CVC Capital (Netherlands) Market Value
| CVC Stock | 21.82 0.45 2.02% |
| Symbol | CVC |
CVC Capital '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 CVC Capital'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 CVC Capital.
| 12/27/2022 |
| 12/16/2024 |
If you would invest 0.00 in CVC Capital on December 27, 2022 and sell it all today you would earn a total of 0.00 from holding CVC Capital Partners or generate 0.0% return on investment in CVC Capital over 720 days.
CVC Capital 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 CVC Capital'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 CVC Capital Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.042 | |||
| Maximum Drawdown | 10.6 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 3.94 |
CVC Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CVC Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CVC Capital's standard deviation. In reality, there are many statistical measures that can use CVC Capital historical prices to predict the future CVC Capital's volatility.| Risk Adjusted Performance | 0.074 | |||
| Jensen Alpha | 0.1093 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0499 | |||
| Treynor Ratio | 0.2474 |
CVC Capital Partners Backtested Returns
Currently, CVC Capital Partners is very steady. CVC Capital Partners retains Efficiency (Sharpe Ratio) of 0.0803, which signifies that the company had a 0.0803% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CVC Capital, which you can use to evaluate the volatility of the firm. Please confirm CVC Capital's market risk adjusted performance of 0.2574, and Coefficient Of Variation of 1069.93 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. CVC Capital has a performance score of 6 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CVC Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding CVC Capital is expected to be smaller as well. CVC Capital Partners now owns a risk of 1.95%. Please confirm CVC Capital Partners mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if CVC Capital Partners will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
CVC Capital Partners has no correlation between past and present. Overlapping area represents the amount of predictability between CVC Capital time series from 27th of December 2022 to 22nd of December 2023 and 22nd of December 2023 to 16th 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 CVC Capital Partners price movement. The serial correlation of 0.0 indicates that just 0.0% of current CVC Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CVC Capital Partners lagged returns against current returns
Autocorrelation, which is CVC Capital 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 CVC Capital's stock expected returns. We can calculate the autocorrelation of CVC Capital returns to help us make a trade decision. For example, suppose you find that CVC Capital 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 |
CVC Capital 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 CVC Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CVC Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CVC Capital stock over time.
Current vs Lagged Prices |
| Timeline |
CVC Capital Lagged Returns
When evaluating CVC Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CVC Capital stock have on its future price. CVC Capital 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, CVC Capital autocorrelation shows the relationship between CVC Capital stock current value and its past values and can show if there is a momentum factor associated with investing in CVC Capital Partners.
Regressed Prices |
| Timeline |
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Additional Tools for CVC Stock Analysis
When running CVC Capital's price analysis, check to measure CVC Capital'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 CVC Capital is operating at the current time. Most of CVC Capital's value examination focuses on studying past and present price action to predict the probability of CVC Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CVC Capital's price. Additionally, you may evaluate how the addition of CVC Capital to your portfolios can decrease your overall portfolio volatility.