Country Club (India) Market Value
| CCHHL Stock | 19.77 0.15 0.76% |
| Symbol | Country |
Country Club '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 Country Club'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 Country Club.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Country Club on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Country Club Hospitality or generate 0.0% return on investment in Country Club over 60 days. Country Club is related to or competes with Hemisphere Properties, India Glycols, Indo Borax, Kingfa Science, Alkali Metals, Mahindra Logistics, and Krebs Biochemicals. Country Club is entity of India. It is traded as Stock on NSE exchange. More
Country Club 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 Country Club'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 Country Club Hospitality upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.17 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 13.27 | |||
| Value At Risk | (4.83) | |||
| Potential Upside | 4.87 |
Country Club Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Country Club's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Country Club's standard deviation. In reality, there are many statistical measures that can use Country Club historical prices to predict the future Country Club's volatility.| Risk Adjusted Performance | 0.0158 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0646 |
Country Club Hospitality Backtested Returns
Country Club Hospitality secures Sharpe Ratio (or Efficiency) of -0.0175, which signifies that the company had a -0.0175% return per unit of risk over the last 3 months. Country Club Hospitality exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Country Club's Risk Adjusted Performance of 0.0158, mean deviation of 2.42, and Downside Deviation of 3.17 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Country Club's returns are expected to increase less than the market. However, during the bear market, the loss of holding Country Club is expected to be smaller as well. At this point, Country Club Hospitality has a negative expected return of -0.0534%. Please make sure to confirm Country Club's maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Country Club Hospitality performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Country Club Hospitality has poor predictability. Overlapping area represents the amount of predictability between Country Club time series from 28th of September 2024 to 28th of October 2024 and 28th of October 2024 to 27th 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 Country Club Hospitality price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Country Club price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 3.57 |
Country Club Hospitality lagged returns against current returns
Autocorrelation, which is Country Club 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 Country Club's stock expected returns. We can calculate the autocorrelation of Country Club returns to help us make a trade decision. For example, suppose you find that Country Club 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 |
Country Club 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 Country Club stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Country Club stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Country Club stock over time.
Current vs Lagged Prices |
| Timeline |
Country Club Lagged Returns
When evaluating Country Club's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Country Club stock have on its future price. Country Club 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, Country Club autocorrelation shows the relationship between Country Club stock current value and its past values and can show if there is a momentum factor associated with investing in Country Club Hospitality.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Country Stock
Country Club financial ratios help investors to determine whether Country 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 Country with respect to the benefits of owning Country Club security.