CT Private (UK) Market Value
| CTPE Etf | 480.00 4.00 0.84% |
| Symbol | CTPE |
CT Private '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 CT Private's etf 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 CT Private.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in CT Private on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding CT Private Equity or generate 0.0% return on investment in CT Private over 480 days. CT Private is related to or competes with IShares MSCI, Amundi EUR, IShares JP, Xtrackers MSCI, and Lyxor Smart. CT Private is entity of United Kingdom. It is traded as Etf on LSE exchange. More
CT Private 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 CT Private's etf 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 CT Private Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.029 | |||
| Maximum Drawdown | 6.41 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.79 |
CT Private Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CT Private's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CT Private's standard deviation. In reality, there are many statistical measures that can use CT Private historical prices to predict the future CT Private's volatility.| Risk Adjusted Performance | 0.0944 | |||
| Jensen Alpha | 0.165 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0293 | |||
| Treynor Ratio | (1.37) |
CT Private Equity Backtested Returns
Currently, CT Private Equity is very steady. CT Private Equity retains Efficiency (Sharpe Ratio) of 0.0937, which signifies that the etf had a 0.0937% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for CT Private, which you can use to evaluate the volatility of the entity. Please confirm CT Private's Market Risk Adjusted Performance of (1.36), standard deviation of 1.3, and Coefficient Of Variation of 802.75 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The etf owns a Beta (Systematic Risk) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CT Private are expected to decrease at a much lower rate. During the bear market, CT Private is likely to outperform the market.
Auto-correlation | 0.05 |
Virtually no predictability
CT Private Equity has virtually no predictability. Overlapping area represents the amount of predictability between CT Private time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CT Private Equity price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current CT Private price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 113.94 |
CT Private Equity lagged returns against current returns
Autocorrelation, which is CT Private etf'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 CT Private's etf expected returns. We can calculate the autocorrelation of CT Private returns to help us make a trade decision. For example, suppose you find that CT Private has exhibited high autocorrelation historically, and you observe that the etf 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 |
CT Private 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 CT Private etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CT Private etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CT Private etf over time.
Current vs Lagged Prices |
| Timeline |
CT Private Lagged Returns
When evaluating CT Private's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CT Private etf have on its future price. CT Private 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, CT Private autocorrelation shows the relationship between CT Private etf current value and its past values and can show if there is a momentum factor associated with investing in CT Private Equity.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in CTPE Etf
CT Private financial ratios help investors to determine whether CTPE Etf 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 CTPE with respect to the benefits of owning CT Private security.