Caro Holdings Stock Market Value
| CAHO Stock | USD 0.51 0.02 3.77% |
| Symbol | Caro |
Caro Holdings '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 Caro Holdings' pink sheet 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 Caro Holdings.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Caro Holdings on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Caro Holdings or generate 0.0% return on investment in Caro Holdings over 30 days. Caro Holdings is related to or competes with MDwerks, Arogo Capital, Arvana, Inception Growth, Luminar Media, XCana Petroleum, and MNB Holdings. Caro Holdings Inc. engages in the subscription box business More
Caro Holdings 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 Caro Holdings' pink sheet 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 Caro Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 38.33 | |||
| Value At Risk | (5.17) | |||
| Potential Upside | 3.57 |
Caro Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caro Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caro Holdings' standard deviation. In reality, there are many statistical measures that can use Caro Holdings historical prices to predict the future Caro Holdings' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.54) | |||
| Total Risk Alpha | (0.85) | |||
| Treynor Ratio | (0.20) |
Caro Holdings Backtested Returns
Caro Holdings secures Sharpe Ratio (or Efficiency) of -0.039, which signifies that the company had a -0.039 % return per unit of risk over the last 3 months. Caro Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Caro Holdings' Standard Deviation of 4.27, risk adjusted performance of (0.05), and Mean Deviation of 1.74 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.93, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Caro Holdings will likely underperform. At this point, Caro Holdings has a negative expected return of -0.15%. Please make sure to confirm Caro Holdings' potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Caro Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.86 |
Excellent reverse predictability
Caro Holdings has excellent reverse predictability. Overlapping area represents the amount of predictability between Caro Holdings time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Caro Holdings price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Caro Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Caro Holdings lagged returns against current returns
Autocorrelation, which is Caro Holdings pink sheet'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 Caro Holdings' pink sheet expected returns. We can calculate the autocorrelation of Caro Holdings returns to help us make a trade decision. For example, suppose you find that Caro Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Caro Holdings 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 Caro Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caro Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caro Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Caro Holdings Lagged Returns
When evaluating Caro Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caro Holdings pink sheet have on its future price. Caro Holdings 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, Caro Holdings autocorrelation shows the relationship between Caro Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Caro Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Caro Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Caro Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Caro Holdings will appreciate offsetting losses from the drop in the long position's value.Moving together with Caro Pink Sheet
Moving against Caro Pink Sheet
| 0.84 | RLMD | Relmada Therapeutics | PairCorr |
| 0.74 | LION | Lionsgate Studios Holding Buyout Trend | PairCorr |
| 0.7 | RIVN | Rivian Automotive Aggressive Push | PairCorr |
| 0.64 | INFY | Infosys Ltd ADR Potential Growth | PairCorr |
| 0.57 | PBAJ | Petro Usa | PairCorr |
The ability to find closely correlated positions to Caro Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Caro Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Caro Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Caro Holdings to buy it.
The correlation of Caro Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Caro Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Caro Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Caro Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Caro Pink Sheet
Caro Holdings financial ratios help investors to determine whether Caro Pink Sheet 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 Caro with respect to the benefits of owning Caro Holdings security.