CF Industries (Germany) Market Value
| C4F Stock | EUR 84.54 0.76 0.91% |
| Symbol | C4F |
CF Industries '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 CF Industries' 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 CF Industries.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in CF Industries on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding CF Industries Holdings or generate 0.0% return on investment in CF Industries over 30 days. CF Industries is related to or competes with United Natural, Thai Beverage, Silicon Motion, Mitsubishi Gas, CHEMICAL INDUSTRIES, and Luckin Coffee. CF Industries Holdings, Inc. manufactures and distributes nitrogen fertilizers and other nitrogen products worldwide More
CF Industries 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 CF Industries' 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 CF Industries Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0423 | |||
| Maximum Drawdown | 7.13 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 2.22 |
CF Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CF Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CF Industries' standard deviation. In reality, there are many statistical measures that can use CF Industries historical prices to predict the future CF Industries' volatility.| Risk Adjusted Performance | 0.1042 | |||
| Jensen Alpha | 0.2389 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.038 | |||
| Treynor Ratio | (0.56) |
CF Industries Holdings Backtested Returns
CF Industries appears to be very steady, given 3 months investment horizon. CF Industries Holdings retains Efficiency (Sharpe Ratio) of 0.13, which signifies that the company had a 0.13% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for CF Industries, which you can use to evaluate the volatility of the firm. Please makes use of CF Industries' Standard Deviation of 1.58, market risk adjusted performance of (0.55), and Coefficient Of Variation of 772.11 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CF Industries holds a performance score of 10. The firm owns a Beta (Systematic Risk) of -0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CF Industries are expected to decrease at a much lower rate. During the bear market, CF Industries is likely to outperform the market. Please check CF Industries' market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether CF Industries' current price history will revert.
Auto-correlation | 0.24 |
Weak predictability
CF Industries Holdings has weak predictability. Overlapping area represents the amount of predictability between CF Industries time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 CF Industries Holdings price movement. The serial correlation of 0.24 indicates that over 24.0% of current CF Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 1.66 |
CF Industries Holdings lagged returns against current returns
Autocorrelation, which is CF Industries 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 CF Industries' stock expected returns. We can calculate the autocorrelation of CF Industries returns to help us make a trade decision. For example, suppose you find that CF Industries 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 |
CF Industries 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 CF Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CF Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CF Industries stock over time.
Current vs Lagged Prices |
| Timeline |
CF Industries Lagged Returns
When evaluating CF Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CF Industries stock have on its future price. CF Industries 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, CF Industries autocorrelation shows the relationship between CF Industries stock current value and its past values and can show if there is a momentum factor associated with investing in CF Industries Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in C4F Stock
When determining whether CF Industries Holdings is a strong investment it is important to analyze CF Industries' 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 CF Industries' future performance. For an informed investment choice regarding C4F Stock, refer to the following important reports:Check out CF Industries Correlation, CF Industries Volatility and CF Industries Alpha and Beta module to complement your research on CF Industries. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
CF Industries 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.