Clariant (Switzerland) Market Value
| CLN Stock | CHF 10.75 0.11 1.03% |
| Symbol | Clariant |
Clariant '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 Clariant'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 Clariant.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Clariant on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Clariant AG or generate 0.0% return on investment in Clariant over 90 days. Clariant is related to or competes with Adecco Group, ABB, Swiss Life, Geberit AG, and Givaudan. Clariant AG, together with its subsidiaries, develops, manufactures, distributes, and sells specialty chemicals worldwid... More
Clariant 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 Clariant'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 Clariant AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.0616 | |||
| Maximum Drawdown | 11.96 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 3.5 |
Clariant Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clariant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clariant's standard deviation. In reality, there are many statistical measures that can use Clariant historical prices to predict the future Clariant's volatility.| Risk Adjusted Performance | 0.0184 | |||
| Jensen Alpha | 0.0544 | |||
| Total Risk Alpha | 0.2829 | |||
| Sortino Ratio | 0.0613 | |||
| Treynor Ratio | 0.0642 |
Clariant AG Backtested Returns
At this stage we consider Clariant Stock to be not too volatile. Clariant AG secures Sharpe Ratio (or Efficiency) of 0.0538, which signifies that the company had a 0.0538 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Clariant AG, which you can use to evaluate the volatility of the firm. Please confirm Clariant's mean deviation of 1.54, and Risk Adjusted Performance of 0.0184 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Clariant has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Clariant's returns are expected to increase less than the market. However, during the bear market, the loss of holding Clariant is expected to be smaller as well. Clariant AG right now shows a risk of 2.13%. Please confirm Clariant AG sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if Clariant AG will be following its price patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Clariant AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between Clariant 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 Clariant AG price movement. The serial correlation of -0.17 indicates that over 17.0% of current Clariant price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Clariant AG lagged returns against current returns
Autocorrelation, which is Clariant 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 Clariant's stock expected returns. We can calculate the autocorrelation of Clariant returns to help us make a trade decision. For example, suppose you find that Clariant 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 |
Clariant 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 Clariant stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clariant stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clariant stock over time.
Current vs Lagged Prices |
| Timeline |
Clariant Lagged Returns
When evaluating Clariant's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clariant stock have on its future price. Clariant 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, Clariant autocorrelation shows the relationship between Clariant stock current value and its past values and can show if there is a momentum factor associated with investing in Clariant AG.
Regressed Prices |
| Timeline |
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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 Clariant Stock Analysis
When running Clariant's price analysis, check to measure Clariant's 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 Clariant is operating at the current time. Most of Clariant's value examination focuses on studying past and present price action to predict the probability of Clariant's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Clariant's price. Additionally, you may evaluate how the addition of Clariant to your portfolios can decrease your overall portfolio volatility.