CVW CLEANTECH (Germany) Market Value
| TMD0 Stock | 0.55 0.01 1.79% |
| Symbol | CVW |
CVW CLEANTECH '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 CVW CLEANTECH'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 CVW CLEANTECH.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in CVW CLEANTECH on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding CVW CLEANTECH INC or generate 0.0% return on investment in CVW CLEANTECH over 720 days. CVW CLEANTECH is related to or competes with Medical Properties, Genertec Universal, Genscript Biotech, Akamai Technologies, Diamyd Medical, Japan Medical, and Inspire Medical. More
CVW CLEANTECH 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 CVW CLEANTECH'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 CVW CLEANTECH INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.09 | |||
| Information Ratio | (0.0009) | |||
| Maximum Drawdown | 19.11 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 3.64 |
CVW CLEANTECH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CVW CLEANTECH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CVW CLEANTECH's standard deviation. In reality, there are many statistical measures that can use CVW CLEANTECH historical prices to predict the future CVW CLEANTECH's volatility.| Risk Adjusted Performance | 0.0097 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.0008) | |||
| Treynor Ratio | (0) |
CVW CLEANTECH INC Backtested Returns
At this point, CVW CLEANTECH is abnormally volatile. CVW CLEANTECH INC secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for CVW CLEANTECH INC, which you can use to evaluate the volatility of the firm. Please confirm CVW CLEANTECH's mean deviation of 1.97, and Risk Adjusted Performance of 0.0097 to double-check if the risk estimate we provide is consistent with the expected return of 0.0088%. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CVW CLEANTECH's returns are expected to increase less than the market. However, during the bear market, the loss of holding CVW CLEANTECH is expected to be smaller as well. CVW CLEANTECH INC presently shows a risk of 2.84%. Please confirm CVW CLEANTECH INC maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to decide if CVW CLEANTECH INC will be following its price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
CVW CLEANTECH INC has good reverse predictability. Overlapping area represents the amount of predictability between CVW CLEANTECH time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th 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 CVW CLEANTECH INC price movement. The serial correlation of -0.54 indicates that about 54.0% of current CVW CLEANTECH price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
CVW CLEANTECH INC lagged returns against current returns
Autocorrelation, which is CVW CLEANTECH 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 CVW CLEANTECH's stock expected returns. We can calculate the autocorrelation of CVW CLEANTECH returns to help us make a trade decision. For example, suppose you find that CVW CLEANTECH 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 |
CVW CLEANTECH 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 CVW CLEANTECH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CVW CLEANTECH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CVW CLEANTECH stock over time.
Current vs Lagged Prices |
| Timeline |
CVW CLEANTECH Lagged Returns
When evaluating CVW CLEANTECH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CVW CLEANTECH stock have on its future price. CVW CLEANTECH 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, CVW CLEANTECH autocorrelation shows the relationship between CVW CLEANTECH stock current value and its past values and can show if there is a momentum factor associated with investing in CVW CLEANTECH INC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CVW Stock
CVW CLEANTECH financial ratios help investors to determine whether CVW 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 CVW with respect to the benefits of owning CVW CLEANTECH security.