Ceps PLC (UK) Market Value
| CEPS Stock | 35.00 0.50 1.41% |
| Symbol | Ceps |
Ceps PLC '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 Ceps PLC'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 Ceps PLC.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in Ceps PLC on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding Ceps PLC or generate 0.0% return on investment in Ceps PLC over 30 days. Ceps PLC is related to or competes with UniCredit SpA, Compagnie Plastic, Ecofin Global, Bank of Ireland, Vulcan Materials, Vastned Retail, and Synchrony Financial. More
Ceps PLC 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 Ceps PLC'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 Ceps PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.58 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 13.35 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 1.54 |
Ceps PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ceps PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ceps PLC's standard deviation. In reality, there are many statistical measures that can use Ceps PLC historical prices to predict the future Ceps PLC's volatility.| Risk Adjusted Performance | 0.0396 | |||
| Jensen Alpha | 0.1104 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.0006) | |||
| Treynor Ratio | (0.24) |
Ceps PLC Backtested Returns
Currently, Ceps PLC is very steady. Ceps PLC secures Sharpe Ratio (or Efficiency) of 0.0446, which signifies that the company had a 0.0446 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ceps PLC, which you can use to evaluate the volatility of the firm. Please confirm Ceps PLC's Downside Deviation of 3.58, risk adjusted performance of 0.0396, and Mean Deviation of 0.7845 to double-check if the risk estimate we provide is consistent with the expected return of 0.0921%. Ceps PLC has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ceps PLC are expected to decrease at a much lower rate. During the bear market, Ceps PLC is likely to outperform the market. Ceps PLC right now shows a risk of 2.07%. Please confirm Ceps PLC standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Ceps PLC will be following its price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Ceps PLC has good reverse predictability. Overlapping area represents the amount of predictability between Ceps PLC time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th 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 Ceps PLC price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Ceps PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Ceps PLC lagged returns against current returns
Autocorrelation, which is Ceps PLC 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 Ceps PLC's stock expected returns. We can calculate the autocorrelation of Ceps PLC returns to help us make a trade decision. For example, suppose you find that Ceps PLC 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 |
Ceps PLC 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 Ceps PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ceps PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ceps PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Ceps PLC Lagged Returns
When evaluating Ceps PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ceps PLC stock have on its future price. Ceps PLC 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, Ceps PLC autocorrelation shows the relationship between Ceps PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Ceps PLC.
Regressed Prices |
| Timeline |
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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.Additional Tools for Ceps Stock Analysis
When running Ceps PLC's price analysis, check to measure Ceps PLC'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 Ceps PLC is operating at the current time. Most of Ceps PLC's value examination focuses on studying past and present price action to predict the probability of Ceps PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ceps PLC's price. Additionally, you may evaluate how the addition of Ceps PLC to your portfolios can decrease your overall portfolio volatility.