C V (Germany) Market Value
| 0V3 Stock | 2.82 0.04 1.44% |
| Symbol | 0V3 |
C V '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 C V'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 C V.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in C V on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding C V D or generate 0.0% return on investment in C V over 540 days.
C V 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 C V'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 C V D upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 11.63 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 3.45 |
C V Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for C V's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as C V's standard deviation. In reality, there are many statistical measures that can use C V historical prices to predict the future C V's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.93) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of C V's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
C V D Backtested Returns
C V D secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1% return per unit of volatility over the last 3 months. C V D exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm C V's Market Risk Adjusted Performance of (0.92), variance of 5.76, and Mean Deviation of 1.75 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, C V's returns are expected to increase less than the market. However, during the bear market, the loss of holding C V is expected to be smaller as well. At this point, C V D has a negative expected return of -0.25%. Please make sure to confirm C V's skewness, rate of daily change, and the relationship between the value at risk and accumulation distribution , to decide if C V D performance from the past will be repeated sooner or later.
Auto-correlation | 0.80 |
Very good predictability
C V D has very good predictability. Overlapping area represents the amount of predictability between C V time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 C V D price movement. The serial correlation of 0.8 indicates that around 80.0% of current C V price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
C V D lagged returns against current returns
Autocorrelation, which is C V 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 C V's stock expected returns. We can calculate the autocorrelation of C V returns to help us make a trade decision. For example, suppose you find that C V 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 |
C V 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 C V stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if C V stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in C V stock over time.
Current vs Lagged Prices |
| Timeline |
C V Lagged Returns
When evaluating C V's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of C V stock have on its future price. C V 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, C V autocorrelation shows the relationship between C V stock current value and its past values and can show if there is a momentum factor associated with investing in C V D.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for 0V3 Stock Analysis
When running C V's price analysis, check to measure C V'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 C V is operating at the current time. Most of C V's value examination focuses on studying past and present price action to predict the probability of C V's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move C V's price. Additionally, you may evaluate how the addition of C V to your portfolios can decrease your overall portfolio volatility.