Caci International Stock Market Value
| CACI Stock | USD 475.48 0.00 0.00% |
| Symbol | CACI |
CACI International Price To Book Ratio
Is IT Consulting & Other Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of CACI International. If investors know CACI will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about CACI International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.418 | Earnings Share 20.19 | Revenue Per Share 352.836 | Quarterly Revenue Growth 0.112 | Return On Assets 0.0622 |
The market value of CACI International is measured differently than its book value, which is the value of CACI that is recorded on the company's balance sheet. Investors also form their own opinion of CACI International's value that differs from its market value or its book value, called intrinsic value, which is CACI International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because CACI International's market value can be influenced by many factors that don't directly affect CACI International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between CACI International's value and its price as these two are different measures arrived at by different means. Investors typically determine if CACI International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CACI International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
CACI International '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 CACI International'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 CACI International.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in CACI International on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding CACI International or generate 0.0% return on investment in CACI International over 180 days. CACI International is related to or competes with Leidos Holdings, Parsons Corp, ASGN, ExlService Holdings, Science Applications, CDW Corp, and Gartner. CACI International Inc, together with its subsidiaries, provides expertise and technology to enterprise and mission cust... More
CACI International 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 CACI International'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 CACI International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 14.84 | |||
| Value At Risk | (4.18) | |||
| Potential Upside | 2.31 |
CACI International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CACI International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CACI International's standard deviation. In reality, there are many statistical measures that can use CACI International historical prices to predict the future CACI International's volatility.| Risk Adjusted Performance | (0.0008) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CACI International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CACI International Backtested Returns
CACI International is very steady at the moment. CACI International retains Efficiency (Sharpe Ratio) of 0.0177, which signifies that the company had a 0.0177% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for CACI International, which you can use to evaluate the volatility of the entity. Please confirm CACI International's market risk adjusted performance of (0.02), and Variance of 3.9 to double-check if the risk estimate we provide is consistent with the expected return of 0.0368%. CACI International has a performance score of 1 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CACI International's returns are expected to increase less than the market. However, during the bear market, the loss of holding CACI International is expected to be smaller as well. CACI International at this moment owns a risk of 2.08%. Please confirm CACI International standard deviation, potential upside, day typical price, as well as the relationship between the jensen alpha and accumulation distribution , to decide if CACI International will be following its current price history.
Auto-correlation | 0.45 |
Average predictability
CACI International has average predictability. Overlapping area represents the amount of predictability between CACI International time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd 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 CACI International price movement. The serial correlation of 0.45 indicates that just about 45.0% of current CACI International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1170.14 |
CACI International lagged returns against current returns
Autocorrelation, which is CACI International 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 CACI International's stock expected returns. We can calculate the autocorrelation of CACI International returns to help us make a trade decision. For example, suppose you find that CACI International 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 |
CACI International 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 CACI International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CACI International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CACI International stock over time.
Current vs Lagged Prices |
| Timeline |
CACI International Lagged Returns
When evaluating CACI International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CACI International stock have on its future price. CACI International 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, CACI International autocorrelation shows the relationship between CACI International stock current value and its past values and can show if there is a momentum factor associated with investing in CACI International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether CACI International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CACI International's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Caci International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Caci International Stock:Check out CACI International Correlation, CACI International Volatility and CACI International Alpha and Beta module to complement your research on CACI International. For more detail on how to invest in CACI Stock please use our How to Invest in CACI International guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
CACI International 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.