Coloseum Holding (Czech Republic) Market Value
| COLOS Stock | 98.00 2.00 2.00% |
| Symbol | Coloseum |
Coloseum Holding '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 Coloseum Holding'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 Coloseum Holding.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Coloseum Holding on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Coloseum Holding as or generate 0.0% return on investment in Coloseum Holding over 90 days. Coloseum Holding is related to or competes with Vienna Insurance, UNIQA Insurance, Komercni Banka, and Moneta Money. More
Coloseum Holding 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 Coloseum Holding'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 Coloseum Holding as upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.44 | |||
| Information Ratio | 0.119 | |||
| Maximum Drawdown | 26.66 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 11.11 |
Coloseum Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coloseum Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coloseum Holding's standard deviation. In reality, there are many statistical measures that can use Coloseum Holding historical prices to predict the future Coloseum Holding's volatility.| Risk Adjusted Performance | 0.0929 | |||
| Jensen Alpha | 0.3058 | |||
| Total Risk Alpha | 1.01 | |||
| Sortino Ratio | 0.0578 | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coloseum Holding's 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.
Coloseum Holding Backtested Returns
Coloseum Holding appears to be very steady, given 3 months investment horizon. Coloseum Holding secures Sharpe Ratio (or Efficiency) of 0.097, which signifies that the company had a 0.097 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Coloseum Holding as, which you can use to evaluate the volatility of the firm. Please makes use of Coloseum Holding's Risk Adjusted Performance of 0.0929, downside deviation of 9.44, and Mean Deviation of 2.15 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Coloseum Holding holds a performance score of 7. The firm shows a Beta (market volatility) of -1.2, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Coloseum Holding are expected to decrease by larger amounts. On the other hand, during market turmoil, Coloseum Holding is expected to outperform it. Please check Coloseum Holding's downside variance, and the relationship between the sortino ratio and daily balance of power , to make a quick decision on whether Coloseum Holding's price patterns will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
Coloseum Holding as has very weak reverse predictability. Overlapping area represents the amount of predictability between Coloseum Holding time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Coloseum Holding price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Coloseum Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 42.53 |
Coloseum Holding lagged returns against current returns
Autocorrelation, which is Coloseum Holding 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 Coloseum Holding's stock expected returns. We can calculate the autocorrelation of Coloseum Holding returns to help us make a trade decision. For example, suppose you find that Coloseum Holding 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 |
Coloseum Holding 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 Coloseum Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coloseum Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coloseum Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Coloseum Holding Lagged Returns
When evaluating Coloseum Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coloseum Holding stock have on its future price. Coloseum Holding 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, Coloseum Holding autocorrelation shows the relationship between Coloseum Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Coloseum Holding as.
Regressed Prices |
| Timeline |
Pair Trading with Coloseum Holding
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Coloseum Holding position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Coloseum Holding will appreciate offsetting losses from the drop in the long position's value.Moving together with Coloseum Stock
| 0.61 | CEZ | Cez AS Earnings Call This Week | PairCorr |
Moving against Coloseum Stock
The ability to find closely correlated positions to Coloseum Holding could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Coloseum Holding when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Coloseum Holding - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Coloseum Holding as to buy it.
The correlation of Coloseum Holding is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Coloseum Holding moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Coloseum Holding moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Coloseum Holding can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Coloseum Stock Analysis
When running Coloseum Holding's price analysis, check to measure Coloseum Holding'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 Coloseum Holding is operating at the current time. Most of Coloseum Holding's value examination focuses on studying past and present price action to predict the probability of Coloseum Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Coloseum Holding's price. Additionally, you may evaluate how the addition of Coloseum Holding to your portfolios can decrease your overall portfolio volatility.