Ccl Industries Stock Market Value
| CCLLF Stock | USD 63.09 0.00 0.00% |
| Symbol | CCL |
CCL Industries '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 CCL Industries' 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 CCL Industries.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in CCL Industries on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding CCL Industries or generate 0.0% return on investment in CCL Industries over 720 days. CCL Industries is related to or competes with DIeteren Group, DIeteren, Marks Spencer, Toray Industries, Toray Industries, Renault SA, and HELLA GmbH. CCL Industries Inc. engages in manufacture and sale of labels, and provides media and software solutions More
CCL Industries 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 CCL Industries' 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 CCL Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0743 | |||
| Maximum Drawdown | 5.82 | |||
| Potential Upside | 0.3873 |
CCL Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CCL Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CCL Industries' standard deviation. In reality, there are many statistical measures that can use CCL Industries historical prices to predict the future CCL Industries' volatility.| Risk Adjusted Performance | 0.1313 | |||
| Jensen Alpha | 0.1478 | |||
| Total Risk Alpha | 0.031 | |||
| Treynor Ratio | 0.6839 |
CCL Industries Backtested Returns
At this point, CCL Industries is very steady. CCL Industries secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of return volatility over the last 3 months. We have found seventeen technical indicators for CCL Industries, which you can use to evaluate the volatility of the entity. Please confirm CCL Industries' Variance of 0.9787, mean deviation of 0.3598, and Standard Deviation of 0.9893 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. CCL Industries has a performance score of 14 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CCL Industries' returns are expected to increase less than the market. However, during the bear market, the loss of holding CCL Industries is expected to be smaller as well. CCL Industries at this time shows a risk of 0.99%. Please confirm CCL Industries jensen alpha, as well as the relationship between the skewness and day median price , to decide if CCL Industries will be following its price patterns.
Auto-correlation | 0.64 |
Good predictability
CCL Industries has good predictability. Overlapping area represents the amount of predictability between CCL Industries time series from 27th of January 2024 to 21st of January 2025 and 21st of January 2025 to 16th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CCL Industries price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current CCL Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 18.19 |
CCL Industries lagged returns against current returns
Autocorrelation, which is CCL Industries 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 CCL Industries' pink sheet expected returns. We can calculate the autocorrelation of CCL Industries returns to help us make a trade decision. For example, suppose you find that CCL Industries 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 |
CCL Industries 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 CCL Industries pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CCL Industries pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CCL Industries pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CCL Industries Lagged Returns
When evaluating CCL Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CCL Industries pink sheet have on its future price. CCL Industries 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, CCL Industries autocorrelation shows the relationship between CCL Industries pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CCL Industries.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CCL Pink Sheet
CCL Industries financial ratios help investors to determine whether CCL 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 CCL with respect to the benefits of owning CCL Industries security.