Carlyle Group Stock Market Value
| CG Stock | USD 53.23 0.53 1.01% |
| Symbol | Carlyle |
Carlyle Group Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Carlyle. If investors know Carlyle will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Carlyle listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 6.409 | Dividend Share 1.4 | Earnings Share 0.3 | Revenue Per Share 12.899 | Quarterly Revenue Growth 3.192 |
The market value of Carlyle Group is measured differently than its book value, which is the value of Carlyle that is recorded on the company's balance sheet. Investors also form their own opinion of Carlyle's value that differs from its market value or its book value, called intrinsic value, which is Carlyle's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Carlyle's market value can be influenced by many factors that don't directly affect Carlyle's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Carlyle's value and its price as these two are different measures arrived at by different means. Investors typically determine if Carlyle is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Carlyle's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Carlyle '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 Carlyle'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 Carlyle.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Carlyle on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Carlyle Group or generate 0.0% return on investment in Carlyle over 540 days. Carlyle is related to or competes with Apollo Global, Blackstone, Brookfield Asset, Ares Management, KKR Co, Blue Owl, and Hamilton Lane. The Carlyle Group Inc. is an investment firm specializing in direct and fund of fund investments More
Carlyle 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 Carlyle'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 Carlyle Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.1481 | |||
| Maximum Drawdown | 13.11 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 4.1 |
Carlyle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlyle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlyle's standard deviation. In reality, there are many statistical measures that can use Carlyle historical prices to predict the future Carlyle's volatility.| Risk Adjusted Performance | 0.1676 | |||
| Jensen Alpha | 0.1937 | |||
| Total Risk Alpha | 0.0863 | |||
| Sortino Ratio | 0.1917 | |||
| Treynor Ratio | 0.223 |
Carlyle Group Backtested Returns
Carlyle appears to be very steady, given 3 months investment horizon. Carlyle Group secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25% return per unit of risk over the last 3 months. By analyzing Carlyle's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Carlyle's Risk Adjusted Performance of 0.1676, mean deviation of 1.58, and Downside Deviation of 1.7 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Carlyle holds a performance score of 19. The firm shows a Beta (market volatility) of 2.03, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Carlyle will likely underperform. Please check Carlyle's sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether Carlyle's price patterns will revert.
Auto-correlation | 0.54 |
Modest predictability
Carlyle Group has modest predictability. Overlapping area represents the amount of predictability between Carlyle time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Carlyle Group price movement. The serial correlation of 0.54 indicates that about 54.0% of current Carlyle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 17.15 |
Carlyle Group lagged returns against current returns
Autocorrelation, which is Carlyle 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 Carlyle's stock expected returns. We can calculate the autocorrelation of Carlyle returns to help us make a trade decision. For example, suppose you find that Carlyle 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 |
Carlyle 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 Carlyle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlyle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlyle stock over time.
Current vs Lagged Prices |
| Timeline |
Carlyle Lagged Returns
When evaluating Carlyle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlyle stock have on its future price. Carlyle 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, Carlyle autocorrelation shows the relationship between Carlyle stock current value and its past values and can show if there is a momentum factor associated with investing in Carlyle Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Carlyle Correlation, Carlyle Volatility and Carlyle Alpha and Beta module to complement your research on Carlyle. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Carlyle 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.