Collins Foods (Germany) Market Value
| 6CF Stock | EUR 5.15 0.05 0.98% |
| Symbol | Collins |
Collins Foods '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 Collins Foods' 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 Collins Foods.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Collins Foods on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Collins Foods Limited or generate 0.0% return on investment in Collins Foods over 30 days. Collins Foods is related to or competes with Cars, Motorcar Parts, China BlueChemical, KINGBOARD CHEMICAL, Quaker Chemical, Commercial Vehicle, and Geely Automobile. Collins Foods Limited engages in the operation, management, and administration of restaurants in Australia, Europe, and ... More
Collins Foods 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 Collins Foods' 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 Collins Foods Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.91 | |||
| Information Ratio | 0.0522 | |||
| Maximum Drawdown | 10.52 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 2.94 |
Collins Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Collins Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Collins Foods' standard deviation. In reality, there are many statistical measures that can use Collins Foods historical prices to predict the future Collins Foods' volatility.| Risk Adjusted Performance | 0.0964 | |||
| Jensen Alpha | 0.2093 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0349 | |||
| Treynor Ratio | 2.39 |
Collins Foods Limited Backtested Returns
Collins Foods appears to be somewhat reliable, given 3 months investment horizon. Collins Foods Limited secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Collins Foods Limited, which you can use to evaluate the volatility of the firm. Please makes use of Collins Foods' Mean Deviation of 1.34, downside deviation of 2.91, and Risk Adjusted Performance of 0.0964 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Collins Foods holds a performance score of 10. The firm shows a Beta (market volatility) of 0.0922, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Collins Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Collins Foods is expected to be smaller as well. Please check Collins Foods' coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Collins Foods' price patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
Collins Foods Limited has modest predictability. Overlapping area represents the amount of predictability between Collins Foods time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Collins Foods Limited price movement. The serial correlation of 0.52 indicates that about 52.0% of current Collins Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Collins Foods Limited lagged returns against current returns
Autocorrelation, which is Collins Foods 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 Collins Foods' stock expected returns. We can calculate the autocorrelation of Collins Foods returns to help us make a trade decision. For example, suppose you find that Collins Foods 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 |
Collins Foods 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 Collins Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Collins Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Collins Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Collins Foods Lagged Returns
When evaluating Collins Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Collins Foods stock have on its future price. Collins Foods 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, Collins Foods autocorrelation shows the relationship between Collins Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Collins Foods Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Collins Stock
Collins Foods financial ratios help investors to determine whether Collins 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 Collins with respect to the benefits of owning Collins Foods security.