CAFCA (Zimbabwe) Market Value
| CAFCA Stock | 2,050 0.00 0.00% |
| Symbol | CAFCA |
CAFCA '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 CAFCA'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 CAFCA.
| 01/07/2023 |
| 12/27/2024 |
If you would invest 0.00 in CAFCA on January 7, 2023 and sell it all today you would earn a total of 0.00 from holding CAFCA LIMITED or generate 0.0% return on investment in CAFCA over 720 days.
CAFCA 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 CAFCA'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 CAFCA LIMITED upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1561 | |||
| Maximum Drawdown | 14.74 |
CAFCA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAFCA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAFCA's standard deviation. In reality, there are many statistical measures that can use CAFCA historical prices to predict the future CAFCA's volatility.| Risk Adjusted Performance | 0.1455 | |||
| Jensen Alpha | 0.5085 | |||
| Total Risk Alpha | 0.3431 | |||
| Treynor Ratio | (4.85) |
CAFCA LIMITED Backtested Returns
CAFCA appears to be very steady, given 3 months investment horizon. CAFCA LIMITED 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. By evaluating CAFCA's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please makes use of CAFCA's mean deviation of 1.19, and Variance of 8.72 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CAFCA holds a performance score of 17. The firm shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CAFCA are expected to decrease at a much lower rate. During the bear market, CAFCA is likely to outperform the market. Please check CAFCA's standard deviation, maximum drawdown, day median price, as well as the relationship between the information ratio and kurtosis , to make a quick decision on whether CAFCA's price patterns will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
CAFCA LIMITED has very weak reverse predictability. Overlapping area represents the amount of predictability between CAFCA time series from 7th of January 2023 to 2nd of January 2024 and 2nd of January 2024 to 27th 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 CAFCA LIMITED price movement. The serial correlation of -0.09 indicates that less than 9.0% of current CAFCA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 157.4 B |
CAFCA LIMITED lagged returns against current returns
Autocorrelation, which is CAFCA 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 CAFCA's stock expected returns. We can calculate the autocorrelation of CAFCA returns to help us make a trade decision. For example, suppose you find that CAFCA 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 |
CAFCA 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 CAFCA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAFCA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAFCA stock over time.
Current vs Lagged Prices |
| Timeline |
CAFCA Lagged Returns
When evaluating CAFCA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAFCA stock have on its future price. CAFCA 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, CAFCA autocorrelation shows the relationship between CAFCA stock current value and its past values and can show if there is a momentum factor associated with investing in CAFCA LIMITED.
Regressed Prices |
| Timeline |
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When running CAFCA's price analysis, check to measure CAFCA'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 CAFCA is operating at the current time. Most of CAFCA's value examination focuses on studying past and present price action to predict the probability of CAFCA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CAFCA's price. Additionally, you may evaluate how the addition of CAFCA to your portfolios can decrease your overall portfolio volatility.