CLOUDFLARE INC (Germany) Market Value
| 8CF Stock | EUR 109.08 4.78 4.58% |
| Symbol | CLOUDFLARE |
CLOUDFLARE INC '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 CLOUDFLARE INC'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 CLOUDFLARE INC.
| 11/28/2023 |
| 12/22/2024 |
If you would invest 0.00 in CLOUDFLARE INC on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding CLOUDFLARE INC A or generate 0.0% return on investment in CLOUDFLARE INC over 390 days. CLOUDFLARE INC is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
CLOUDFLARE INC 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 CLOUDFLARE INC'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 CLOUDFLARE INC A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | 0.2272 | |||
| Maximum Drawdown | 14.21 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 5.46 |
CLOUDFLARE INC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CLOUDFLARE INC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CLOUDFLARE INC's standard deviation. In reality, there are many statistical measures that can use CLOUDFLARE INC historical prices to predict the future CLOUDFLARE INC's volatility.| Risk Adjusted Performance | 0.1959 | |||
| Jensen Alpha | 0.6877 | |||
| Total Risk Alpha | 0.6109 | |||
| Sortino Ratio | 0.2662 | |||
| Treynor Ratio | 2.55 |
CLOUDFLARE INC A Backtested Returns
CLOUDFLARE INC appears to be very steady, given 3 months investment horizon. CLOUDFLARE INC A 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. By reviewing CLOUDFLARE INC's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of CLOUDFLARE INC's risk adjusted performance of 0.1959, and Mean Deviation of 2.21 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CLOUDFLARE INC holds a performance score of 15. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CLOUDFLARE INC's returns are expected to increase less than the market. However, during the bear market, the loss of holding CLOUDFLARE INC is expected to be smaller as well. Please check CLOUDFLARE INC's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether CLOUDFLARE INC's price patterns will revert.
Auto-correlation | -0.51 |
Good reverse predictability
CLOUDFLARE INC A has good reverse predictability. Overlapping area represents the amount of predictability between CLOUDFLARE INC time series from 28th of November 2023 to 10th of June 2024 and 10th of June 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 CLOUDFLARE INC A price movement. The serial correlation of -0.51 indicates that about 51.0% of current CLOUDFLARE INC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 100.62 |
CLOUDFLARE INC A lagged returns against current returns
Autocorrelation, which is CLOUDFLARE INC 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 CLOUDFLARE INC's stock expected returns. We can calculate the autocorrelation of CLOUDFLARE INC returns to help us make a trade decision. For example, suppose you find that CLOUDFLARE INC 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 |
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CLOUDFLARE INC 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 CLOUDFLARE INC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CLOUDFLARE INC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CLOUDFLARE INC stock over time.
Current vs Lagged Prices |
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CLOUDFLARE INC Lagged Returns
When evaluating CLOUDFLARE INC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CLOUDFLARE INC stock have on its future price. CLOUDFLARE INC 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, CLOUDFLARE INC autocorrelation shows the relationship between CLOUDFLARE INC stock current value and its past values and can show if there is a momentum factor associated with investing in CLOUDFLARE INC A.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for CLOUDFLARE Stock Analysis
When running CLOUDFLARE INC's price analysis, check to measure CLOUDFLARE INC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CLOUDFLARE INC is operating at the current time. Most of CLOUDFLARE INC's value examination focuses on studying past and present price action to predict the probability of CLOUDFLARE INC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CLOUDFLARE INC's price. Additionally, you may evaluate how the addition of CLOUDFLARE INC to your portfolios can decrease your overall portfolio volatility.