Carlo Gavazzi (Switzerland) Market Value
| GAV Stock | CHF 216.00 1.00 0.46% |
| Symbol | Carlo |
Carlo Gavazzi '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 Carlo Gavazzi'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 Carlo Gavazzi.
| 03/09/2023 |
| 02/26/2025 |
If you would invest 0.00 in Carlo Gavazzi on March 9, 2023 and sell it all today you would earn a total of 0.00 from holding Carlo Gavazzi Holding or generate 0.0% return on investment in Carlo Gavazzi over 720 days. Carlo Gavazzi is related to or competes with Bucher Industries, Burkhalter Holding, Mobilezone, Also Holding, and Implenia. Carlo Gavazzi Holding AG, together with its subsidiaries, designs, manufactures, and markets electronic control componen... More
Carlo Gavazzi 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 Carlo Gavazzi'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 Carlo Gavazzi Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | 0.0781 | |||
| Maximum Drawdown | 9.61 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 2.65 |
Carlo Gavazzi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlo Gavazzi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlo Gavazzi's standard deviation. In reality, there are many statistical measures that can use Carlo Gavazzi historical prices to predict the future Carlo Gavazzi's volatility.| Risk Adjusted Performance | 0.0693 | |||
| Jensen Alpha | 0.1571 | |||
| Total Risk Alpha | 0.1427 | |||
| Sortino Ratio | 0.0658 | |||
| Treynor Ratio | (0.57) |
Carlo Gavazzi Holding Backtested Returns
At this stage we consider Carlo Stock to be very steady. Carlo Gavazzi Holding 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 thirty technical indicators for Carlo Gavazzi Holding, which you can use to evaluate the volatility of the firm. Please confirm Carlo Gavazzi's Mean Deviation of 1.3, risk adjusted performance of 0.0693, and Downside Deviation of 2.29 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Carlo Gavazzi has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Carlo Gavazzi are expected to decrease at a much lower rate. During the bear market, Carlo Gavazzi is likely to outperform the market. Carlo Gavazzi Holding right now shows a risk of 1.77%. Please confirm Carlo Gavazzi Holding maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Carlo Gavazzi Holding will be following its price patterns.
Auto-correlation | 0.33 |
Below average predictability
Carlo Gavazzi Holding has below average predictability. Overlapping area represents the amount of predictability between Carlo Gavazzi time series from 9th of March 2023 to 3rd of March 2024 and 3rd of March 2024 to 26th of February 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 Carlo Gavazzi Holding price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Carlo Gavazzi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 1919.5 |
Carlo Gavazzi Holding lagged returns against current returns
Autocorrelation, which is Carlo Gavazzi 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 Carlo Gavazzi's stock expected returns. We can calculate the autocorrelation of Carlo Gavazzi returns to help us make a trade decision. For example, suppose you find that Carlo Gavazzi 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 |
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Carlo Gavazzi 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 Carlo Gavazzi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlo Gavazzi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlo Gavazzi stock over time.
Current vs Lagged Prices |
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Carlo Gavazzi Lagged Returns
When evaluating Carlo Gavazzi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlo Gavazzi stock have on its future price. Carlo Gavazzi 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, Carlo Gavazzi autocorrelation shows the relationship between Carlo Gavazzi stock current value and its past values and can show if there is a momentum factor associated with investing in Carlo Gavazzi Holding.
Regressed Prices |
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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.Additional Tools for Carlo Stock Analysis
When running Carlo Gavazzi's price analysis, check to measure Carlo Gavazzi'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 Carlo Gavazzi is operating at the current time. Most of Carlo Gavazzi's value examination focuses on studying past and present price action to predict the probability of Carlo Gavazzi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Carlo Gavazzi's price. Additionally, you may evaluate how the addition of Carlo Gavazzi to your portfolios can decrease your overall portfolio volatility.