Cablevision Holding (Argentina) Market Value
| CVH Stock | ARS 7,140 210.00 2.86% |
| Symbol | Cablevision |
Cablevision Holding '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 Cablevision Holding'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 Cablevision Holding.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Cablevision Holding on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Cablevision Holding SA or generate 0.0% return on investment in Cablevision Holding over 30 days. Cablevision Holding is related to or competes with Telecom Argentina, Harmony Gold, Compania, and Transportadora. Cablevisin Holding S.A. operates in the telecommunications industry primarily in Argentina More
Cablevision Holding 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 Cablevision Holding'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 Cablevision Holding SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.1855 | |||
| Maximum Drawdown | 10.76 | |||
| Value At Risk | (2.49) | |||
| Potential Upside | 4.47 |
Cablevision Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cablevision Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cablevision Holding's standard deviation. In reality, there are many statistical measures that can use Cablevision Holding historical prices to predict the future Cablevision Holding's volatility.| Risk Adjusted Performance | 0.175 | |||
| Jensen Alpha | 0.4524 | |||
| Total Risk Alpha | 0.2215 | |||
| Sortino Ratio | 0.23 | |||
| Treynor Ratio | 1.23 |
Cablevision Holding Backtested Returns
Cablevision Holding appears to be very steady, given 3 months investment horizon. Cablevision Holding secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of standard deviation over the last 3 months. By analyzing Cablevision Holding's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of Cablevision Holding's risk adjusted performance of 0.175, and Mean Deviation of 1.62 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cablevision Holding holds a performance score of 18. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cablevision Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cablevision Holding is expected to be smaller as well. Please check Cablevision Holding's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Cablevision Holding's price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Cablevision Holding SA has average predictability. Overlapping area represents the amount of predictability between Cablevision Holding 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 Cablevision Holding price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Cablevision Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 26.9 K |
Cablevision Holding lagged returns against current returns
Autocorrelation, which is Cablevision Holding 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 Cablevision Holding's stock expected returns. We can calculate the autocorrelation of Cablevision Holding returns to help us make a trade decision. For example, suppose you find that Cablevision Holding 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 |
Cablevision Holding 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 Cablevision Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cablevision Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cablevision Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Cablevision Holding Lagged Returns
When evaluating Cablevision Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cablevision Holding stock have on its future price. Cablevision Holding 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, Cablevision Holding autocorrelation shows the relationship between Cablevision Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Cablevision Holding SA.
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.Other Information on Investing in Cablevision Stock
Cablevision Holding financial ratios help investors to determine whether Cablevision Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Cablevision with respect to the benefits of owning Cablevision Holding security.