Computershare (Germany) Market Value
| QCH Stock | EUR 25.20 0.20 0.79% |
| Symbol | Computershare |
Computershare '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 Computershare'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 Computershare.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Computershare on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Computershare Limited or generate 0.0% return on investment in Computershare over 30 days. Computershare is related to or competes with Linedata Services, BJs Restaurants, SILVER BULLET, TERADATA, WT OFFSHORE, PLAYWAY SA, and PLAYTECH. Computershare Limited provides issuer service, mortgage service, employee equity plans, communication, business, stakeho... More
Computershare 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 Computershare'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 Computershare Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.1873 | |||
| Maximum Drawdown | 18.78 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 2.62 |
Computershare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Computershare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Computershare's standard deviation. In reality, there are many statistical measures that can use Computershare historical prices to predict the future Computershare's volatility.| Risk Adjusted Performance | 0.1491 | |||
| Jensen Alpha | 0.4702 | |||
| Total Risk Alpha | 0.4552 | |||
| Sortino Ratio | 0.2282 | |||
| Treynor Ratio | 1.28 |
Computershare Limited Backtested Returns
Computershare appears to be very steady, given 3 months investment horizon. Computershare Limited secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Computershare Limited, which you can use to evaluate the volatility of the firm. Please makes use of Computershare's Risk Adjusted Performance of 0.1491, downside deviation of 2.05, and Mean Deviation of 1.51 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Computershare holds a performance score of 15. The firm shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Computershare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Computershare is expected to be smaller as well. Please check Computershare's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Computershare's price patterns will revert.
Auto-correlation | 0.24 |
Weak predictability
Computershare Limited has weak predictability. Overlapping area represents the amount of predictability between Computershare time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 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 Computershare Limited price movement. The serial correlation of 0.24 indicates that over 24.0% of current Computershare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
Computershare Limited lagged returns against current returns
Autocorrelation, which is Computershare 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 Computershare's stock expected returns. We can calculate the autocorrelation of Computershare returns to help us make a trade decision. For example, suppose you find that Computershare 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 |
Computershare 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 Computershare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Computershare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Computershare stock over time.
Current vs Lagged Prices |
| Timeline |
Computershare Lagged Returns
When evaluating Computershare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Computershare stock have on its future price. Computershare 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, Computershare autocorrelation shows the relationship between Computershare stock current value and its past values and can show if there is a momentum factor associated with investing in Computershare Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Computershare Stock
Computershare financial ratios help investors to determine whether Computershare Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Computershare with respect to the benefits of owning Computershare security.