The Caldwell Partners Stock Market Value
| CWLPF Stock | USD 0.79 0.04 5.33% |
| Symbol | Caldwell |
Caldwell Partners '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 Caldwell Partners' otc 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 Caldwell Partners.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Caldwell Partners on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding The Caldwell Partners or generate 0.0% return on investment in Caldwell Partners over 30 days. Caldwell Partners is related to or competes with TOMI Environmental, SCOR PK, HUMANA, Barloworld, Morningstar Unconstrained, High-yield Municipal, and SPACE. The Caldwell Partners International Inc. provides candidate research and sourcing services in Canada, the United States,... More
Caldwell Partners 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 Caldwell Partners' otc 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 The Caldwell Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.47 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 17.79 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 6.67 |
Caldwell Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caldwell Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caldwell Partners' standard deviation. In reality, there are many statistical measures that can use Caldwell Partners historical prices to predict the future Caldwell Partners' volatility.| Risk Adjusted Performance | 0.0117 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0104 |
Caldwell Partners Backtested Returns
At this point, Caldwell Partners is extremely dangerous. Caldwell Partners secures Sharpe Ratio (or Efficiency) of 0.006, which signifies that the company had a 0.006% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for The Caldwell Partners, which you can use to evaluate the volatility of the firm. Please confirm Caldwell Partners' Risk Adjusted Performance of 0.0117, mean deviation of 1.14, and Semi Deviation of 1.9 to double-check if the risk estimate we provide is consistent with the expected return of 0.0164%. The firm shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Caldwell Partners' returns are expected to increase less than the market. However, during the bear market, the loss of holding Caldwell Partners is expected to be smaller as well. Caldwell Partners right now shows a risk of 2.71%. Please confirm Caldwell Partners coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to decide if Caldwell Partners will be following its price patterns.
Auto-correlation | 0.54 |
Modest predictability
The Caldwell Partners has modest predictability. Overlapping area represents the amount of predictability between Caldwell Partners time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd 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 Caldwell Partners price movement. The serial correlation of 0.54 indicates that about 54.0% of current Caldwell Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Caldwell Partners lagged returns against current returns
Autocorrelation, which is Caldwell Partners otc 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 Caldwell Partners' otc stock expected returns. We can calculate the autocorrelation of Caldwell Partners returns to help us make a trade decision. For example, suppose you find that Caldwell Partners has exhibited high autocorrelation historically, and you observe that the otc 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 |
Caldwell Partners 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 Caldwell Partners otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caldwell Partners otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caldwell Partners otc stock over time.
Current vs Lagged Prices |
| Timeline |
Caldwell Partners Lagged Returns
When evaluating Caldwell Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caldwell Partners otc stock have on its future price. Caldwell Partners 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, Caldwell Partners autocorrelation shows the relationship between Caldwell Partners otc stock current value and its past values and can show if there is a momentum factor associated with investing in The Caldwell Partners.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Caldwell OTC Stock
Caldwell Partners financial ratios help investors to determine whether Caldwell OTC 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 Caldwell with respect to the benefits of owning Caldwell Partners security.