Cls Holdings Usa Stock Market Value
| CLSH Stock | USD 0.03 0.01 45.45% |
| Symbol | CLS |
CLS Holdings '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 CLS Holdings' otc 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 CLS Holdings.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in CLS Holdings on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding CLS Holdings USA or generate 0.0% return on investment in CLS Holdings over 90 days. CLS Holdings USA, Inc., a diversified cannabis company, focuses on the extraction and conversion of cannabinoids in the ... More
CLS Holdings 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 CLS Holdings' otc 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 CLS Holdings USA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.25 | |||
| Information Ratio | 0.0339 | |||
| Maximum Drawdown | 51.9 | |||
| Value At Risk | (19.07) | |||
| Potential Upside | 20.16 |
CLS Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CLS Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CLS Holdings' standard deviation. In reality, there are many statistical measures that can use CLS Holdings historical prices to predict the future CLS Holdings' volatility.| Risk Adjusted Performance | 0.0284 | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | 2.24 | |||
| Sortino Ratio | 0.0302 | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CLS Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CLS Holdings USA Backtested Returns
CLS Holdings appears to be out of control, given 3 months investment horizon. CLS Holdings USA secures Sharpe Ratio (or Efficiency) of 0.0634, which signifies that the company had a 0.0634 % return per unit of volatility over the last 3 months. By analyzing CLS Holdings' technical indicators, you can evaluate if the expected return of 0.85% is justified by implied risk. Please makes use of CLS Holdings' mean deviation of 8.13, and Risk Adjusted Performance of 0.0284 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CLS Holdings holds a performance score of 4. The firm shows a Beta (market volatility) of -2.88, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CLS Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, CLS Holdings is expected to outperform it. Please check CLS Holdings' maximum drawdown and the relationship between the semi variance and day typical price , to make a quick decision on whether CLS Holdings' price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
CLS Holdings USA has poor reverse predictability. Overlapping area represents the amount of predictability between CLS Holdings time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 CLS Holdings USA price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current CLS Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CLS Holdings USA lagged returns against current returns
Autocorrelation, which is CLS Holdings otc 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 CLS Holdings' otc stock expected returns. We can calculate the autocorrelation of CLS Holdings returns to help us make a trade decision. For example, suppose you find that CLS Holdings has exhibited high autocorrelation historically, and you observe that the otc 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 |
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CLS Holdings 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 CLS Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CLS Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CLS Holdings otc stock over time.
Current vs Lagged Prices |
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CLS Holdings Lagged Returns
When evaluating CLS Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CLS Holdings otc stock have on its future price. CLS Holdings 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, CLS Holdings autocorrelation shows the relationship between CLS Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in CLS Holdings USA.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in CLS OTC Stock
CLS Holdings financial ratios help investors to determine whether CLS OTC 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 CLS with respect to the benefits of owning CLS Holdings security.