CLAVISTER HOLDING (Germany) Market Value
| 89P Stock | 0.35 0.02 6.06% |
| Symbol | CLAVISTER |
CLAVISTER HOLDING '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 CLAVISTER HOLDING'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 CLAVISTER HOLDING.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in CLAVISTER HOLDING on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding CLAVISTER HOLDING AB or generate 0.0% return on investment in CLAVISTER HOLDING over 90 days. CLAVISTER HOLDING is related to or competes with Samsung Electronics, Samsung Electronics, ASTRA INTERNATIONAL, PT Astra, ASTRA INTERNATIONAL, ASTRA INTERNATIONAL, and Samsung Electronics. CLAVISTER HOLDING is entity of Germany. It is traded as Stock on F exchange. More
CLAVISTER HOLDING 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 CLAVISTER HOLDING'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 CLAVISTER HOLDING AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.4 | |||
| Information Ratio | 0.0539 | |||
| Maximum Drawdown | 70.03 | |||
| Value At Risk | (10.26) | |||
| Potential Upside | 14.71 |
CLAVISTER HOLDING Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CLAVISTER HOLDING's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CLAVISTER HOLDING's standard deviation. In reality, there are many statistical measures that can use CLAVISTER HOLDING historical prices to predict the future CLAVISTER HOLDING's volatility.| Risk Adjusted Performance | 0.0586 | |||
| Jensen Alpha | 0.5293 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0692 | |||
| Treynor Ratio | 0.8112 |
CLAVISTER HOLDING February 17, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0586 | |||
| Market Risk Adjusted Performance | 0.8212 | |||
| Mean Deviation | 5.35 | |||
| Semi Deviation | 5.06 | |||
| Downside Deviation | 7.4 | |||
| Coefficient Of Variation | 1632.11 | |||
| Standard Deviation | 9.49 | |||
| Variance | 90.09 | |||
| Information Ratio | 0.0539 | |||
| Jensen Alpha | 0.5293 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0692 | |||
| Treynor Ratio | 0.8112 | |||
| Maximum Drawdown | 70.03 | |||
| Value At Risk | (10.26) | |||
| Potential Upside | 14.71 | |||
| Downside Variance | 54.71 | |||
| Semi Variance | 25.62 | |||
| Expected Short fall | (10.96) | |||
| Skewness | 2.84 | |||
| Kurtosis | 13.36 |
CLAVISTER HOLDING Backtested Returns
CLAVISTER HOLDING appears to be out of control, given 3 months investment horizon. CLAVISTER HOLDING retains Efficiency (Sharpe Ratio) of 0.0807, which signifies that the company had a 0.0807 % return per unit of risk over the last 3 months. By analyzing CLAVISTER HOLDING's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please makes use of CLAVISTER HOLDING's coefficient of variation of 1632.11, and Market Risk Adjusted Performance of 0.8212 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CLAVISTER HOLDING holds a performance score of 6. The firm owns a Beta (Systematic Risk) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CLAVISTER HOLDING's returns are expected to increase less than the market. However, during the bear market, the loss of holding CLAVISTER HOLDING is expected to be smaller as well. Please check CLAVISTER HOLDING's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether CLAVISTER HOLDING's current price history will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
CLAVISTER HOLDING AB has modest reverse predictability. Overlapping area represents the amount of predictability between CLAVISTER HOLDING time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CLAVISTER HOLDING price movement. The serial correlation of -0.49 indicates that about 49.0% of current CLAVISTER HOLDING price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in CLAVISTER Stock
CLAVISTER HOLDING financial ratios help investors to determine whether CLAVISTER 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 CLAVISTER with respect to the benefits of owning CLAVISTER HOLDING security.