Cadeler As (Norway) Market Value
| CADLR Stock | NOK 66.50 0.10 0.15% |
| Symbol | Cadeler |
Cadeler As '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 Cadeler As' 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 Cadeler As.
| 10/30/2023 |
| 11/23/2024 |
If you would invest 0.00 in Cadeler As on October 30, 2023 and sell it all today you would earn a total of 0.00 from holding Cadeler As or generate 0.0% return on investment in Cadeler As over 390 days. Cadeler As is related to or competes with Zaptec AS, Scatec Solar, and Hexagon Purus. Cadeler AS operates as an offshore wind farm transportation and installation contractor in Denmark More
Cadeler As 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 Cadeler As' 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 Cadeler As upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 10.31 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 2.3 |
Cadeler As Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cadeler As' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cadeler As' standard deviation. In reality, there are many statistical measures that can use Cadeler As historical prices to predict the future Cadeler As' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.1578 |
Cadeler As Backtested Returns
Cadeler As secures Sharpe Ratio (or Efficiency) of -0.0464, which signifies that the company had a -0.0464% return per unit of standard deviation over the last 3 months. Cadeler As exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cadeler As' mean deviation of 1.12, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cadeler As are expected to decrease at a much lower rate. During the bear market, Cadeler As is likely to outperform the market. At this point, Cadeler As has a negative expected return of -0.0731%. Please make sure to confirm Cadeler As' skewness, and the relationship between the total risk alpha and day median price , to decide if Cadeler As performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Cadeler As has good predictability. Overlapping area represents the amount of predictability between Cadeler As time series from 30th of October 2023 to 12th of May 2024 and 12th of May 2024 to 23rd 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 Cadeler As price movement. The serial correlation of 0.75 indicates that around 75.0% of current Cadeler As price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 21.85 |
Cadeler As lagged returns against current returns
Autocorrelation, which is Cadeler As 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 Cadeler As' stock expected returns. We can calculate the autocorrelation of Cadeler As returns to help us make a trade decision. For example, suppose you find that Cadeler As 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 |
Cadeler As 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 Cadeler As stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cadeler As stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cadeler As stock over time.
Current vs Lagged Prices |
| Timeline |
Cadeler As Lagged Returns
When evaluating Cadeler As' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cadeler As stock have on its future price. Cadeler As 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, Cadeler As autocorrelation shows the relationship between Cadeler As stock current value and its past values and can show if there is a momentum factor associated with investing in Cadeler As.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional Information and Resources on Investing in Cadeler Stock
When determining whether Cadeler As is a strong investment it is important to analyze Cadeler As' 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 Cadeler As' future performance. For an informed investment choice regarding Cadeler Stock, refer to the following important reports:Check out Cadeler As Correlation, Cadeler As Volatility and Cadeler As Alpha and Beta module to complement your research on Cadeler As. To learn how to invest in Cadeler Stock, please use our How to Invest in Cadeler As guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Cadeler As 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.