CPH Chemie (Switzerland) Market Value
| CPHN Stock | CHF 68.40 1.20 1.72% |
| Symbol | CPH |
CPH Chemie '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 CPH Chemie'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 CPH Chemie.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in CPH Chemie on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding CPH Chemie und or generate 0.0% return on investment in CPH Chemie over 30 days. CPH Chemie is related to or competes with Implenia, Calida Holding, and Hubersuhner. CPH Chemie Papier Holding AG, together with its subsidiaries, develops, manufactures and distributes chemicals, printing... More
CPH Chemie 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 CPH Chemie'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 CPH Chemie und upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Maximum Drawdown | 11.83 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.87 |
CPH Chemie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CPH Chemie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CPH Chemie's standard deviation. In reality, there are many statistical measures that can use CPH Chemie historical prices to predict the future CPH Chemie's volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.0736 | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.4914 |
CPH Chemie und Backtested Returns
At this stage we consider CPH Stock to be very steady. CPH Chemie und secures Sharpe Ratio (or Efficiency) of 0.0753, which signifies that the company had a 0.0753% return per unit of return volatility over the last 3 months. We have found thirty technical indicators for CPH Chemie und, which you can use to evaluate the volatility of the firm. Please confirm CPH Chemie's Mean Deviation of 1.12, risk adjusted performance of 0.0495, and Semi Deviation of 1.38 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. CPH Chemie has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CPH Chemie's returns are expected to increase less than the market. However, during the bear market, the loss of holding CPH Chemie is expected to be smaller as well. CPH Chemie und now shows a risk of 1.64%. Please confirm CPH Chemie und semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if CPH Chemie und will be following its price patterns.
Auto-correlation | 0.75 |
Good predictability
CPH Chemie und has good predictability. Overlapping area represents the amount of predictability between CPH Chemie time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 CPH Chemie und price movement. The serial correlation of 0.75 indicates that around 75.0% of current CPH Chemie price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.19 |
CPH Chemie und lagged returns against current returns
Autocorrelation, which is CPH Chemie 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 CPH Chemie's stock expected returns. We can calculate the autocorrelation of CPH Chemie returns to help us make a trade decision. For example, suppose you find that CPH Chemie 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 |
CPH Chemie 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 CPH Chemie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CPH Chemie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CPH Chemie stock over time.
Current vs Lagged Prices |
| Timeline |
CPH Chemie Lagged Returns
When evaluating CPH Chemie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CPH Chemie stock have on its future price. CPH Chemie 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, CPH Chemie autocorrelation shows the relationship between CPH Chemie stock current value and its past values and can show if there is a momentum factor associated with investing in CPH Chemie und.
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 CPH Stock Analysis
When running CPH Chemie's price analysis, check to measure CPH Chemie'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 CPH Chemie is operating at the current time. Most of CPH Chemie's value examination focuses on studying past and present price action to predict the probability of CPH Chemie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CPH Chemie's price. Additionally, you may evaluate how the addition of CPH Chemie to your portfolios can decrease your overall portfolio volatility.