Chrysalis Investments (UK) Market Value
| CHRY Stock | 101.60 1.00 0.99% |
| Symbol | Chrysalis |
Chrysalis Investments '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 Chrysalis Investments' 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 Chrysalis Investments.
| 10/22/2024 |
| 12/21/2024 |
If you would invest 0.00 in Chrysalis Investments on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Chrysalis Investments or generate 0.0% return on investment in Chrysalis Investments over 60 days. Chrysalis Investments is related to or competes with Catalyst Media, CATLIN GROUP, Tamburi Investment, Magnora ASA, RTW Venture, Secure Property, and Oncimmune Holdings. Chrysalis Investments is entity of United Kingdom More
Chrysalis Investments 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 Chrysalis Investments' 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 Chrysalis Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.1532 | |||
| Maximum Drawdown | 6.75 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.74 |
Chrysalis Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chrysalis Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chrysalis Investments' standard deviation. In reality, there are many statistical measures that can use Chrysalis Investments historical prices to predict the future Chrysalis Investments' volatility.| Risk Adjusted Performance | 0.1432 | |||
| Jensen Alpha | 0.2573 | |||
| Total Risk Alpha | 0.2085 | |||
| Sortino Ratio | 0.1421 | |||
| Treynor Ratio | (0.79) |
Chrysalis Investments Backtested Returns
Chrysalis Investments appears to be very steady, given 3 months investment horizon. Chrysalis Investments secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Chrysalis Investments, which you can use to evaluate the volatility of the firm. Please makes use of Chrysalis Investments' Mean Deviation of 1.13, downside deviation of 1.6, and Risk Adjusted Performance of 0.1432 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Chrysalis Investments holds a performance score of 13. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Chrysalis Investments are expected to decrease at a much lower rate. During the bear market, Chrysalis Investments is likely to outperform the market. Please check Chrysalis Investments' sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Chrysalis Investments' price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
Chrysalis Investments has very good predictability. Overlapping area represents the amount of predictability between Chrysalis Investments time series from 22nd of October 2024 to 21st of November 2024 and 21st of November 2024 to 21st 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 Chrysalis Investments price movement. The serial correlation of 0.81 indicates that around 81.0% of current Chrysalis Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 2.85 |
Chrysalis Investments lagged returns against current returns
Autocorrelation, which is Chrysalis Investments 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 Chrysalis Investments' stock expected returns. We can calculate the autocorrelation of Chrysalis Investments returns to help us make a trade decision. For example, suppose you find that Chrysalis Investments 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 |
Chrysalis Investments 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 Chrysalis Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chrysalis Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chrysalis Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Chrysalis Investments Lagged Returns
When evaluating Chrysalis Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chrysalis Investments stock have on its future price. Chrysalis Investments 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, Chrysalis Investments autocorrelation shows the relationship between Chrysalis Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Chrysalis Investments.
Regressed Prices |
| Timeline |
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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.Additional Tools for Chrysalis Stock Analysis
When running Chrysalis Investments' price analysis, check to measure Chrysalis Investments' 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 Chrysalis Investments is operating at the current time. Most of Chrysalis Investments' value examination focuses on studying past and present price action to predict the probability of Chrysalis Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chrysalis Investments' price. Additionally, you may evaluate how the addition of Chrysalis Investments to your portfolios can decrease your overall portfolio volatility.