COLUMBIA SPORTSWEAR (Germany) Market Value
| CUW Stock | EUR 72.50 1.50 2.03% |
| Symbol | COLUMBIA |
COLUMBIA SPORTSWEAR '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 COLUMBIA SPORTSWEAR'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 COLUMBIA SPORTSWEAR.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in COLUMBIA SPORTSWEAR on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding COLUMBIA SPORTSWEAR or generate 0.0% return on investment in COLUMBIA SPORTSWEAR over 90 days. COLUMBIA SPORTSWEAR is related to or competes with RYANAIR HLDGS, Norwegian Air, NAGOYA RAILROAD, COPLAND ROAD, Altair Engineering, Gold Road, and Westinghouse Air. More
COLUMBIA SPORTSWEAR 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 COLUMBIA SPORTSWEAR'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 COLUMBIA SPORTSWEAR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 12.72 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.09 |
COLUMBIA SPORTSWEAR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COLUMBIA SPORTSWEAR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COLUMBIA SPORTSWEAR's standard deviation. In reality, there are many statistical measures that can use COLUMBIA SPORTSWEAR historical prices to predict the future COLUMBIA SPORTSWEAR's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | 0.0549 | |||
| Treynor Ratio | 1.38 |
COLUMBIA SPORTSWEAR Backtested Returns
COLUMBIA SPORTSWEAR secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1 % return per unit of return volatility over the last 3 months. COLUMBIA SPORTSWEAR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm COLUMBIA SPORTSWEAR's Risk Adjusted Performance of (0.08), mean deviation of 1.28, and Coefficient Of Variation of (1,063) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning COLUMBIA SPORTSWEAR are expected to decrease at a much lower rate. During the bear market, COLUMBIA SPORTSWEAR is likely to outperform the market. At this point, COLUMBIA SPORTSWEAR has a negative expected return of -0.22%. Please make sure to confirm COLUMBIA SPORTSWEAR's potential upside, and the relationship between the jensen alpha and daily balance of power , to decide if COLUMBIA SPORTSWEAR performance from the past will be repeated in the future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
COLUMBIA SPORTSWEAR has insignificant reverse predictability. Overlapping area represents the amount of predictability between COLUMBIA SPORTSWEAR 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 COLUMBIA SPORTSWEAR price movement. The serial correlation of -0.19 indicates that over 19.0% of current COLUMBIA SPORTSWEAR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 18.6 |
COLUMBIA SPORTSWEAR lagged returns against current returns
Autocorrelation, which is COLUMBIA SPORTSWEAR 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 COLUMBIA SPORTSWEAR's stock expected returns. We can calculate the autocorrelation of COLUMBIA SPORTSWEAR returns to help us make a trade decision. For example, suppose you find that COLUMBIA SPORTSWEAR 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 |
COLUMBIA SPORTSWEAR 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 COLUMBIA SPORTSWEAR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COLUMBIA SPORTSWEAR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COLUMBIA SPORTSWEAR stock over time.
Current vs Lagged Prices |
| Timeline |
COLUMBIA SPORTSWEAR Lagged Returns
When evaluating COLUMBIA SPORTSWEAR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COLUMBIA SPORTSWEAR stock have on its future price. COLUMBIA SPORTSWEAR 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, COLUMBIA SPORTSWEAR autocorrelation shows the relationship between COLUMBIA SPORTSWEAR stock current value and its past values and can show if there is a momentum factor associated with investing in COLUMBIA SPORTSWEAR.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for COLUMBIA Stock Analysis
When running COLUMBIA SPORTSWEAR's price analysis, check to measure COLUMBIA SPORTSWEAR'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 COLUMBIA SPORTSWEAR is operating at the current time. Most of COLUMBIA SPORTSWEAR's value examination focuses on studying past and present price action to predict the probability of COLUMBIA SPORTSWEAR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move COLUMBIA SPORTSWEAR's price. Additionally, you may evaluate how the addition of COLUMBIA SPORTSWEAR to your portfolios can decrease your overall portfolio volatility.