Caisse Rgionale (France) Market Value
| CAF Stock | EUR 58.66 0.99 1.66% |
| Symbol | Caisse |
Caisse Rgionale '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 Caisse Rgionale'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 Caisse Rgionale.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Caisse Rgionale on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Caisse Rgionale de or generate 0.0% return on investment in Caisse Rgionale over 720 days. Caisse Rgionale is related to or competes with Caisse Regionale, Caisse Regionale, Caisse Rgionale, Manitou BF, Ossiam Minimum, Ekinops SA, and Orapi SA. Caisse Rgionale de Crdit Agricole Mutuel de Paris et dIle-de-France operates as a cooperative bank that provides a range... More
Caisse Rgionale 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 Caisse Rgionale'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 Caisse Rgionale de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.24 |
Caisse Rgionale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caisse Rgionale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caisse Rgionale's standard deviation. In reality, there are many statistical measures that can use Caisse Rgionale historical prices to predict the future Caisse Rgionale's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 0.2982 |
Caisse Rgionale de Backtested Returns
Caisse Rgionale de secures Sharpe Ratio (or Efficiency) of -0.0318, which signifies that the company had a -0.0318% return per unit of risk over the last 3 months. Caisse Rgionale de exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Caisse Rgionale's Standard Deviation of 0.8951, risk adjusted performance of (0.06), and Mean Deviation of 0.644 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Caisse Rgionale are expected to decrease at a much lower rate. During the bear market, Caisse Rgionale is likely to outperform the market. At this point, Caisse Rgionale de has a negative expected return of -0.0275%. Please make sure to confirm Caisse Rgionale's value at risk, accumulation distribution, and the relationship between the treynor ratio and skewness , to decide if Caisse Rgionale de performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.14 |
Insignificant predictability
Caisse Rgionale de has insignificant predictability. Overlapping area represents the amount of predictability between Caisse Rgionale time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Caisse Rgionale de price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Caisse Rgionale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 8.43 |
Caisse Rgionale de lagged returns against current returns
Autocorrelation, which is Caisse Rgionale 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 Caisse Rgionale's stock expected returns. We can calculate the autocorrelation of Caisse Rgionale returns to help us make a trade decision. For example, suppose you find that Caisse Rgionale 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 |
Caisse Rgionale 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 Caisse Rgionale stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caisse Rgionale stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caisse Rgionale stock over time.
Current vs Lagged Prices |
| Timeline |
Caisse Rgionale Lagged Returns
When evaluating Caisse Rgionale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caisse Rgionale stock have on its future price. Caisse Rgionale 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, Caisse Rgionale autocorrelation shows the relationship between Caisse Rgionale stock current value and its past values and can show if there is a momentum factor associated with investing in Caisse Rgionale de.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Caisse Stock
Caisse Rgionale financial ratios help investors to determine whether Caisse 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 Caisse with respect to the benefits of owning Caisse Rgionale security.