in City Lodge stock over time.
Current vs Lagged Prices
Timeline
City Lodge Lagged Returns
When evaluating City Lodge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of City Lodge stock have on its future price. City Lodge 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, City Lodge autocorrelation shows the relationship between City Lodge stock current value and its past values and can show if there is a momentum factor associated with investing in City Lodge Hotels.
Regressed Prices
Timeline
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