CLUB DE's market value is the price at which a share of CLUB DE trades on a public exchange. It measures the collective expectations of CLUB DE FUTBINTERC investors about its performance. CLUB DE is trading at 0.38 as of the 19th of December 2024. This is a 7.32% down since the beginning of the trading day. The stock's lowest day price was 0.38. With this module, you can estimate the performance of a buy and hold strategy of CLUB DE FUTBINTERC and determine expected loss or profit from investing in CLUB DE over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
CLUB
CLUB DE '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 CLUB DE'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 CLUB DE.
0.00
11/19/2024
No Change 0.00
0.0
In 31 days
12/19/2024
0.00
If you would invest 0.00 in CLUB DE on November 19, 2024 and sell it all today you would earn a total of 0.00 from holding CLUB DE FUTBINTERC or generate 0.0% return on investment in CLUB DE over 30 days.
CLUB DE 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 CLUB DE'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 CLUB DE FUTBINTERC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CLUB DE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CLUB DE's standard deviation. In reality, there are many statistical measures that can use CLUB DE historical prices to predict the future CLUB DE's volatility.
CLUB DE appears to be out of control, given 3 months investment horizon. CLUB DE FUTBINTERC secures Sharpe Ratio (or Efficiency) of 0.0199, which signifies that the company had a 0.0199% return per unit of volatility over the last 3 months. We have found twenty-one technical indicators for CLUB DE FUTBINTERC, which you can use to evaluate the volatility of the firm. Please makes use of CLUB DE's risk adjusted performance of (0.0002), and Mean Deviation of 9.24 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CLUB DE holds a performance score of 1. The firm shows a Beta (market volatility) of -5.01, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CLUB DE are expected to decrease by larger amounts. On the other hand, during market turmoil, CLUB DE is expected to outperform it. Please check CLUB DE's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to make a quick decision on whether CLUB DE's price patterns will revert.
Auto-correlation
-0.75
Almost perfect reverse predictability
CLUB DE FUTBINTERC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between CLUB DE time series from 19th of November 2024 to 4th of December 2024 and 4th of December 2024 to 19th 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 CLUB DE FUTBINTERC price movement. The serial correlation of -0.75 indicates that around 75.0% of current CLUB DE price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.75
Spearman Rank Test
-0.78
Residual Average
0.0
Price Variance
0.0
CLUB DE FUTBINTERC lagged returns against current returns
Autocorrelation, which is CLUB DE 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 CLUB DE's stock expected returns. We can calculate the autocorrelation of CLUB DE returns to help us make a trade decision. For example, suppose you find that CLUB DE 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
CLUB DE 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 CLUB DE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CLUB DE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CLUB DE stock over time.
Current vs Lagged Prices
Timeline
CLUB DE Lagged Returns
When evaluating CLUB DE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CLUB DE stock have on its future price. CLUB DE 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, CLUB DE autocorrelation shows the relationship between CLUB DE stock current value and its past values and can show if there is a momentum factor associated with investing in CLUB DE FUTBINTERC.