Clean Power (UK) Market Value
| CPH2 Stock | 6.90 0.50 7.81% |
| Symbol | Clean |
Clean Power '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 Clean Power'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 Clean Power.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Clean Power on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Clean Power Hydrogen or generate 0.0% return on investment in Clean Power over 90 days. Clean Power is related to or competes with X-FAB Silicon, Games Workshop, Eastman Chemical, GoldMining, Compagnie Plastic, Griffin Mining, and Air Products. Clean Power is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Clean Power 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 Clean Power'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 Clean Power Hydrogen upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 9.75 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 1.96 |
Clean Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clean Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clean Power's standard deviation. In reality, there are many statistical measures that can use Clean Power historical prices to predict the future Clean Power's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.75) |
Clean Power Hydrogen Backtested Returns
Clean Power Hydrogen secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21 % return per unit of standard deviation over the last 3 months. Clean Power Hydrogen exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Clean Power's mean deviation of 0.9324, and Risk Adjusted Performance of (0.18) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Clean Power's returns are expected to increase less than the market. However, during the bear market, the loss of holding Clean Power is expected to be smaller as well. At this point, Clean Power Hydrogen has a negative expected return of -0.32%. Please make sure to confirm Clean Power's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Clean Power Hydrogen performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Clean Power Hydrogen has weak predictability. Overlapping area represents the amount of predictability between Clean Power time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Clean Power Hydrogen price movement. The serial correlation of 0.23 indicates that over 23.0% of current Clean Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Clean Power Hydrogen lagged returns against current returns
Autocorrelation, which is Clean Power 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 Clean Power's stock expected returns. We can calculate the autocorrelation of Clean Power returns to help us make a trade decision. For example, suppose you find that Clean Power 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 |
Clean Power 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 Clean Power stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clean Power stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clean Power stock over time.
Current vs Lagged Prices |
| Timeline |
Clean Power Lagged Returns
When evaluating Clean Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clean Power stock have on its future price. Clean Power 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, Clean Power autocorrelation shows the relationship between Clean Power stock current value and its past values and can show if there is a momentum factor associated with investing in Clean Power Hydrogen.
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 Clean Stock Analysis
When running Clean Power's price analysis, check to measure Clean Power'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 Clean Power is operating at the current time. Most of Clean Power's value examination focuses on studying past and present price action to predict the probability of Clean Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Clean Power's price. Additionally, you may evaluate how the addition of Clean Power to your portfolios can decrease your overall portfolio volatility.