Catalent (Germany) Market Value
| 0C8 Stock | EUR 59.93 0.29 0.48% |
| Symbol | Catalent |
Catalent '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 Catalent'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 Catalent.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in Catalent on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Catalent or generate 0.0% return on investment in Catalent over 180 days. Catalent is related to or competes with Zoetis, Takeda Pharmaceutical, Eisai, Shionogi, Teva Pharmaceutical, and Ipsen SA. Catalent, Inc. provides delivery technologies and development solutions for drugs, biologics, and consumer and animal he... More
Catalent 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 Catalent'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 Catalent upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6043 | |||
| Information Ratio | 0.149 | |||
| Maximum Drawdown | 5.51 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.77 |
Catalent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalent's standard deviation. In reality, there are many statistical measures that can use Catalent historical prices to predict the future Catalent's volatility.| Risk Adjusted Performance | 0.1486 | |||
| Jensen Alpha | 0.1485 | |||
| Total Risk Alpha | 0.1256 | |||
| Sortino Ratio | 0.2108 | |||
| Treynor Ratio | 3.0 |
Catalent Backtested Returns
At this point, Catalent is very steady. Catalent secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalent, which you can use to evaluate the volatility of the firm. Please confirm Catalent's Downside Deviation of 0.6043, risk adjusted performance of 0.1486, and Mean Deviation of 0.5823 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Catalent has a performance score of 17 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0499, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalent's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalent is expected to be smaller as well. Catalent right now shows a risk of 0.83%. Please confirm Catalent information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Catalent will be following its price patterns.
Auto-correlation | 0.37 |
Below average predictability
Catalent has below average predictability. Overlapping area represents the amount of predictability between Catalent time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd 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 Catalent price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Catalent price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 4.11 |
Catalent lagged returns against current returns
Autocorrelation, which is Catalent 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 Catalent's stock expected returns. We can calculate the autocorrelation of Catalent returns to help us make a trade decision. For example, suppose you find that Catalent 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 |
Catalent 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 Catalent stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalent stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalent stock over time.
Current vs Lagged Prices |
| Timeline |
Catalent Lagged Returns
When evaluating Catalent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalent stock have on its future price. Catalent 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, Catalent autocorrelation shows the relationship between Catalent stock current value and its past values and can show if there is a momentum factor associated with investing in Catalent.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Catalent Stock
When determining whether Catalent is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Catalent Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Catalent Stock. Highlighted below are key reports to facilitate an investment decision about Catalent Stock:Check out Catalent Correlation, Catalent Volatility and Catalent Alpha and Beta module to complement your research on Catalent. For more detail on how to invest in Catalent Stock please use our How to Invest in Catalent guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Catalent 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.