Coor Service (Germany) Market Value
| COE Stock | EUR 3.01 0.07 2.27% |
| Symbol | Coor |
Coor Service '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 Coor Service'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 Coor Service.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Coor Service on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Coor Service Management or generate 0.0% return on investment in Coor Service over 30 days. Coor Service is related to or competes with Sims Metal, AGF Management, Ribbon Communications, Cleanaway Waste, Casio Computer, CEOTRONICS (CEKSG), and Bank of America. Coor Service Management Holding AB provides facilities management services More
Coor Service 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 Coor Service'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 Coor Service Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.43 | |||
| Information Ratio | 0.0311 | |||
| Maximum Drawdown | 18.12 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 4.15 |
Coor Service Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coor Service's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coor Service's standard deviation. In reality, there are many statistical measures that can use Coor Service historical prices to predict the future Coor Service's volatility.| Risk Adjusted Performance | 0.0313 | |||
| Jensen Alpha | 0.0823 | |||
| Total Risk Alpha | 0.1106 | |||
| Sortino Ratio | 0.0266 | |||
| Treynor Ratio | (0.22) |
Coor Service Management Backtested Returns
At this point, Coor Service is unstable. Coor Service Management secures Sharpe Ratio (or Efficiency) of 0.0521, which signifies that the company had a 0.0521 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Coor Service Management, which you can use to evaluate the volatility of the firm. Please confirm Coor Service's Downside Deviation of 3.43, risk adjusted performance of 0.0313, and Mean Deviation of 1.93 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Coor Service has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Coor Service are expected to decrease at a much lower rate. During the bear market, Coor Service is likely to outperform the market. Coor Service Management right now shows a risk of 3.0%. Please confirm Coor Service Management total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Coor Service Management will be following its price patterns.
Auto-correlation | 0.60 |
Good predictability
Coor Service Management has good predictability. Overlapping area represents the amount of predictability between Coor Service time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Coor Service Management price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Coor Service price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Coor Service Management lagged returns against current returns
Autocorrelation, which is Coor Service 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 Coor Service's stock expected returns. We can calculate the autocorrelation of Coor Service returns to help us make a trade decision. For example, suppose you find that Coor Service 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 |
Coor Service 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 Coor Service stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coor Service stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coor Service stock over time.
Current vs Lagged Prices |
| Timeline |
Coor Service Lagged Returns
When evaluating Coor Service's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coor Service stock have on its future price. Coor Service 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, Coor Service autocorrelation shows the relationship between Coor Service stock current value and its past values and can show if there is a momentum factor associated with investing in Coor Service Management.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Coor Stock
Coor Service financial ratios help investors to determine whether Coor 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 Coor with respect to the benefits of owning Coor Service security.