Clearwater Analytics Holdings Stock Market Value
| CWAN Stock | USD 26.91 0.51 1.93% |
| Symbol | Clearwater |
Clearwater Analytics Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Clearwater Analytics. If investors know Clearwater will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Clearwater Analytics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 1.68 | Revenue Per Share | Quarterly Revenue Growth 0.277 | Return On Assets | Return On Equity |
The market value of Clearwater Analytics is measured differently than its book value, which is the value of Clearwater that is recorded on the company's balance sheet. Investors also form their own opinion of Clearwater Analytics' value that differs from its market value or its book value, called intrinsic value, which is Clearwater Analytics' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Clearwater Analytics' market value can be influenced by many factors that don't directly affect Clearwater Analytics' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Clearwater Analytics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Clearwater Analytics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Clearwater Analytics' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Clearwater Analytics '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 Clearwater Analytics' 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 Clearwater Analytics.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Clearwater Analytics on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Clearwater Analytics Holdings or generate 0.0% return on investment in Clearwater Analytics over 90 days. Clearwater Analytics is related to or competes with Paylocity Holdng, Alkami Technology, Expensify, Paycor HCM, Procore Technologies, Descartes Systems, and Enfusion. Clearwater Analytics Holdings, Inc. develops and provides a Software-as-a-Service solution for automated investment data... More
Clearwater Analytics 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 Clearwater Analytics' 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 Clearwater Analytics Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.32 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 3.61 |
Clearwater Analytics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clearwater Analytics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clearwater Analytics' standard deviation. In reality, there are many statistical measures that can use Clearwater Analytics historical prices to predict the future Clearwater Analytics' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.1871 | |||
| Treynor Ratio | (0.19) |
Clearwater Analytics Backtested Returns
Clearwater Analytics secures Sharpe Ratio (or Efficiency) of -0.0491, which signifies that the company had a -0.0491 % return per unit of standard deviation over the last 3 months. Clearwater Analytics Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Clearwater Analytics' risk adjusted performance of (0.03), and Mean Deviation of 1.86 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Clearwater Analytics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Clearwater Analytics is expected to be smaller as well. At this point, Clearwater Analytics has a negative expected return of -0.13%. Please make sure to confirm Clearwater Analytics' value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if Clearwater Analytics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Clearwater Analytics Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Clearwater Analytics time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Clearwater Analytics price movement. The serial correlation of -0.22 indicates that over 22.0% of current Clearwater Analytics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Clearwater Analytics lagged returns against current returns
Autocorrelation, which is Clearwater Analytics 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 Clearwater Analytics' stock expected returns. We can calculate the autocorrelation of Clearwater Analytics returns to help us make a trade decision. For example, suppose you find that Clearwater Analytics 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 |
Clearwater Analytics 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 Clearwater Analytics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clearwater Analytics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clearwater Analytics stock over time.
Current vs Lagged Prices |
| Timeline |
Clearwater Analytics Lagged Returns
When evaluating Clearwater Analytics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clearwater Analytics stock have on its future price. Clearwater Analytics 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, Clearwater Analytics autocorrelation shows the relationship between Clearwater Analytics stock current value and its past values and can show if there is a momentum factor associated with investing in Clearwater Analytics Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Clearwater Analytics
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Clearwater Analytics position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Clearwater Analytics will appreciate offsetting losses from the drop in the long position's value.Moving together with Clearwater Stock
Moving against Clearwater Stock
The ability to find closely correlated positions to Clearwater Analytics could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Clearwater Analytics when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Clearwater Analytics - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Clearwater Analytics Holdings to buy it.
The correlation of Clearwater Analytics is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Clearwater Analytics moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Clearwater Analytics moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Clearwater Analytics can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Clearwater Analytics Correlation, Clearwater Analytics Volatility and Clearwater Analytics Alpha and Beta module to complement your research on Clearwater Analytics. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Clearwater Analytics technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.