Chicago Atlantic Bdc, Stock Market Value
| LIEN Stock | 12.07 0.09 0.74% |
| Symbol | Chicago |
Is Asset Management 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 Chicago Atlantic. If investors know Chicago 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 Chicago Atlantic listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Chicago Atlantic BDC, is measured differently than its book value, which is the value of Chicago that is recorded on the company's balance sheet. Investors also form their own opinion of Chicago Atlantic's value that differs from its market value or its book value, called intrinsic value, which is Chicago Atlantic's 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 Chicago Atlantic's market value can be influenced by many factors that don't directly affect Chicago Atlantic's 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 Chicago Atlantic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chicago Atlantic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chicago Atlantic's 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.
Chicago Atlantic '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 Chicago Atlantic'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 Chicago Atlantic.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in Chicago Atlantic on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding Chicago Atlantic BDC, or generate 0.0% return on investment in Chicago Atlantic over 30 days. Chicago Atlantic is related to or competes with Mattel, Planet Fitness, BRP, Life Time, Radcom, and Integral. Chicago Atlantic is entity of United States More
Chicago Atlantic 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 Chicago Atlantic'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 Chicago Atlantic BDC, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.1325 | |||
| Maximum Drawdown | 9.64 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 3.29 |
Chicago Atlantic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chicago Atlantic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chicago Atlantic's standard deviation. In reality, there are many statistical measures that can use Chicago Atlantic historical prices to predict the future Chicago Atlantic's volatility.| Risk Adjusted Performance | 0.1279 | |||
| Jensen Alpha | 0.2155 | |||
| Total Risk Alpha | 0.1728 | |||
| Sortino Ratio | 0.1799 | |||
| Treynor Ratio | (1.80) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Chicago Atlantic's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Chicago Atlantic BDC, Backtested Returns
Chicago Atlantic appears to be not too volatile, given 3 months investment horizon. Chicago Atlantic BDC, secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Chicago Atlantic BDC,, which you can use to evaluate the volatility of the firm. Please makes use of Chicago Atlantic's Downside Deviation of 1.06, mean deviation of 0.9547, and Risk Adjusted Performance of 0.1279 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Chicago Atlantic holds a performance score of 12. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Chicago Atlantic are expected to decrease at a much lower rate. During the bear market, Chicago Atlantic is likely to outperform the market. Please check Chicago Atlantic's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Chicago Atlantic's price patterns will revert.
Auto-correlation | 0.56 |
Modest predictability
Chicago Atlantic BDC, has modest predictability. Overlapping area represents the amount of predictability between Chicago Atlantic time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th 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 Chicago Atlantic BDC, price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Chicago Atlantic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Chicago Atlantic BDC, lagged returns against current returns
Autocorrelation, which is Chicago Atlantic 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 Chicago Atlantic's stock expected returns. We can calculate the autocorrelation of Chicago Atlantic returns to help us make a trade decision. For example, suppose you find that Chicago Atlantic 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 |
Chicago Atlantic 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 Chicago Atlantic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chicago Atlantic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chicago Atlantic stock over time.
Current vs Lagged Prices |
| Timeline |
Chicago Atlantic Lagged Returns
When evaluating Chicago Atlantic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chicago Atlantic stock have on its future price. Chicago Atlantic 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, Chicago Atlantic autocorrelation shows the relationship between Chicago Atlantic stock current value and its past values and can show if there is a momentum factor associated with investing in Chicago Atlantic BDC,.
Regressed Prices |
| Timeline |
Pair Trading with Chicago Atlantic
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 Chicago Atlantic 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 Chicago Atlantic will appreciate offsetting losses from the drop in the long position's value.Moving against Chicago Stock
| 0.47 | ARES-PB | Ares Management Corp | PairCorr |
| 0.4 | BCGWW | Binah Capital Group, | PairCorr |
| 0.36 | GGN-PB | GAMCO Global Gold | PairCorr |
| 0.32 | OAK-PB | Oaktree Capital Group Potential Growth | PairCorr |
| 0.31 | OCCIM | OFS Credit , | PairCorr |
The ability to find closely correlated positions to Chicago Atlantic could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Chicago Atlantic 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 Chicago Atlantic - 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 Chicago Atlantic BDC, to buy it.
The correlation of Chicago Atlantic 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 Chicago Atlantic moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Chicago Atlantic BDC, 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 Chicago Atlantic 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 Chicago Atlantic Correlation, Chicago Atlantic Volatility and Chicago Atlantic Alpha and Beta module to complement your research on Chicago Atlantic. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Chicago Atlantic 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.