Carl Data Solutions Stock Market Value
| CDTAF Stock | USD 0.03 0 7.94% |
| Symbol | Carl |
Carl Data '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 Carl Data's otc 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 Carl Data.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in Carl Data on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding Carl Data Solutions or generate 0.0% return on investment in Carl Data over 720 days. Carl Data is related to or competes with Evolving Systems, OneMeta AI, and Liveworld. Carl Data Solutions Inc. operates as an industrial internet of things and big data as a service company in Canada and th... More
Carl Data 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 Carl Data's otc 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 Carl Data Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 56.27 | |||
| Value At Risk | (10.85) | |||
| Potential Upside | 11.38 |
Carl Data Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carl Data's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carl Data's standard deviation. In reality, there are many statistical measures that can use Carl Data historical prices to predict the future Carl Data's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (1.42) | |||
| Treynor Ratio | (0.17) |
Carl Data Solutions Backtested Returns
At this point, Carl Data is out of control. Carl Data Solutions secures Sharpe Ratio (or Efficiency) of 0.0144, which signifies that the company had a 0.0144 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Carl Data Solutions, which you can use to evaluate the volatility of the firm. Please confirm Carl Data's Mean Deviation of 5.6, standard deviation of 8.79, and insignificant Risk Adjusted Performance to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Carl Data has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.93, which signifies possible diversification benefits within a given portfolio. Carl Data returns are very sensitive to returns on the market. As the market goes up or down, Carl Data is expected to follow. Carl Data Solutions right now shows a risk of 8.62%. Please confirm Carl Data Solutions treynor ratio and the relationship between the kurtosis and period momentum indicator , to decide if Carl Data Solutions will be following its price patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
Carl Data Solutions has very weak reverse predictability. Overlapping area represents the amount of predictability between Carl Data 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 Carl Data Solutions price movement. The serial correlation of -0.03 indicates that only 3.0% of current Carl Data price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Carl Data Solutions lagged returns against current returns
Autocorrelation, which is Carl Data otc 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 Carl Data's otc stock expected returns. We can calculate the autocorrelation of Carl Data returns to help us make a trade decision. For example, suppose you find that Carl Data has exhibited high autocorrelation historically, and you observe that the otc 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 |
Carl Data 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 Carl Data otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carl Data otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carl Data otc stock over time.
Current vs Lagged Prices |
| Timeline |
Carl Data Lagged Returns
When evaluating Carl Data's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carl Data otc stock have on its future price. Carl Data 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, Carl Data autocorrelation shows the relationship between Carl Data otc stock current value and its past values and can show if there is a momentum factor associated with investing in Carl Data Solutions.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Carl OTC Stock
Carl Data financial ratios help investors to determine whether Carl OTC 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 Carl with respect to the benefits of owning Carl Data security.