Carlyle Secured Lending Stock Market Value
| CGBD Stock | USD 17.33 0.01 0.06% |
| Symbol | Carlyle |
Carlyle Secured Lending 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 Secured. 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 Secured 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 (0.35) | Dividend Share 1.57 | Earnings Share 1.73 | Revenue Per Share 4.703 | Quarterly Revenue Growth (0.07) |
The market value of Carlyle Secured Lending 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 Secured's value that differs from its market value or its book value, called intrinsic value, which is Carlyle Secured'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 Secured's market value can be influenced by many factors that don't directly affect Carlyle Secured'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 Secured's value and its price as these two are different measures arrived at by different means. Investors typically determine if Carlyle Secured is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Carlyle Secured'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 Secured '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 Secured'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 Secured.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Carlyle Secured on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Carlyle Secured Lending or generate 0.0% return on investment in Carlyle Secured over 180 days. Carlyle Secured is related to or competes with Visa, Diamond Hill, Distoken Acquisition, Associated Capital, Brookfield Corp, Blackstone, and Carlyle. TCG BDC, Inc. is business development company specializing in first lien debt, senior secured loans, second lien senior ... More
Carlyle Secured 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 Secured'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 Secured Lending upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.5 |
Carlyle Secured Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlyle Secured's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlyle Secured's standard deviation. In reality, there are many statistical measures that can use Carlyle Secured historical prices to predict the future Carlyle Secured's volatility.| Risk Adjusted Performance | 0.075 | |||
| Jensen Alpha | 0.0607 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.4332 |
Carlyle Secured Lending Backtested Returns
At this point, Carlyle Secured is very steady. Carlyle Secured Lending secures Sharpe Ratio (or Efficiency) of 0.0705, which signifies that the company had a 0.0705% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Carlyle Secured Lending, which you can use to evaluate the volatility of the firm. Please confirm Carlyle Secured's Downside Deviation of 1.09, risk adjusted performance of 0.075, and Mean Deviation of 0.8078 to double-check if the risk estimate we provide is consistent with the expected return of 0.0726%. Carlyle Secured has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Carlyle Secured's returns are expected to increase less than the market. However, during the bear market, the loss of holding Carlyle Secured is expected to be smaller as well. Carlyle Secured Lending right now shows a risk of 1.03%. Please confirm Carlyle Secured Lending value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Carlyle Secured Lending will be following its price patterns.
Auto-correlation | 0.63 |
Good predictability
Carlyle Secured Lending has good predictability. Overlapping area represents the amount of predictability between Carlyle Secured time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 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 Secured Lending price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Carlyle Secured price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Carlyle Secured Lending lagged returns against current returns
Autocorrelation, which is Carlyle Secured 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 Secured's stock expected returns. We can calculate the autocorrelation of Carlyle Secured returns to help us make a trade decision. For example, suppose you find that Carlyle Secured 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 Secured 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 Secured stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlyle Secured stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlyle Secured stock over time.
Current vs Lagged Prices |
| Timeline |
Carlyle Secured Lagged Returns
When evaluating Carlyle Secured's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlyle Secured stock have on its future price. Carlyle Secured 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 Secured autocorrelation shows the relationship between Carlyle Secured stock current value and its past values and can show if there is a momentum factor associated with investing in Carlyle Secured Lending.
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.When determining whether Carlyle Secured Lending is a strong investment it is important to analyze Carlyle Secured's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Carlyle Secured's future performance. For an informed investment choice regarding Carlyle Stock, refer to the following important reports:Check out Carlyle Secured Correlation, Carlyle Secured Volatility and Carlyle Secured Alpha and Beta module to complement your research on Carlyle Secured. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Carlyle Secured 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.