Cuscal (Australia) Market Value
| CCL Stock | 4.42 0.05 1.14% |
| Symbol | Cuscal |
Cuscal '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 Cuscal'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 Cuscal.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Cuscal on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Cuscal or generate 0.0% return on investment in Cuscal over 570 days. Cuscal is related to or competes with Block,, Megaport, QORIA, Tyro Payments, Serko, and Whitefield Income. Cuscal is entity of Australia. It is traded as Stock on AU exchange. More
Cuscal 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 Cuscal'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 Cuscal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | 0.0654 | |||
| Maximum Drawdown | 8.29 | |||
| Value At Risk | (3.93) | |||
| Potential Upside | 3.23 |
Cuscal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cuscal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cuscal's standard deviation. In reality, there are many statistical measures that can use Cuscal historical prices to predict the future Cuscal's volatility.| Risk Adjusted Performance | 0.0791 | |||
| Jensen Alpha | 0.1262 | |||
| Total Risk Alpha | 0.0227 | |||
| Sortino Ratio | 0.0573 | |||
| Treynor Ratio | 0.205 |
Cuscal Backtested Returns
Cuscal appears to be slightly risky, given 3 months investment horizon. Cuscal secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cuscal, which you can use to evaluate the volatility of the firm. Please makes use of Cuscal's Mean Deviation of 1.25, risk adjusted performance of 0.0791, and Downside Deviation of 2.07 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cuscal holds a performance score of 8. The firm shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Cuscal returns are very sensitive to returns on the market. As the market goes up or down, Cuscal is expected to follow. Please check Cuscal's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Cuscal's price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Cuscal has good predictability. Overlapping area represents the amount of predictability between Cuscal time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Cuscal price movement. The serial correlation of 0.78 indicates that around 78.0% of current Cuscal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Cuscal lagged returns against current returns
Autocorrelation, which is Cuscal 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 Cuscal's stock expected returns. We can calculate the autocorrelation of Cuscal returns to help us make a trade decision. For example, suppose you find that Cuscal 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 |
Cuscal 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 Cuscal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cuscal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cuscal stock over time.
Current vs Lagged Prices |
| Timeline |
Cuscal Lagged Returns
When evaluating Cuscal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cuscal stock have on its future price. Cuscal 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, Cuscal autocorrelation shows the relationship between Cuscal stock current value and its past values and can show if there is a momentum factor associated with investing in Cuscal.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Cuscal Stock Analysis
When running Cuscal's price analysis, check to measure Cuscal's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cuscal is operating at the current time. Most of Cuscal's value examination focuses on studying past and present price action to predict the probability of Cuscal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cuscal's price. Additionally, you may evaluate how the addition of Cuscal to your portfolios can decrease your overall portfolio volatility.