Computershare (Australia) Market Value
| CPU Stock | 37.54 0.15 0.40% |
| Symbol | Computershare |
Computershare '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 Computershare'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 Computershare.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Computershare on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Computershare or generate 0.0% return on investment in Computershare over 90 days. Computershare is related to or competes with Argo Investments, Centuria Industrial, Aurelia Metals, Alternative Investment, 29Metals, and Kip McGrath. Computershare is entity of Australia. It is traded as Stock on AU exchange. More
Computershare 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 Computershare'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 Computershare upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.1345 | |||
| Maximum Drawdown | 19.08 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 1.83 |
Computershare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Computershare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Computershare's standard deviation. In reality, there are many statistical measures that can use Computershare historical prices to predict the future Computershare's volatility.| Risk Adjusted Performance | 0.087 | |||
| Total Risk Alpha | 0.5055 | |||
| Sortino Ratio | 0.2025 |
Computershare Backtested Returns
Computershare appears to be very steady, given 3 months investment horizon. Computershare secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Computershare, which you can use to evaluate the volatility of the firm. Please makes use of Computershare's Semi Deviation of 1.38, risk adjusted performance of 0.087, and Coefficient Of Variation of 1079.19 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Computershare holds a performance score of 8. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Computershare are completely uncorrelated. Please check Computershare's sortino ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to make a quick decision on whether Computershare's price patterns will revert.
Auto-correlation | 0.34 |
Below average predictability
Computershare has below average predictability. Overlapping area represents the amount of predictability between Computershare 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 Computershare price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Computershare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 9.41 |
Computershare lagged returns against current returns
Autocorrelation, which is Computershare 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 Computershare's stock expected returns. We can calculate the autocorrelation of Computershare returns to help us make a trade decision. For example, suppose you find that Computershare 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 |
Computershare 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 Computershare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Computershare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Computershare stock over time.
Current vs Lagged Prices |
| Timeline |
Computershare Lagged Returns
When evaluating Computershare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Computershare stock have on its future price. Computershare 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, Computershare autocorrelation shows the relationship between Computershare stock current value and its past values and can show if there is a momentum factor associated with investing in Computershare.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Computershare Stock Analysis
When running Computershare's price analysis, check to measure Computershare'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 Computershare is operating at the current time. Most of Computershare's value examination focuses on studying past and present price action to predict the probability of Computershare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Computershare's price. Additionally, you may evaluate how the addition of Computershare to your portfolios can decrease your overall portfolio volatility.