COUNTRY GARDEN (Germany) Market Value
| 75H Stock | EUR 0.62 0.01 1.64% |
| Symbol | COUNTRY |
COUNTRY GARDEN '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 COUNTRY GARDEN'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 COUNTRY GARDEN.
| 12/28/2024 |
| 02/26/2025 |
If you would invest 0.00 in COUNTRY GARDEN on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding COUNTRY GARDEN SVDL 0001 or generate 0.0% return on investment in COUNTRY GARDEN over 60 days. COUNTRY GARDEN is related to or competes with ZURICH INSURANCE, AUTO TRADER, Singapore ReinsuranceLimit, Zurich Insurance, Direct Line, Indutrade, and ULTRA CLEAN. More
COUNTRY GARDEN 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 COUNTRY GARDEN'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 COUNTRY GARDEN SVDL 0001 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.61 | |||
| Information Ratio | 0.0286 | |||
| Maximum Drawdown | 42.05 | |||
| Value At Risk | (6.56) | |||
| Potential Upside | 9.68 |
COUNTRY GARDEN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COUNTRY GARDEN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COUNTRY GARDEN's standard deviation. In reality, there are many statistical measures that can use COUNTRY GARDEN historical prices to predict the future COUNTRY GARDEN's volatility.| Risk Adjusted Performance | 0.0317 | |||
| Jensen Alpha | 0.1556 | |||
| Total Risk Alpha | 0.1226 | |||
| Sortino Ratio | 0.0274 | |||
| Treynor Ratio | 0.2373 |
COUNTRY GARDEN SVDL Backtested Returns
At this point, COUNTRY GARDEN is out of control. COUNTRY GARDEN SVDL secures Sharpe Ratio (or Efficiency) of 0.0314, which signifies that the company had a 0.0314 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for COUNTRY GARDEN SVDL 0001, which you can use to evaluate the volatility of the firm. Please confirm COUNTRY GARDEN's mean deviation of 3.2, and Risk Adjusted Performance of 0.0317 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. COUNTRY GARDEN has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, COUNTRY GARDEN's returns are expected to increase less than the market. However, during the bear market, the loss of holding COUNTRY GARDEN is expected to be smaller as well. COUNTRY GARDEN SVDL currently shows a risk of 5.39%. Please confirm COUNTRY GARDEN SVDL jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if COUNTRY GARDEN SVDL will be following its price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
COUNTRY GARDEN SVDL 0001 has insignificant reverse predictability. Overlapping area represents the amount of predictability between COUNTRY GARDEN time series from 28th of December 2024 to 27th of January 2025 and 27th of January 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of COUNTRY GARDEN SVDL price movement. The serial correlation of -0.16 indicates that over 16.0% of current COUNTRY GARDEN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
COUNTRY GARDEN SVDL lagged returns against current returns
Autocorrelation, which is COUNTRY GARDEN 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 COUNTRY GARDEN's stock expected returns. We can calculate the autocorrelation of COUNTRY GARDEN returns to help us make a trade decision. For example, suppose you find that COUNTRY GARDEN 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 |
COUNTRY GARDEN 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 COUNTRY GARDEN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COUNTRY GARDEN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COUNTRY GARDEN stock over time.
Current vs Lagged Prices |
| Timeline |
COUNTRY GARDEN Lagged Returns
When evaluating COUNTRY GARDEN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COUNTRY GARDEN stock have on its future price. COUNTRY GARDEN 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, COUNTRY GARDEN autocorrelation shows the relationship between COUNTRY GARDEN stock current value and its past values and can show if there is a momentum factor associated with investing in COUNTRY GARDEN SVDL 0001.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in COUNTRY Stock
COUNTRY GARDEN financial ratios help investors to determine whether COUNTRY 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 COUNTRY with respect to the benefits of owning COUNTRY GARDEN security.