Carlyle (Germany) Market Value
| 3VU Stock | 49.85 1.81 3.77% |
| Symbol | Carlyle |
Carlyle '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 Carlyle'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 Carlyle.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Carlyle on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Carlyle Group or generate 0.0% return on investment in Carlyle over 30 days. Carlyle is related to or competes with BJs Restaurants, ALBIS LEASING, Darden Restaurants, VIRGIN WINES, Alfa Financial, and Take-Two Interactive. More
Carlyle 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 Carlyle'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 Carlyle Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.1685 | |||
| Maximum Drawdown | 14.22 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 3.77 |
Carlyle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carlyle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlyle's standard deviation. In reality, there are many statistical measures that can use Carlyle historical prices to predict the future Carlyle's volatility.| Risk Adjusted Performance | 0.1752 | |||
| Jensen Alpha | 0.3626 | |||
| Total Risk Alpha | 0.1492 | |||
| Sortino Ratio | 0.2582 | |||
| Treynor Ratio | 0.3488 |
Carlyle Group Backtested Returns
Carlyle appears to be very steady, given 3 months investment horizon. Carlyle Group secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of risk over the last 3 months. By analyzing Carlyle's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please makes use of Carlyle's Mean Deviation of 1.78, downside deviation of 1.68, and Risk Adjusted Performance of 0.1752 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Carlyle holds a performance score of 18. The firm shows a Beta (market volatility) of 1.59, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Carlyle will likely underperform. Please check Carlyle's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Carlyle's price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Carlyle Group has good predictability. Overlapping area represents the amount of predictability between Carlyle time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 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 Carlyle Group price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Carlyle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
Carlyle Group lagged returns against current returns
Autocorrelation, which is Carlyle 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 Carlyle's stock expected returns. We can calculate the autocorrelation of Carlyle returns to help us make a trade decision. For example, suppose you find that Carlyle 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 |
Carlyle 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 Carlyle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlyle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlyle stock over time.
Current vs Lagged Prices |
| Timeline |
Carlyle Lagged Returns
When evaluating Carlyle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlyle stock have on its future price. Carlyle 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, Carlyle autocorrelation shows the relationship between Carlyle stock current value and its past values and can show if there is a momentum factor associated with investing in Carlyle Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Carlyle Stock
When determining whether Carlyle Group is a strong investment it is important to analyze Carlyle's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Carlyle's future performance. For an informed investment choice regarding Carlyle Stock, refer to the following important reports:Check out Carlyle Correlation, Carlyle Volatility and Carlyle Alpha and Beta module to complement your research on Carlyle. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Carlyle technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.